COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
935.0 |
941.3 |
6.3 |
0.7% |
935.8 |
High |
941.5 |
950.0 |
8.5 |
0.9% |
950.0 |
Low |
932.2 |
939.0 |
6.8 |
0.7% |
915.0 |
Close |
940.9 |
942.4 |
1.5 |
0.2% |
942.4 |
Range |
9.3 |
11.0 |
1.7 |
18.3% |
35.0 |
ATR |
15.4 |
15.1 |
-0.3 |
-2.0% |
0.0 |
Volume |
3,242 |
1,202 |
-2,040 |
-62.9% |
8,142 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976.8 |
970.6 |
948.5 |
|
R3 |
965.8 |
959.6 |
945.4 |
|
R2 |
954.8 |
954.8 |
944.4 |
|
R1 |
948.6 |
948.6 |
943.4 |
951.7 |
PP |
943.8 |
943.8 |
943.8 |
945.4 |
S1 |
937.6 |
937.6 |
941.4 |
940.7 |
S2 |
932.8 |
932.8 |
940.4 |
|
S3 |
921.8 |
926.6 |
939.4 |
|
S4 |
910.8 |
915.6 |
936.4 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,040.8 |
1,026.6 |
961.7 |
|
R3 |
1,005.8 |
991.6 |
952.0 |
|
R2 |
970.8 |
970.8 |
948.8 |
|
R1 |
956.6 |
956.6 |
945.6 |
963.7 |
PP |
935.8 |
935.8 |
935.8 |
939.4 |
S1 |
921.6 |
921.6 |
939.2 |
928.7 |
S2 |
900.8 |
900.8 |
936.0 |
|
S3 |
865.8 |
886.6 |
932.8 |
|
S4 |
830.8 |
851.6 |
923.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
950.0 |
915.0 |
35.0 |
3.7% |
14.2 |
1.5% |
78% |
True |
False |
1,628 |
10 |
950.0 |
915.0 |
35.0 |
3.7% |
12.3 |
1.3% |
78% |
True |
False |
1,373 |
20 |
991.8 |
915.0 |
76.8 |
8.1% |
16.0 |
1.7% |
36% |
False |
False |
1,447 |
40 |
991.8 |
886.0 |
105.8 |
11.2% |
14.6 |
1.6% |
53% |
False |
False |
1,327 |
60 |
991.8 |
870.0 |
121.8 |
12.9% |
14.2 |
1.5% |
59% |
False |
False |
1,069 |
80 |
991.8 |
870.0 |
121.8 |
12.9% |
14.3 |
1.5% |
59% |
False |
False |
985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
996.8 |
2.618 |
978.8 |
1.618 |
967.8 |
1.000 |
961.0 |
0.618 |
956.8 |
HIGH |
950.0 |
0.618 |
945.8 |
0.500 |
944.5 |
0.382 |
943.2 |
LOW |
939.0 |
0.618 |
932.2 |
1.000 |
928.0 |
1.618 |
921.2 |
2.618 |
910.2 |
4.250 |
892.3 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
944.5 |
940.6 |
PP |
943.8 |
938.9 |
S1 |
943.1 |
937.1 |
|