COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
948.9 |
952.7 |
3.8 |
0.4% |
912.3 |
| High |
955.0 |
957.5 |
2.5 |
0.3% |
942.3 |
| Low |
944.6 |
947.2 |
2.6 |
0.3% |
907.4 |
| Close |
953.3 |
954.8 |
1.5 |
0.2% |
937.5 |
| Range |
10.4 |
10.3 |
-0.1 |
-1.0% |
34.9 |
| ATR |
14.3 |
14.0 |
-0.3 |
-2.0% |
0.0 |
| Volume |
79,090 |
89,854 |
10,764 |
13.6% |
438,291 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.1 |
979.7 |
960.5 |
|
| R3 |
973.8 |
969.4 |
957.6 |
|
| R2 |
963.5 |
963.5 |
956.7 |
|
| R1 |
959.1 |
959.1 |
955.7 |
961.3 |
| PP |
953.2 |
953.2 |
953.2 |
954.3 |
| S1 |
948.8 |
948.8 |
953.9 |
951.0 |
| S2 |
942.9 |
942.9 |
952.9 |
|
| S3 |
932.6 |
938.5 |
952.0 |
|
| S4 |
922.3 |
928.2 |
949.1 |
|
|
| 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 |
957.5 |
931.6 |
25.9 |
2.7% |
11.4 |
1.2% |
90% |
True |
False |
78,840 |
| 10 |
957.5 |
906.6 |
50.9 |
5.3% |
11.7 |
1.2% |
95% |
True |
False |
86,380 |
| 20 |
957.5 |
904.8 |
52.7 |
5.5% |
13.4 |
1.4% |
95% |
True |
False |
88,920 |
| 40 |
992.1 |
904.8 |
87.3 |
9.1% |
15.9 |
1.7% |
57% |
False |
False |
94,005 |
| 60 |
992.1 |
882.0 |
110.1 |
11.5% |
15.7 |
1.6% |
66% |
False |
False |
68,988 |
| 80 |
992.1 |
867.5 |
124.6 |
13.0% |
16.0 |
1.7% |
70% |
False |
False |
52,258 |
| 100 |
992.1 |
867.5 |
124.6 |
13.0% |
17.5 |
1.8% |
70% |
False |
False |
42,156 |
| 120 |
1,008.9 |
867.5 |
141.4 |
14.8% |
18.2 |
1.9% |
62% |
False |
False |
35,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,001.3 |
|
2.618 |
984.5 |
|
1.618 |
974.2 |
|
1.000 |
967.8 |
|
0.618 |
963.9 |
|
HIGH |
957.5 |
|
0.618 |
953.6 |
|
0.500 |
952.4 |
|
0.382 |
951.1 |
|
LOW |
947.2 |
|
0.618 |
940.8 |
|
1.000 |
936.9 |
|
1.618 |
930.5 |
|
2.618 |
920.2 |
|
4.250 |
903.4 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
954.0 |
953.5 |
| PP |
953.2 |
952.2 |
| S1 |
952.4 |
950.9 |
|