COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
926.1 |
940.9 |
14.8 |
1.6% |
935.1 |
| High |
947.0 |
942.1 |
-4.9 |
-0.5% |
949.0 |
| Low |
926.1 |
926.6 |
0.5 |
0.1% |
913.2 |
| Close |
941.3 |
931.0 |
-10.3 |
-1.1% |
941.0 |
| Range |
20.9 |
15.5 |
-5.4 |
-25.8% |
35.8 |
| ATR |
16.8 |
16.7 |
-0.1 |
-0.6% |
0.0 |
| Volume |
102,293 |
97,417 |
-4,876 |
-4.8% |
439,417 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.7 |
970.9 |
939.5 |
|
| R3 |
964.2 |
955.4 |
935.3 |
|
| R2 |
948.7 |
948.7 |
933.8 |
|
| R1 |
939.9 |
939.9 |
932.4 |
936.6 |
| PP |
933.2 |
933.2 |
933.2 |
931.6 |
| S1 |
924.4 |
924.4 |
929.6 |
921.1 |
| S2 |
917.7 |
917.7 |
928.2 |
|
| S3 |
902.2 |
908.9 |
926.7 |
|
| S4 |
886.7 |
893.4 |
922.5 |
|
|
| 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 |
922.7 |
26.3 |
2.8% |
16.2 |
1.7% |
32% |
False |
False |
81,467 |
| 10 |
949.0 |
913.2 |
35.8 |
3.8% |
15.3 |
1.6% |
50% |
False |
False |
84,813 |
| 20 |
985.0 |
913.2 |
71.8 |
7.7% |
16.7 |
1.8% |
25% |
False |
False |
93,484 |
| 40 |
992.1 |
907.4 |
84.7 |
9.1% |
16.6 |
1.8% |
28% |
False |
False |
71,374 |
| 60 |
992.1 |
867.5 |
124.6 |
13.4% |
16.3 |
1.8% |
51% |
False |
False |
48,497 |
| 80 |
992.1 |
867.5 |
124.6 |
13.4% |
17.8 |
1.9% |
51% |
False |
False |
36,918 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.2% |
19.4 |
2.1% |
45% |
False |
False |
29,716 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.4% |
18.5 |
2.0% |
61% |
False |
False |
24,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,008.0 |
|
2.618 |
982.7 |
|
1.618 |
967.2 |
|
1.000 |
957.6 |
|
0.618 |
951.7 |
|
HIGH |
942.1 |
|
0.618 |
936.2 |
|
0.500 |
934.4 |
|
0.382 |
932.5 |
|
LOW |
926.6 |
|
0.618 |
917.0 |
|
1.000 |
911.1 |
|
1.618 |
901.5 |
|
2.618 |
886.0 |
|
4.250 |
860.7 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
934.4 |
934.9 |
| PP |
933.2 |
933.6 |
| S1 |
932.1 |
932.3 |
|