COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
932.0 |
924.6 |
-7.4 |
-0.8% |
940.7 |
| High |
934.3 |
932.4 |
-1.9 |
-0.2% |
947.0 |
| Low |
920.3 |
921.0 |
0.7 |
0.1% |
922.7 |
| Close |
924.3 |
929.1 |
4.8 |
0.5% |
931.0 |
| Range |
14.0 |
11.4 |
-2.6 |
-18.6% |
24.3 |
| ATR |
16.5 |
16.2 |
-0.4 |
-2.2% |
0.0 |
| Volume |
101,814 |
79,789 |
-22,025 |
-21.6% |
330,394 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961.7 |
956.8 |
935.4 |
|
| R3 |
950.3 |
945.4 |
932.2 |
|
| R2 |
938.9 |
938.9 |
931.2 |
|
| R1 |
934.0 |
934.0 |
930.1 |
936.5 |
| PP |
927.5 |
927.5 |
927.5 |
928.7 |
| S1 |
922.6 |
922.6 |
928.1 |
925.1 |
| S2 |
916.1 |
916.1 |
927.0 |
|
| S3 |
904.7 |
911.2 |
926.0 |
|
| S4 |
893.3 |
899.8 |
922.8 |
|
|
| 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% |
16.9 |
1.8% |
33% |
False |
False |
87,684 |
| 10 |
949.0 |
913.2 |
35.8 |
3.9% |
15.2 |
1.6% |
44% |
False |
False |
89,385 |
| 20 |
966.7 |
913.2 |
53.5 |
5.8% |
15.5 |
1.7% |
30% |
False |
False |
89,576 |
| 40 |
992.1 |
911.0 |
81.1 |
8.7% |
16.4 |
1.8% |
22% |
False |
False |
75,520 |
| 60 |
992.1 |
867.5 |
124.6 |
13.4% |
16.4 |
1.8% |
49% |
False |
False |
51,427 |
| 80 |
992.1 |
867.5 |
124.6 |
13.4% |
17.6 |
1.9% |
49% |
False |
False |
39,154 |
| 100 |
1,008.9 |
867.5 |
141.4 |
15.2% |
19.1 |
2.1% |
44% |
False |
False |
31,519 |
| 120 |
1,008.9 |
810.0 |
198.9 |
21.4% |
18.6 |
2.0% |
60% |
False |
False |
26,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
980.9 |
|
2.618 |
962.2 |
|
1.618 |
950.8 |
|
1.000 |
943.8 |
|
0.618 |
939.4 |
|
HIGH |
932.4 |
|
0.618 |
928.0 |
|
0.500 |
926.7 |
|
0.382 |
925.4 |
|
LOW |
921.0 |
|
0.618 |
914.0 |
|
1.000 |
909.6 |
|
1.618 |
902.6 |
|
2.618 |
891.2 |
|
4.250 |
872.6 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
928.3 |
931.2 |
| PP |
927.5 |
930.5 |
| S1 |
926.7 |
929.8 |
|