COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
934.4 |
952.6 |
18.2 |
1.9% |
951.4 |
| High |
958.1 |
964.0 |
5.9 |
0.6% |
960.0 |
| Low |
932.0 |
952.4 |
20.4 |
2.2% |
925.2 |
| Close |
953.7 |
956.6 |
2.9 |
0.3% |
953.7 |
| Range |
26.1 |
11.6 |
-14.5 |
-55.6% |
34.8 |
| ATR |
14.8 |
14.6 |
-0.2 |
-1.6% |
0.0 |
| Volume |
36,620 |
10,747 |
-25,873 |
-70.7% |
508,116 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
992.5 |
986.1 |
963.0 |
|
| R3 |
980.9 |
974.5 |
959.8 |
|
| R2 |
969.3 |
969.3 |
958.7 |
|
| R1 |
962.9 |
962.9 |
957.7 |
966.1 |
| PP |
957.7 |
957.7 |
957.7 |
959.3 |
| S1 |
951.3 |
951.3 |
955.5 |
954.5 |
| S2 |
946.1 |
946.1 |
954.5 |
|
| S3 |
934.5 |
939.7 |
953.4 |
|
| S4 |
922.9 |
928.1 |
950.2 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,050.7 |
1,037.0 |
972.8 |
|
| R3 |
1,015.9 |
1,002.2 |
963.3 |
|
| R2 |
981.1 |
981.1 |
960.1 |
|
| R1 |
967.4 |
967.4 |
956.9 |
974.3 |
| PP |
946.3 |
946.3 |
946.3 |
949.7 |
| S1 |
932.6 |
932.6 |
950.5 |
939.5 |
| S2 |
911.5 |
911.5 |
947.3 |
|
| S3 |
876.7 |
897.8 |
944.1 |
|
| S4 |
841.9 |
863.0 |
934.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
964.0 |
925.2 |
38.8 |
4.1% |
17.0 |
1.8% |
81% |
True |
False |
89,589 |
| 10 |
964.0 |
925.2 |
38.8 |
4.1% |
13.5 |
1.4% |
81% |
True |
False |
91,557 |
| 20 |
964.0 |
904.8 |
59.2 |
6.2% |
13.4 |
1.4% |
88% |
True |
False |
89,839 |
| 40 |
966.7 |
904.8 |
61.9 |
6.5% |
14.6 |
1.5% |
84% |
False |
False |
91,323 |
| 60 |
992.1 |
904.8 |
87.3 |
9.1% |
15.5 |
1.6% |
59% |
False |
False |
79,151 |
| 80 |
992.1 |
867.5 |
124.6 |
13.0% |
15.6 |
1.6% |
72% |
False |
False |
60,079 |
| 100 |
992.1 |
867.5 |
124.6 |
13.0% |
16.9 |
1.8% |
72% |
False |
False |
48,506 |
| 120 |
1,008.9 |
867.5 |
141.4 |
14.8% |
18.3 |
1.9% |
63% |
False |
False |
40,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,013.3 |
|
2.618 |
994.4 |
|
1.618 |
982.8 |
|
1.000 |
975.6 |
|
0.618 |
971.2 |
|
HIGH |
964.0 |
|
0.618 |
959.6 |
|
0.500 |
958.2 |
|
0.382 |
956.8 |
|
LOW |
952.4 |
|
0.618 |
945.2 |
|
1.000 |
940.8 |
|
1.618 |
933.6 |
|
2.618 |
922.0 |
|
4.250 |
903.1 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
958.2 |
953.1 |
| PP |
957.7 |
949.7 |
| S1 |
957.1 |
946.2 |
|