COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
956.6 |
967.6 |
11.0 |
1.1% |
951.4 |
| High |
969.5 |
968.1 |
-1.4 |
-0.1% |
960.0 |
| Low |
950.8 |
959.8 |
9.0 |
0.9% |
925.2 |
| Close |
967.5 |
964.2 |
-3.3 |
-0.3% |
953.7 |
| Range |
18.7 |
8.3 |
-10.4 |
-55.6% |
34.8 |
| ATR |
14.9 |
14.4 |
-0.5 |
-3.2% |
0.0 |
| Volume |
2,602 |
565 |
-2,037 |
-78.3% |
508,116 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.9 |
984.9 |
968.8 |
|
| R3 |
980.6 |
976.6 |
966.5 |
|
| R2 |
972.3 |
972.3 |
965.7 |
|
| R1 |
968.3 |
968.3 |
965.0 |
966.2 |
| PP |
964.0 |
964.0 |
964.0 |
963.0 |
| S1 |
960.0 |
960.0 |
963.4 |
957.9 |
| S2 |
955.7 |
955.7 |
962.7 |
|
| S3 |
947.4 |
951.7 |
961.9 |
|
| S4 |
939.1 |
943.4 |
959.6 |
|
|
| 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 |
969.5 |
928.4 |
41.1 |
4.3% |
14.7 |
1.5% |
87% |
False |
False |
35,924 |
| 10 |
969.5 |
925.2 |
44.3 |
4.6% |
14.2 |
1.5% |
88% |
False |
False |
73,680 |
| 20 |
969.5 |
906.2 |
63.3 |
6.6% |
13.1 |
1.4% |
92% |
False |
False |
82,088 |
| 40 |
969.5 |
904.8 |
64.7 |
6.7% |
14.4 |
1.5% |
92% |
False |
False |
85,399 |
| 60 |
992.1 |
904.8 |
87.3 |
9.1% |
15.5 |
1.6% |
68% |
False |
False |
78,871 |
| 80 |
992.1 |
867.5 |
124.6 |
12.9% |
15.6 |
1.6% |
78% |
False |
False |
60,068 |
| 100 |
992.1 |
867.5 |
124.6 |
12.9% |
16.7 |
1.7% |
78% |
False |
False |
48,512 |
| 120 |
1,008.9 |
867.5 |
141.4 |
14.7% |
18.2 |
1.9% |
68% |
False |
False |
40,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,003.4 |
|
2.618 |
989.8 |
|
1.618 |
981.5 |
|
1.000 |
976.4 |
|
0.618 |
973.2 |
|
HIGH |
968.1 |
|
0.618 |
964.9 |
|
0.500 |
964.0 |
|
0.382 |
963.0 |
|
LOW |
959.8 |
|
0.618 |
954.7 |
|
1.000 |
951.5 |
|
1.618 |
946.4 |
|
2.618 |
938.1 |
|
4.250 |
924.5 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
964.1 |
962.9 |
| PP |
964.0 |
961.5 |
| S1 |
964.0 |
960.2 |
|