COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
964.3 |
955.0 |
-9.3 |
-1.0% |
952.6 |
| High |
964.3 |
956.1 |
-8.2 |
-0.9% |
971.1 |
| Low |
954.6 |
943.5 |
-11.1 |
-1.2% |
950.8 |
| Close |
957.3 |
945.0 |
-12.3 |
-1.3% |
957.3 |
| Range |
9.7 |
12.6 |
2.9 |
29.9% |
20.3 |
| ATR |
14.1 |
14.1 |
0.0 |
-0.2% |
0.0 |
| Volume |
543 |
641 |
98 |
18.0% |
15,199 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
986.0 |
978.1 |
951.9 |
|
| R3 |
973.4 |
965.5 |
948.5 |
|
| R2 |
960.8 |
960.8 |
947.3 |
|
| R1 |
952.9 |
952.9 |
946.2 |
950.6 |
| PP |
948.2 |
948.2 |
948.2 |
947.0 |
| S1 |
940.3 |
940.3 |
943.8 |
938.0 |
| S2 |
935.6 |
935.6 |
942.7 |
|
| S3 |
923.0 |
927.7 |
941.5 |
|
| S4 |
910.4 |
915.1 |
938.1 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,020.6 |
1,009.3 |
968.5 |
|
| R3 |
1,000.3 |
989.0 |
962.9 |
|
| R2 |
980.0 |
980.0 |
961.0 |
|
| R1 |
968.7 |
968.7 |
959.2 |
974.4 |
| PP |
959.7 |
959.7 |
959.7 |
962.6 |
| S1 |
948.4 |
948.4 |
955.4 |
954.1 |
| S2 |
939.4 |
939.4 |
953.6 |
|
| S3 |
919.1 |
928.1 |
951.7 |
|
| S4 |
898.8 |
907.8 |
946.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
971.1 |
943.5 |
27.6 |
2.9% |
12.8 |
1.4% |
5% |
False |
True |
1,018 |
| 10 |
971.1 |
925.2 |
45.9 |
4.9% |
14.9 |
1.6% |
43% |
False |
False |
45,304 |
| 20 |
971.1 |
917.8 |
53.3 |
5.6% |
13.1 |
1.4% |
51% |
False |
False |
67,408 |
| 40 |
971.1 |
904.8 |
66.3 |
7.0% |
13.8 |
1.5% |
61% |
False |
False |
77,768 |
| 60 |
992.1 |
904.8 |
87.3 |
9.2% |
15.6 |
1.6% |
46% |
False |
False |
78,060 |
| 80 |
992.1 |
867.5 |
124.6 |
13.2% |
15.5 |
1.6% |
62% |
False |
False |
60,061 |
| 100 |
992.1 |
867.5 |
124.6 |
13.2% |
16.2 |
1.7% |
62% |
False |
False |
48,486 |
| 120 |
1,008.9 |
867.5 |
141.4 |
15.0% |
17.9 |
1.9% |
55% |
False |
False |
40,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,009.7 |
|
2.618 |
989.1 |
|
1.618 |
976.5 |
|
1.000 |
968.7 |
|
0.618 |
963.9 |
|
HIGH |
956.1 |
|
0.618 |
951.3 |
|
0.500 |
949.8 |
|
0.382 |
948.3 |
|
LOW |
943.5 |
|
0.618 |
935.7 |
|
1.000 |
930.9 |
|
1.618 |
923.1 |
|
2.618 |
910.5 |
|
4.250 |
890.0 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
949.8 |
957.3 |
| PP |
948.2 |
953.2 |
| S1 |
946.6 |
949.1 |
|