COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
949.8 |
948.9 |
-0.9 |
-0.1% |
912.3 |
| High |
953.8 |
955.0 |
1.2 |
0.1% |
942.3 |
| Low |
944.3 |
944.6 |
0.3 |
0.0% |
907.4 |
| Close |
946.9 |
953.3 |
6.4 |
0.7% |
937.5 |
| Range |
9.5 |
10.4 |
0.9 |
9.5% |
34.9 |
| ATR |
14.6 |
14.3 |
-0.3 |
-2.1% |
0.0 |
| Volume |
102,844 |
79,090 |
-23,754 |
-23.1% |
438,291 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982.2 |
978.1 |
959.0 |
|
| R3 |
971.8 |
967.7 |
956.2 |
|
| R2 |
961.4 |
961.4 |
955.2 |
|
| R1 |
957.3 |
957.3 |
954.3 |
959.4 |
| PP |
951.0 |
951.0 |
951.0 |
952.0 |
| S1 |
946.9 |
946.9 |
952.3 |
949.0 |
| S2 |
940.6 |
940.6 |
951.4 |
|
| S3 |
930.2 |
936.5 |
950.4 |
|
| S4 |
919.8 |
926.1 |
947.6 |
|
|
| 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 |
931.6 |
23.8 |
2.5% |
10.9 |
1.1% |
91% |
False |
False |
85,393 |
| 10 |
955.4 |
906.2 |
49.2 |
5.2% |
12.0 |
1.3% |
96% |
False |
False |
90,495 |
| 20 |
955.4 |
904.8 |
50.6 |
5.3% |
13.9 |
1.5% |
96% |
False |
False |
89,023 |
| 40 |
992.1 |
904.8 |
87.3 |
9.2% |
16.0 |
1.7% |
56% |
False |
False |
93,945 |
| 60 |
992.1 |
882.0 |
110.1 |
11.5% |
15.9 |
1.7% |
65% |
False |
False |
67,512 |
| 80 |
992.1 |
867.5 |
124.6 |
13.1% |
16.2 |
1.7% |
69% |
False |
False |
51,283 |
| 100 |
992.1 |
867.5 |
124.6 |
13.1% |
17.8 |
1.9% |
69% |
False |
False |
41,261 |
| 120 |
1,008.9 |
867.5 |
141.4 |
14.8% |
18.3 |
1.9% |
61% |
False |
False |
34,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
999.2 |
|
2.618 |
982.2 |
|
1.618 |
971.8 |
|
1.000 |
965.4 |
|
0.618 |
961.4 |
|
HIGH |
955.0 |
|
0.618 |
951.0 |
|
0.500 |
949.8 |
|
0.382 |
948.6 |
|
LOW |
944.6 |
|
0.618 |
938.2 |
|
1.000 |
934.2 |
|
1.618 |
927.8 |
|
2.618 |
917.4 |
|
4.250 |
900.4 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
952.1 |
950.9 |
| PP |
951.0 |
948.6 |
| S1 |
949.8 |
946.2 |
|