COMEX Gold Future August 2009
Trading Metrics calculated at close of trading on 28-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
951.4 |
953.6 |
2.2 |
0.2% |
938.5 |
High |
960.0 |
956.8 |
-3.2 |
-0.3% |
957.5 |
Low |
947.8 |
933.8 |
-14.0 |
-1.5% |
937.0 |
Close |
953.5 |
939.1 |
-14.4 |
-1.5% |
953.1 |
Range |
12.2 |
23.0 |
10.8 |
88.5% |
20.5 |
ATR |
13.5 |
14.2 |
0.7 |
5.0% |
0.0 |
Volume |
70,915 |
101,954 |
31,039 |
43.8% |
458,753 |
|
Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,012.2 |
998.7 |
951.8 |
|
R3 |
989.2 |
975.7 |
945.4 |
|
R2 |
966.2 |
966.2 |
943.3 |
|
R1 |
952.7 |
952.7 |
941.2 |
948.0 |
PP |
943.2 |
943.2 |
943.2 |
940.9 |
S1 |
929.7 |
929.7 |
937.0 |
925.0 |
S2 |
920.2 |
920.2 |
934.9 |
|
S3 |
897.2 |
906.7 |
932.8 |
|
S4 |
874.2 |
883.7 |
926.5 |
|
|
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 |
933.8 |
26.2 |
2.8% |
12.7 |
1.4% |
20% |
False |
True |
93,347 |
10 |
960.0 |
924.5 |
35.5 |
3.8% |
12.6 |
1.3% |
41% |
False |
False |
89,704 |
20 |
960.0 |
904.8 |
55.2 |
5.9% |
13.9 |
1.5% |
62% |
False |
False |
90,471 |
40 |
992.1 |
904.8 |
87.3 |
9.3% |
15.6 |
1.7% |
39% |
False |
False |
93,340 |
60 |
992.1 |
888.0 |
104.1 |
11.1% |
15.7 |
1.7% |
49% |
False |
False |
73,624 |
80 |
992.1 |
867.5 |
124.6 |
13.3% |
15.8 |
1.7% |
57% |
False |
False |
55,864 |
100 |
992.1 |
867.5 |
124.6 |
13.3% |
17.2 |
1.8% |
57% |
False |
False |
45,106 |
120 |
1,008.9 |
867.5 |
141.4 |
15.1% |
18.4 |
2.0% |
51% |
False |
False |
37,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,054.6 |
2.618 |
1,017.0 |
1.618 |
994.0 |
1.000 |
979.8 |
0.618 |
971.0 |
HIGH |
956.8 |
0.618 |
948.0 |
0.500 |
945.3 |
0.382 |
942.6 |
LOW |
933.8 |
0.618 |
919.6 |
1.000 |
910.8 |
1.618 |
896.6 |
2.618 |
873.6 |
4.250 |
836.1 |
|
|
Fisher Pivots for day following 28-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
945.3 |
946.9 |
PP |
943.2 |
944.3 |
S1 |
941.2 |
941.7 |
|