COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 30-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
942.1 |
942.7 |
0.6 |
0.1% |
935.8 |
High |
944.0 |
946.7 |
2.7 |
0.3% |
950.0 |
Low |
935.7 |
924.6 |
-11.1 |
-1.2% |
915.0 |
Close |
942.1 |
928.8 |
-13.3 |
-1.4% |
942.4 |
Range |
8.3 |
22.1 |
13.8 |
166.3% |
35.0 |
ATR |
14.6 |
15.1 |
0.5 |
3.7% |
0.0 |
Volume |
2,539 |
943 |
-1,596 |
-62.9% |
8,142 |
|
Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
999.7 |
986.3 |
941.0 |
|
R3 |
977.6 |
964.2 |
934.9 |
|
R2 |
955.5 |
955.5 |
932.9 |
|
R1 |
942.1 |
942.1 |
930.8 |
937.8 |
PP |
933.4 |
933.4 |
933.4 |
931.2 |
S1 |
920.0 |
920.0 |
926.8 |
915.7 |
S2 |
911.3 |
911.3 |
924.7 |
|
S3 |
889.2 |
897.9 |
922.7 |
|
S4 |
867.1 |
875.8 |
916.6 |
|
|
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 |
924.2 |
25.8 |
2.8% |
14.3 |
1.5% |
18% |
False |
False |
2,168 |
10 |
950.0 |
915.0 |
35.0 |
3.8% |
13.2 |
1.4% |
39% |
False |
False |
1,465 |
20 |
991.8 |
915.0 |
76.8 |
8.3% |
15.9 |
1.7% |
18% |
False |
False |
1,539 |
40 |
991.8 |
898.0 |
93.8 |
10.1% |
14.7 |
1.6% |
33% |
False |
False |
1,364 |
60 |
991.8 |
870.0 |
121.8 |
13.1% |
13.9 |
1.5% |
48% |
False |
False |
1,078 |
80 |
991.8 |
870.0 |
121.8 |
13.1% |
14.3 |
1.5% |
48% |
False |
False |
1,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,040.6 |
2.618 |
1,004.6 |
1.618 |
982.5 |
1.000 |
968.8 |
0.618 |
960.4 |
HIGH |
946.7 |
0.618 |
938.3 |
0.500 |
935.7 |
0.382 |
933.0 |
LOW |
924.6 |
0.618 |
910.9 |
1.000 |
902.5 |
1.618 |
888.8 |
2.618 |
866.7 |
4.250 |
830.7 |
|
|
Fisher Pivots for day following 30-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
935.7 |
937.3 |
PP |
933.4 |
934.5 |
S1 |
931.1 |
931.6 |
|