COMEX Gold Future August 2009
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
952.7 |
948.0 |
-4.7 |
-0.5% |
938.5 |
High |
957.5 |
954.4 |
-3.1 |
-0.3% |
957.5 |
Low |
947.2 |
946.6 |
-0.6 |
-0.1% |
937.0 |
Close |
954.8 |
953.1 |
-1.7 |
-0.2% |
953.1 |
Range |
10.3 |
7.8 |
-2.5 |
-24.3% |
20.5 |
ATR |
14.0 |
13.6 |
-0.4 |
-3.0% |
0.0 |
Volume |
89,854 |
124,922 |
35,068 |
39.0% |
458,753 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
974.8 |
971.7 |
957.4 |
|
R3 |
967.0 |
963.9 |
955.2 |
|
R2 |
959.2 |
959.2 |
954.5 |
|
R1 |
956.1 |
956.1 |
953.8 |
957.7 |
PP |
951.4 |
951.4 |
951.4 |
952.1 |
S1 |
948.3 |
948.3 |
952.4 |
949.9 |
S2 |
943.6 |
943.6 |
951.7 |
|
S3 |
935.8 |
940.5 |
951.0 |
|
S4 |
928.0 |
932.7 |
948.8 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,010.7 |
1,002.4 |
964.4 |
|
R3 |
990.2 |
981.9 |
958.7 |
|
R2 |
969.7 |
969.7 |
956.9 |
|
R1 |
961.4 |
961.4 |
955.0 |
965.6 |
PP |
949.2 |
949.2 |
949.2 |
951.3 |
S1 |
940.9 |
940.9 |
951.2 |
945.1 |
S2 |
928.7 |
928.7 |
949.3 |
|
S3 |
908.2 |
920.4 |
947.5 |
|
S4 |
887.7 |
899.9 |
941.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
957.5 |
937.0 |
20.5 |
2.2% |
11.3 |
1.2% |
79% |
False |
False |
91,750 |
10 |
957.5 |
907.4 |
50.1 |
5.3% |
11.6 |
1.2% |
91% |
False |
False |
89,704 |
20 |
957.5 |
904.8 |
52.7 |
5.5% |
13.3 |
1.4% |
92% |
False |
False |
89,354 |
40 |
992.1 |
904.8 |
87.3 |
9.2% |
15.6 |
1.6% |
55% |
False |
False |
94,611 |
60 |
992.1 |
882.0 |
110.1 |
11.6% |
15.6 |
1.6% |
65% |
False |
False |
70,988 |
80 |
992.1 |
867.5 |
124.6 |
13.1% |
16.0 |
1.7% |
69% |
False |
False |
53,792 |
100 |
992.1 |
867.5 |
124.6 |
13.1% |
17.3 |
1.8% |
69% |
False |
False |
43,399 |
120 |
1,008.9 |
867.5 |
141.4 |
14.8% |
18.2 |
1.9% |
61% |
False |
False |
36,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
987.6 |
2.618 |
974.8 |
1.618 |
967.0 |
1.000 |
962.2 |
0.618 |
959.2 |
HIGH |
954.4 |
0.618 |
951.4 |
0.500 |
950.5 |
0.382 |
949.6 |
LOW |
946.6 |
0.618 |
941.8 |
1.000 |
938.8 |
1.618 |
934.0 |
2.618 |
926.2 |
4.250 |
913.5 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
952.2 |
952.4 |
PP |
951.4 |
951.7 |
S1 |
950.5 |
951.1 |
|