COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
940.9 |
932.0 |
-8.9 |
-0.9% |
940.7 |
| High |
942.1 |
934.3 |
-7.8 |
-0.8% |
947.0 |
| Low |
926.6 |
920.3 |
-6.3 |
-0.7% |
922.7 |
| Close |
931.0 |
924.3 |
-6.7 |
-0.7% |
931.0 |
| Range |
15.5 |
14.0 |
-1.5 |
-9.7% |
24.3 |
| ATR |
16.7 |
16.5 |
-0.2 |
-1.2% |
0.0 |
| Volume |
97,417 |
101,814 |
4,397 |
4.5% |
330,394 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
968.3 |
960.3 |
932.0 |
|
| R3 |
954.3 |
946.3 |
928.2 |
|
| R2 |
940.3 |
940.3 |
926.9 |
|
| R1 |
932.3 |
932.3 |
925.6 |
929.3 |
| PP |
926.3 |
926.3 |
926.3 |
924.8 |
| S1 |
918.3 |
918.3 |
923.0 |
915.3 |
| S2 |
912.3 |
912.3 |
921.7 |
|
| S3 |
898.3 |
904.3 |
920.5 |
|
| S4 |
884.3 |
890.3 |
916.6 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,006.5 |
993.0 |
944.4 |
|
| R3 |
982.2 |
968.7 |
937.7 |
|
| R2 |
957.9 |
957.9 |
935.5 |
|
| R1 |
944.4 |
944.4 |
933.2 |
939.0 |
| PP |
933.6 |
933.6 |
933.6 |
930.9 |
| S1 |
920.1 |
920.1 |
928.8 |
914.7 |
| S2 |
909.3 |
909.3 |
926.5 |
|
| S3 |
885.0 |
895.8 |
924.3 |
|
| S4 |
860.7 |
871.5 |
917.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
947.0 |
920.3 |
26.7 |
2.9% |
16.5 |
1.8% |
15% |
False |
True |
86,441 |
| 10 |
949.0 |
913.2 |
35.8 |
3.9% |
15.8 |
1.7% |
31% |
False |
False |
87,162 |
| 20 |
966.7 |
913.2 |
53.5 |
5.8% |
15.8 |
1.7% |
21% |
False |
False |
92,807 |
| 40 |
992.1 |
907.4 |
84.7 |
9.2% |
16.5 |
1.8% |
20% |
False |
False |
73,806 |
| 60 |
992.1 |
867.5 |
124.6 |
13.5% |
16.4 |
1.8% |
46% |
False |
False |
50,159 |
| 80 |
992.1 |
867.5 |
124.6 |
13.5% |
17.8 |
1.9% |
46% |
False |
False |
38,173 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.3% |
19.3 |
2.1% |
40% |
False |
False |
30,728 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.5% |
18.5 |
2.0% |
57% |
False |
False |
25,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
993.8 |
|
2.618 |
971.0 |
|
1.618 |
957.0 |
|
1.000 |
948.3 |
|
0.618 |
943.0 |
|
HIGH |
934.3 |
|
0.618 |
929.0 |
|
0.500 |
927.3 |
|
0.382 |
925.6 |
|
LOW |
920.3 |
|
0.618 |
911.6 |
|
1.000 |
906.3 |
|
1.618 |
897.6 |
|
2.618 |
883.6 |
|
4.250 |
860.8 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
927.3 |
933.7 |
| PP |
926.3 |
930.5 |
| S1 |
925.3 |
927.4 |
|