COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
939.3 |
937.8 |
-1.5 |
-0.2% |
912.3 |
| High |
940.5 |
939.8 |
-0.7 |
-0.1% |
942.3 |
| Low |
932.6 |
931.6 |
-1.0 |
-0.1% |
907.4 |
| Close |
935.4 |
937.5 |
2.1 |
0.2% |
937.5 |
| Range |
7.9 |
8.2 |
0.3 |
3.8% |
34.9 |
| ATR |
15.3 |
14.8 |
-0.5 |
-3.3% |
0.0 |
| Volume |
122,618 |
60,370 |
-62,248 |
-50.8% |
438,291 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960.9 |
957.4 |
942.0 |
|
| R3 |
952.7 |
949.2 |
939.8 |
|
| R2 |
944.5 |
944.5 |
939.0 |
|
| R1 |
941.0 |
941.0 |
938.3 |
938.7 |
| PP |
936.3 |
936.3 |
936.3 |
935.1 |
| S1 |
932.8 |
932.8 |
936.7 |
930.5 |
| S2 |
928.1 |
928.1 |
936.0 |
|
| S3 |
919.9 |
924.6 |
935.2 |
|
| S4 |
911.7 |
916.4 |
933.0 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,033.8 |
1,020.5 |
956.7 |
|
| R3 |
998.9 |
985.6 |
947.1 |
|
| R2 |
964.0 |
964.0 |
943.9 |
|
| R1 |
950.7 |
950.7 |
940.7 |
957.4 |
| PP |
929.1 |
929.1 |
929.1 |
932.4 |
| S1 |
915.8 |
915.8 |
934.3 |
922.5 |
| S2 |
894.2 |
894.2 |
931.1 |
|
| S3 |
859.3 |
880.9 |
927.9 |
|
| S4 |
824.4 |
846.0 |
918.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
942.3 |
907.4 |
34.9 |
3.7% |
12.0 |
1.3% |
86% |
False |
False |
87,658 |
| 10 |
942.3 |
904.8 |
37.5 |
4.0% |
12.8 |
1.4% |
87% |
False |
False |
92,099 |
| 20 |
949.0 |
904.8 |
44.2 |
4.7% |
14.0 |
1.5% |
74% |
False |
False |
88,456 |
| 40 |
992.1 |
904.8 |
87.3 |
9.3% |
16.5 |
1.8% |
37% |
False |
False |
90,352 |
| 60 |
992.1 |
882.0 |
110.1 |
11.7% |
16.0 |
1.7% |
50% |
False |
False |
63,560 |
| 80 |
992.1 |
867.5 |
124.6 |
13.3% |
16.3 |
1.7% |
56% |
False |
False |
48,287 |
| 100 |
992.1 |
867.5 |
124.6 |
13.3% |
18.3 |
2.0% |
56% |
False |
False |
38,852 |
| 120 |
1,008.9 |
867.5 |
141.4 |
15.1% |
18.4 |
2.0% |
50% |
False |
False |
32,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
974.7 |
|
2.618 |
961.3 |
|
1.618 |
953.1 |
|
1.000 |
948.0 |
|
0.618 |
944.9 |
|
HIGH |
939.8 |
|
0.618 |
936.7 |
|
0.500 |
935.7 |
|
0.382 |
934.7 |
|
LOW |
931.6 |
|
0.618 |
926.5 |
|
1.000 |
923.4 |
|
1.618 |
918.3 |
|
2.618 |
910.1 |
|
4.250 |
896.8 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936.9 |
936.1 |
| PP |
936.3 |
934.8 |
| S1 |
935.7 |
933.4 |
|