COMEX Gold Future August 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
955.0 |
947.2 |
-7.8 |
-0.8% |
952.6 |
| High |
956.1 |
949.7 |
-6.4 |
-0.7% |
971.1 |
| Low |
943.5 |
943.1 |
-0.4 |
0.0% |
950.8 |
| Close |
945.0 |
945.8 |
0.8 |
0.1% |
957.3 |
| Range |
12.6 |
6.6 |
-6.0 |
-47.6% |
20.3 |
| ATR |
14.1 |
13.5 |
-0.5 |
-3.8% |
0.0 |
| Volume |
641 |
395 |
-246 |
-38.4% |
15,199 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
966.0 |
962.5 |
949.4 |
|
| R3 |
959.4 |
955.9 |
947.6 |
|
| R2 |
952.8 |
952.8 |
947.0 |
|
| R1 |
949.3 |
949.3 |
946.4 |
947.8 |
| PP |
946.2 |
946.2 |
946.2 |
945.4 |
| S1 |
942.7 |
942.7 |
945.2 |
941.2 |
| S2 |
939.6 |
939.6 |
944.6 |
|
| S3 |
933.0 |
936.1 |
944.0 |
|
| S4 |
926.4 |
929.5 |
942.2 |
|
|
| 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 |
943.1 |
28.0 |
3.0% |
10.4 |
1.1% |
10% |
False |
True |
577 |
| 10 |
971.1 |
925.2 |
45.9 |
4.9% |
13.3 |
1.4% |
45% |
False |
False |
35,148 |
| 20 |
971.1 |
924.5 |
46.6 |
4.9% |
12.9 |
1.4% |
46% |
False |
False |
62,426 |
| 40 |
971.1 |
904.8 |
66.3 |
7.0% |
13.6 |
1.4% |
62% |
False |
False |
75,200 |
| 60 |
992.1 |
904.8 |
87.3 |
9.2% |
15.5 |
1.6% |
47% |
False |
False |
77,762 |
| 80 |
992.1 |
867.5 |
124.6 |
13.2% |
15.4 |
1.6% |
63% |
False |
False |
60,049 |
| 100 |
992.1 |
867.5 |
124.6 |
13.2% |
16.0 |
1.7% |
63% |
False |
False |
48,483 |
| 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 |
977.8 |
|
2.618 |
967.0 |
|
1.618 |
960.4 |
|
1.000 |
956.3 |
|
0.618 |
953.8 |
|
HIGH |
949.7 |
|
0.618 |
947.2 |
|
0.500 |
946.4 |
|
0.382 |
945.6 |
|
LOW |
943.1 |
|
0.618 |
939.0 |
|
1.000 |
936.5 |
|
1.618 |
932.4 |
|
2.618 |
925.8 |
|
4.250 |
915.1 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
946.4 |
953.7 |
| PP |
946.2 |
951.1 |
| S1 |
946.0 |
948.4 |
|