COMEX Gold Future August 2009
Trading Metrics calculated at close of trading on 27-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
948.0 |
951.4 |
3.4 |
0.4% |
938.5 |
High |
954.4 |
960.0 |
5.6 |
0.6% |
957.5 |
Low |
946.6 |
947.8 |
1.2 |
0.1% |
937.0 |
Close |
953.1 |
953.5 |
0.4 |
0.0% |
953.1 |
Range |
7.8 |
12.2 |
4.4 |
56.4% |
20.5 |
ATR |
13.6 |
13.5 |
-0.1 |
-0.7% |
0.0 |
Volume |
124,922 |
70,915 |
-54,007 |
-43.2% |
458,753 |
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
990.4 |
984.1 |
960.2 |
|
R3 |
978.2 |
971.9 |
956.9 |
|
R2 |
966.0 |
966.0 |
955.7 |
|
R1 |
959.7 |
959.7 |
954.6 |
962.9 |
PP |
953.8 |
953.8 |
953.8 |
955.3 |
S1 |
947.5 |
947.5 |
952.4 |
950.7 |
S2 |
941.6 |
941.6 |
951.3 |
|
S3 |
929.4 |
935.3 |
950.1 |
|
S4 |
917.2 |
923.1 |
946.8 |
|
|
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 |
960.0 |
944.3 |
15.7 |
1.6% |
10.0 |
1.1% |
59% |
True |
False |
93,525 |
10 |
960.0 |
917.8 |
42.2 |
4.4% |
11.3 |
1.2% |
85% |
True |
False |
89,512 |
20 |
960.0 |
904.8 |
55.2 |
5.8% |
13.3 |
1.4% |
88% |
True |
False |
89,052 |
40 |
992.1 |
904.8 |
87.3 |
9.2% |
15.4 |
1.6% |
56% |
False |
False |
93,353 |
60 |
992.1 |
883.1 |
109.0 |
11.4% |
15.5 |
1.6% |
65% |
False |
False |
72,018 |
80 |
992.1 |
867.5 |
124.6 |
13.1% |
15.9 |
1.7% |
69% |
False |
False |
54,620 |
100 |
992.1 |
867.5 |
124.6 |
13.1% |
17.2 |
1.8% |
69% |
False |
False |
44,100 |
120 |
1,008.9 |
867.5 |
141.4 |
14.8% |
18.3 |
1.9% |
61% |
False |
False |
36,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,011.9 |
2.618 |
991.9 |
1.618 |
979.7 |
1.000 |
972.2 |
0.618 |
967.5 |
HIGH |
960.0 |
0.618 |
955.3 |
0.500 |
953.9 |
0.382 |
952.5 |
LOW |
947.8 |
0.618 |
940.3 |
1.000 |
935.6 |
1.618 |
928.1 |
2.618 |
915.9 |
4.250 |
896.0 |
|
|
Fisher Pivots for day following 27-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
953.9 |
953.4 |
PP |
953.8 |
953.4 |
S1 |
953.6 |
953.3 |
|