COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
956.3 |
958.3 |
2.0 |
0.2% |
961.3 |
High |
964.6 |
960.0 |
-4.6 |
-0.5% |
967.0 |
Low |
945.3 |
939.1 |
-6.2 |
-0.7% |
939.1 |
Close |
963.4 |
942.1 |
-21.3 |
-2.2% |
942.1 |
Range |
19.3 |
20.9 |
1.6 |
8.3% |
27.9 |
ATR |
16.9 |
17.4 |
0.5 |
3.1% |
0.0 |
Volume |
1,686 |
2,626 |
940 |
55.8% |
10,380 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,009.8 |
996.8 |
953.6 |
|
R3 |
988.9 |
975.9 |
947.8 |
|
R2 |
968.0 |
968.0 |
945.9 |
|
R1 |
955.0 |
955.0 |
944.0 |
951.1 |
PP |
947.1 |
947.1 |
947.1 |
945.1 |
S1 |
934.1 |
934.1 |
940.2 |
930.2 |
S2 |
926.2 |
926.2 |
938.3 |
|
S3 |
905.3 |
913.2 |
936.4 |
|
S4 |
884.4 |
892.3 |
930.6 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,033.1 |
1,015.5 |
957.4 |
|
R3 |
1,005.2 |
987.6 |
949.8 |
|
R2 |
977.3 |
977.3 |
947.2 |
|
R1 |
959.7 |
959.7 |
944.7 |
954.6 |
PP |
949.4 |
949.4 |
949.4 |
946.8 |
S1 |
931.8 |
931.8 |
939.5 |
926.7 |
S2 |
921.5 |
921.5 |
937.0 |
|
S3 |
893.6 |
903.9 |
934.4 |
|
S4 |
865.7 |
876.0 |
926.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
967.0 |
939.1 |
27.9 |
3.0% |
17.6 |
1.9% |
11% |
False |
True |
2,076 |
10 |
991.8 |
939.1 |
52.7 |
5.6% |
19.7 |
2.1% |
6% |
False |
True |
1,521 |
20 |
991.8 |
919.0 |
72.8 |
7.7% |
17.2 |
1.8% |
32% |
False |
False |
1,580 |
40 |
991.8 |
870.0 |
121.8 |
12.9% |
14.4 |
1.5% |
59% |
False |
False |
1,126 |
60 |
991.8 |
870.0 |
121.8 |
12.9% |
14.0 |
1.5% |
59% |
False |
False |
1,033 |
80 |
1,008.7 |
870.0 |
138.7 |
14.7% |
15.1 |
1.6% |
52% |
False |
False |
856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,048.8 |
2.618 |
1,014.7 |
1.618 |
993.8 |
1.000 |
980.9 |
0.618 |
972.9 |
HIGH |
960.0 |
0.618 |
952.0 |
0.500 |
949.6 |
0.382 |
947.1 |
LOW |
939.1 |
0.618 |
926.2 |
1.000 |
918.2 |
1.618 |
905.3 |
2.618 |
884.4 |
4.250 |
850.3 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
949.6 |
953.1 |
PP |
947.1 |
949.4 |
S1 |
944.6 |
945.8 |
|