COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 11-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
960.3 |
956.3 |
-4.0 |
-0.4% |
979.5 |
High |
967.0 |
964.6 |
-2.4 |
-0.2% |
991.8 |
Low |
949.5 |
945.3 |
-4.2 |
-0.4% |
956.2 |
Close |
956.1 |
963.4 |
7.3 |
0.8% |
964.0 |
Range |
17.5 |
19.3 |
1.8 |
10.3% |
35.6 |
ATR |
16.7 |
16.9 |
0.2 |
1.1% |
0.0 |
Volume |
2,346 |
1,686 |
-660 |
-28.1% |
4,839 |
|
Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,015.7 |
1,008.8 |
974.0 |
|
R3 |
996.4 |
989.5 |
968.7 |
|
R2 |
977.1 |
977.1 |
966.9 |
|
R1 |
970.2 |
970.2 |
965.2 |
973.7 |
PP |
957.8 |
957.8 |
957.8 |
959.5 |
S1 |
950.9 |
950.9 |
961.6 |
954.4 |
S2 |
938.5 |
938.5 |
959.9 |
|
S3 |
919.2 |
931.6 |
958.1 |
|
S4 |
899.9 |
912.3 |
952.8 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,077.5 |
1,056.3 |
983.6 |
|
R3 |
1,041.9 |
1,020.7 |
973.8 |
|
R2 |
1,006.3 |
1,006.3 |
970.5 |
|
R1 |
985.1 |
985.1 |
967.3 |
977.9 |
PP |
970.7 |
970.7 |
970.7 |
967.1 |
S1 |
949.5 |
949.5 |
960.7 |
942.3 |
S2 |
935.1 |
935.1 |
957.5 |
|
S3 |
899.5 |
913.9 |
954.2 |
|
S4 |
863.9 |
878.3 |
944.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
985.5 |
945.3 |
40.2 |
4.2% |
19.2 |
2.0% |
45% |
False |
True |
1,843 |
10 |
991.8 |
945.3 |
46.5 |
4.8% |
19.6 |
2.0% |
39% |
False |
True |
1,397 |
20 |
991.8 |
919.0 |
72.8 |
7.6% |
16.5 |
1.7% |
61% |
False |
False |
1,516 |
40 |
991.8 |
870.0 |
121.8 |
12.6% |
14.4 |
1.5% |
77% |
False |
False |
1,063 |
60 |
991.8 |
870.0 |
121.8 |
12.6% |
14.5 |
1.5% |
77% |
False |
False |
994 |
80 |
1,008.7 |
870.0 |
138.7 |
14.4% |
15.2 |
1.6% |
67% |
False |
False |
837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,046.6 |
2.618 |
1,015.1 |
1.618 |
995.8 |
1.000 |
983.9 |
0.618 |
976.5 |
HIGH |
964.6 |
0.618 |
957.2 |
0.500 |
955.0 |
0.382 |
952.7 |
LOW |
945.3 |
0.618 |
933.4 |
1.000 |
926.0 |
1.618 |
914.1 |
2.618 |
894.8 |
4.250 |
863.3 |
|
|
Fisher Pivots for day following 11-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
960.6 |
961.0 |
PP |
957.8 |
958.6 |
S1 |
955.0 |
956.2 |
|