COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 15-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
958.3 |
938.7 |
-19.6 |
-2.0% |
961.3 |
High |
960.0 |
941.0 |
-19.0 |
-2.0% |
967.0 |
Low |
939.1 |
927.8 |
-11.3 |
-1.2% |
939.1 |
Close |
942.1 |
928.8 |
-13.3 |
-1.4% |
942.1 |
Range |
20.9 |
13.2 |
-7.7 |
-36.8% |
27.9 |
ATR |
17.4 |
17.2 |
-0.2 |
-1.3% |
0.0 |
Volume |
2,626 |
1,956 |
-670 |
-25.5% |
10,380 |
|
Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
972.1 |
963.7 |
936.1 |
|
R3 |
958.9 |
950.5 |
932.4 |
|
R2 |
945.7 |
945.7 |
931.2 |
|
R1 |
937.3 |
937.3 |
930.0 |
934.9 |
PP |
932.5 |
932.5 |
932.5 |
931.4 |
S1 |
924.1 |
924.1 |
927.6 |
921.7 |
S2 |
919.3 |
919.3 |
926.4 |
|
S3 |
906.1 |
910.9 |
925.2 |
|
S4 |
892.9 |
897.7 |
921.5 |
|
|
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 |
927.8 |
39.2 |
4.2% |
17.0 |
1.8% |
3% |
False |
True |
2,050 |
10 |
991.8 |
927.8 |
64.0 |
6.9% |
19.6 |
2.1% |
2% |
False |
True |
1,662 |
20 |
991.8 |
919.0 |
72.8 |
7.8% |
17.3 |
1.9% |
13% |
False |
False |
1,655 |
40 |
991.8 |
870.7 |
121.1 |
13.0% |
14.6 |
1.6% |
48% |
False |
False |
1,166 |
60 |
991.8 |
870.0 |
121.8 |
13.1% |
14.0 |
1.5% |
48% |
False |
False |
1,060 |
80 |
1,008.7 |
870.0 |
138.7 |
14.9% |
15.1 |
1.6% |
42% |
False |
False |
880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
997.1 |
2.618 |
975.6 |
1.618 |
962.4 |
1.000 |
954.2 |
0.618 |
949.2 |
HIGH |
941.0 |
0.618 |
936.0 |
0.500 |
934.4 |
0.382 |
932.8 |
LOW |
927.8 |
0.618 |
919.6 |
1.000 |
914.6 |
1.618 |
906.4 |
2.618 |
893.2 |
4.250 |
871.7 |
|
|
Fisher Pivots for day following 15-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
934.4 |
946.2 |
PP |
932.5 |
940.4 |
S1 |
930.7 |
934.6 |
|