COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 29-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
941.3 |
942.1 |
0.8 |
0.1% |
935.8 |
High |
950.0 |
944.0 |
-6.0 |
-0.6% |
950.0 |
Low |
939.0 |
935.7 |
-3.3 |
-0.4% |
915.0 |
Close |
942.4 |
942.1 |
-0.3 |
0.0% |
942.4 |
Range |
11.0 |
8.3 |
-2.7 |
-24.5% |
35.0 |
ATR |
15.1 |
14.6 |
-0.5 |
-3.2% |
0.0 |
Volume |
1,202 |
2,539 |
1,337 |
111.2% |
8,142 |
|
Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
965.5 |
962.1 |
946.7 |
|
R3 |
957.2 |
953.8 |
944.4 |
|
R2 |
948.9 |
948.9 |
943.6 |
|
R1 |
945.5 |
945.5 |
942.9 |
946.3 |
PP |
940.6 |
940.6 |
940.6 |
941.0 |
S1 |
937.2 |
937.2 |
941.3 |
938.0 |
S2 |
932.3 |
932.3 |
940.6 |
|
S3 |
924.0 |
928.9 |
939.8 |
|
S4 |
915.7 |
920.6 |
937.5 |
|
|
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% |
12.6 |
1.3% |
77% |
False |
False |
2,044 |
10 |
950.0 |
915.0 |
35.0 |
3.7% |
11.8 |
1.3% |
77% |
False |
False |
1,432 |
20 |
991.8 |
915.0 |
76.8 |
8.2% |
15.7 |
1.7% |
35% |
False |
False |
1,547 |
40 |
991.8 |
890.0 |
101.8 |
10.8% |
14.7 |
1.6% |
51% |
False |
False |
1,384 |
60 |
991.8 |
870.0 |
121.8 |
12.9% |
13.8 |
1.5% |
59% |
False |
False |
1,081 |
80 |
991.8 |
870.0 |
121.8 |
12.9% |
14.1 |
1.5% |
59% |
False |
False |
1,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
979.3 |
2.618 |
965.7 |
1.618 |
957.4 |
1.000 |
952.3 |
0.618 |
949.1 |
HIGH |
944.0 |
0.618 |
940.8 |
0.500 |
939.9 |
0.382 |
938.9 |
LOW |
935.7 |
0.618 |
930.6 |
1.000 |
927.4 |
1.618 |
922.3 |
2.618 |
914.0 |
4.250 |
900.4 |
|
|
Fisher Pivots for day following 29-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
941.4 |
941.8 |
PP |
940.6 |
941.4 |
S1 |
939.9 |
941.1 |
|