COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
937.8 |
938.5 |
0.7 |
0.1% |
912.3 |
| High |
939.8 |
955.4 |
15.6 |
1.7% |
942.3 |
| Low |
931.6 |
937.0 |
5.4 |
0.6% |
907.4 |
| Close |
937.5 |
948.8 |
11.3 |
1.2% |
937.5 |
| Range |
8.2 |
18.4 |
10.2 |
124.4% |
34.9 |
| ATR |
14.8 |
15.0 |
0.3 |
1.8% |
0.0 |
| Volume |
60,370 |
62,043 |
1,673 |
2.8% |
438,291 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,002.3 |
993.9 |
958.9 |
|
| R3 |
983.9 |
975.5 |
953.9 |
|
| R2 |
965.5 |
965.5 |
952.2 |
|
| R1 |
957.1 |
957.1 |
950.5 |
961.3 |
| PP |
947.1 |
947.1 |
947.1 |
949.2 |
| S1 |
938.7 |
938.7 |
947.1 |
942.9 |
| S2 |
928.7 |
928.7 |
945.4 |
|
| S3 |
910.3 |
920.3 |
943.7 |
|
| S4 |
891.9 |
901.9 |
938.7 |
|
|
| 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 |
955.4 |
917.8 |
37.6 |
4.0% |
12.5 |
1.3% |
82% |
True |
False |
85,500 |
| 10 |
955.4 |
904.8 |
50.6 |
5.3% |
13.2 |
1.4% |
87% |
True |
False |
88,122 |
| 20 |
955.4 |
904.8 |
50.6 |
5.3% |
14.5 |
1.5% |
87% |
True |
False |
87,642 |
| 40 |
992.1 |
904.8 |
87.3 |
9.2% |
16.4 |
1.7% |
50% |
False |
False |
91,064 |
| 60 |
992.1 |
882.0 |
110.1 |
11.6% |
16.0 |
1.7% |
61% |
False |
False |
64,555 |
| 80 |
992.1 |
867.5 |
124.6 |
13.1% |
16.3 |
1.7% |
65% |
False |
False |
49,043 |
| 100 |
992.1 |
867.5 |
124.6 |
13.1% |
18.1 |
1.9% |
65% |
False |
False |
39,453 |
| 120 |
1,008.9 |
867.5 |
141.4 |
14.9% |
18.5 |
1.9% |
57% |
False |
False |
32,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,033.6 |
|
2.618 |
1,003.6 |
|
1.618 |
985.2 |
|
1.000 |
973.8 |
|
0.618 |
966.8 |
|
HIGH |
955.4 |
|
0.618 |
948.4 |
|
0.500 |
946.2 |
|
0.382 |
944.0 |
|
LOW |
937.0 |
|
0.618 |
925.6 |
|
1.000 |
918.6 |
|
1.618 |
907.2 |
|
2.618 |
888.8 |
|
4.250 |
858.8 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
947.9 |
947.0 |
| PP |
947.1 |
945.3 |
| S1 |
946.2 |
943.5 |
|