COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
938.7 |
933.6 |
-5.1 |
-0.5% |
961.3 |
High |
941.0 |
940.4 |
-0.6 |
-0.1% |
967.0 |
Low |
927.8 |
932.0 |
4.2 |
0.5% |
939.1 |
Close |
928.8 |
933.6 |
4.8 |
0.5% |
942.1 |
Range |
13.2 |
8.4 |
-4.8 |
-36.4% |
27.9 |
ATR |
17.2 |
16.8 |
-0.4 |
-2.3% |
0.0 |
Volume |
1,956 |
608 |
-1,348 |
-68.9% |
10,380 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
960.5 |
955.5 |
938.2 |
|
R3 |
952.1 |
947.1 |
935.9 |
|
R2 |
943.7 |
943.7 |
935.1 |
|
R1 |
938.7 |
938.7 |
934.4 |
937.8 |
PP |
935.3 |
935.3 |
935.3 |
934.9 |
S1 |
930.3 |
930.3 |
932.8 |
929.4 |
S2 |
926.9 |
926.9 |
932.1 |
|
S3 |
918.5 |
921.9 |
931.3 |
|
S4 |
910.1 |
913.5 |
929.0 |
|
|
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% |
15.9 |
1.7% |
15% |
False |
False |
1,844 |
10 |
991.8 |
927.8 |
64.0 |
6.9% |
18.7 |
2.0% |
9% |
False |
False |
1,613 |
20 |
991.8 |
923.7 |
68.1 |
7.3% |
16.9 |
1.8% |
15% |
False |
False |
1,638 |
40 |
991.8 |
885.0 |
106.8 |
11.4% |
14.3 |
1.5% |
46% |
False |
False |
1,127 |
60 |
991.8 |
870.0 |
121.8 |
13.0% |
14.0 |
1.5% |
52% |
False |
False |
1,058 |
80 |
1,002.2 |
870.0 |
132.2 |
14.2% |
14.9 |
1.6% |
48% |
False |
False |
886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
976.1 |
2.618 |
962.4 |
1.618 |
954.0 |
1.000 |
948.8 |
0.618 |
945.6 |
HIGH |
940.4 |
0.618 |
937.2 |
0.500 |
936.2 |
0.382 |
935.2 |
LOW |
932.0 |
0.618 |
926.8 |
1.000 |
923.6 |
1.618 |
918.4 |
2.618 |
910.0 |
4.250 |
896.3 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
936.2 |
943.9 |
PP |
935.3 |
940.5 |
S1 |
934.5 |
937.0 |
|