COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
940.1 |
940.7 |
0.6 |
0.1% |
935.1 |
| High |
949.0 |
943.2 |
-5.8 |
-0.6% |
949.0 |
| Low |
936.6 |
933.6 |
-3.0 |
-0.3% |
913.2 |
| Close |
941.0 |
940.7 |
-0.3 |
0.0% |
941.0 |
| Range |
12.4 |
9.6 |
-2.8 |
-22.6% |
35.8 |
| ATR |
16.5 |
16.0 |
-0.5 |
-3.0% |
0.0 |
| Volume |
76,944 |
73,575 |
-3,369 |
-4.4% |
439,417 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
968.0 |
963.9 |
946.0 |
|
| R3 |
958.4 |
954.3 |
943.3 |
|
| R2 |
948.8 |
948.8 |
942.5 |
|
| R1 |
944.7 |
944.7 |
941.6 |
945.5 |
| PP |
939.2 |
939.2 |
939.2 |
939.6 |
| S1 |
935.1 |
935.1 |
939.8 |
935.9 |
| S2 |
929.6 |
929.6 |
938.9 |
|
| S3 |
920.0 |
925.5 |
938.1 |
|
| S4 |
910.4 |
915.9 |
935.4 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,041.8 |
1,027.2 |
960.7 |
|
| R3 |
1,006.0 |
991.4 |
950.8 |
|
| R2 |
970.2 |
970.2 |
947.6 |
|
| R1 |
955.6 |
955.6 |
944.3 |
962.9 |
| PP |
934.4 |
934.4 |
934.4 |
938.1 |
| S1 |
919.8 |
919.8 |
937.7 |
927.1 |
| S2 |
898.6 |
898.6 |
934.4 |
|
| S3 |
862.8 |
884.0 |
931.2 |
|
| S4 |
827.0 |
848.2 |
921.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
949.0 |
913.2 |
35.8 |
3.8% |
13.6 |
1.4% |
77% |
False |
False |
91,087 |
| 10 |
949.0 |
913.2 |
35.8 |
3.8% |
13.3 |
1.4% |
77% |
False |
False |
84,709 |
| 20 |
992.1 |
913.2 |
78.9 |
8.4% |
17.2 |
1.8% |
35% |
False |
False |
96,209 |
| 40 |
992.1 |
888.0 |
104.1 |
11.1% |
16.6 |
1.8% |
51% |
False |
False |
65,200 |
| 60 |
992.1 |
867.5 |
124.6 |
13.2% |
16.4 |
1.7% |
59% |
False |
False |
44,328 |
| 80 |
992.1 |
867.5 |
124.6 |
13.2% |
18.0 |
1.9% |
59% |
False |
False |
33,765 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.0% |
19.3 |
2.1% |
52% |
False |
False |
27,164 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.1% |
18.1 |
1.9% |
66% |
False |
False |
22,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
984.0 |
|
2.618 |
968.3 |
|
1.618 |
958.7 |
|
1.000 |
952.8 |
|
0.618 |
949.1 |
|
HIGH |
943.2 |
|
0.618 |
939.5 |
|
0.500 |
938.4 |
|
0.382 |
937.3 |
|
LOW |
933.6 |
|
0.618 |
927.7 |
|
1.000 |
924.0 |
|
1.618 |
918.1 |
|
2.618 |
908.5 |
|
4.250 |
892.8 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
939.9 |
940.4 |
| PP |
939.2 |
940.0 |
| S1 |
938.4 |
939.7 |
|