COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
953.6 |
937.8 |
-15.8 |
-1.7% |
938.5 |
| High |
956.8 |
940.9 |
-15.9 |
-1.7% |
957.5 |
| Low |
933.8 |
925.2 |
-8.6 |
-0.9% |
937.0 |
| Close |
939.1 |
927.2 |
-11.9 |
-1.3% |
953.1 |
| Range |
23.0 |
15.7 |
-7.3 |
-31.7% |
20.5 |
| ATR |
14.2 |
14.3 |
0.1 |
0.8% |
0.0 |
| Volume |
101,954 |
169,537 |
67,583 |
66.3% |
458,753 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978.2 |
968.4 |
935.8 |
|
| R3 |
962.5 |
952.7 |
931.5 |
|
| R2 |
946.8 |
946.8 |
930.1 |
|
| R1 |
937.0 |
937.0 |
928.6 |
934.1 |
| PP |
931.1 |
931.1 |
931.1 |
929.6 |
| S1 |
921.3 |
921.3 |
925.8 |
918.4 |
| S2 |
915.4 |
915.4 |
924.3 |
|
| S3 |
899.7 |
905.6 |
922.9 |
|
| S4 |
884.0 |
889.9 |
918.6 |
|
|
| 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 |
925.2 |
34.8 |
3.8% |
13.8 |
1.5% |
6% |
False |
True |
111,436 |
| 10 |
960.0 |
925.2 |
34.8 |
3.8% |
12.3 |
1.3% |
6% |
False |
True |
98,414 |
| 20 |
960.0 |
904.8 |
55.2 |
6.0% |
13.6 |
1.5% |
41% |
False |
False |
96,093 |
| 40 |
992.1 |
904.8 |
87.3 |
9.4% |
15.5 |
1.7% |
26% |
False |
False |
95,210 |
| 60 |
992.1 |
895.5 |
96.6 |
10.4% |
15.6 |
1.7% |
33% |
False |
False |
76,411 |
| 80 |
992.1 |
867.5 |
124.6 |
13.4% |
15.8 |
1.7% |
48% |
False |
False |
57,946 |
| 100 |
992.1 |
867.5 |
124.6 |
13.4% |
17.2 |
1.9% |
48% |
False |
False |
46,791 |
| 120 |
1,008.9 |
867.5 |
141.4 |
15.3% |
18.4 |
2.0% |
42% |
False |
False |
39,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,007.6 |
|
2.618 |
982.0 |
|
1.618 |
966.3 |
|
1.000 |
956.6 |
|
0.618 |
950.6 |
|
HIGH |
940.9 |
|
0.618 |
934.9 |
|
0.500 |
933.1 |
|
0.382 |
931.2 |
|
LOW |
925.2 |
|
0.618 |
915.5 |
|
1.000 |
909.5 |
|
1.618 |
899.8 |
|
2.618 |
884.1 |
|
4.250 |
858.5 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
933.1 |
942.6 |
| PP |
931.1 |
937.5 |
| S1 |
929.2 |
932.3 |
|