COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
937.8 |
929.2 |
-8.6 |
-0.9% |
938.5 |
| High |
940.9 |
937.0 |
-3.9 |
-0.4% |
957.5 |
| Low |
925.2 |
928.4 |
3.2 |
0.3% |
937.0 |
| Close |
927.2 |
934.9 |
7.7 |
0.8% |
953.1 |
| Range |
15.7 |
8.6 |
-7.1 |
-45.2% |
20.5 |
| ATR |
14.3 |
14.0 |
-0.3 |
-2.2% |
0.0 |
| Volume |
169,537 |
129,090 |
-40,447 |
-23.9% |
458,753 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959.2 |
955.7 |
939.6 |
|
| R3 |
950.6 |
947.1 |
937.3 |
|
| R2 |
942.0 |
942.0 |
936.5 |
|
| R1 |
938.5 |
938.5 |
935.7 |
940.3 |
| PP |
933.4 |
933.4 |
933.4 |
934.3 |
| S1 |
929.9 |
929.9 |
934.1 |
931.7 |
| S2 |
924.8 |
924.8 |
933.3 |
|
| S3 |
916.2 |
921.3 |
932.5 |
|
| S4 |
907.6 |
912.7 |
930.2 |
|
|
| 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 |
3.7% |
13.5 |
1.4% |
28% |
False |
False |
119,283 |
| 10 |
960.0 |
925.2 |
34.8 |
3.7% |
12.4 |
1.3% |
28% |
False |
False |
99,061 |
| 20 |
960.0 |
904.8 |
55.2 |
5.9% |
13.0 |
1.4% |
55% |
False |
False |
97,433 |
| 40 |
985.0 |
904.8 |
80.2 |
8.6% |
15.0 |
1.6% |
38% |
False |
False |
96,221 |
| 60 |
992.1 |
898.0 |
94.1 |
10.1% |
15.4 |
1.6% |
39% |
False |
False |
78,474 |
| 80 |
992.1 |
867.5 |
124.6 |
13.3% |
15.5 |
1.7% |
54% |
False |
False |
59,539 |
| 100 |
992.1 |
867.5 |
124.6 |
13.3% |
17.0 |
1.8% |
54% |
False |
False |
48,054 |
| 120 |
1,008.9 |
867.5 |
141.4 |
15.1% |
18.4 |
2.0% |
48% |
False |
False |
40,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
973.6 |
|
2.618 |
959.5 |
|
1.618 |
950.9 |
|
1.000 |
945.6 |
|
0.618 |
942.3 |
|
HIGH |
937.0 |
|
0.618 |
933.7 |
|
0.500 |
932.7 |
|
0.382 |
931.7 |
|
LOW |
928.4 |
|
0.618 |
923.1 |
|
1.000 |
919.8 |
|
1.618 |
914.5 |
|
2.618 |
905.9 |
|
4.250 |
891.9 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
934.2 |
941.0 |
| PP |
933.4 |
939.0 |
| S1 |
932.7 |
936.9 |
|