COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 01-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
942.7 |
928.4 |
-14.3 |
-1.5% |
935.8 |
High |
946.7 |
948.0 |
1.3 |
0.1% |
950.0 |
Low |
924.6 |
928.4 |
3.8 |
0.4% |
915.0 |
Close |
928.8 |
942.8 |
14.0 |
1.5% |
942.4 |
Range |
22.1 |
19.6 |
-2.5 |
-11.3% |
35.0 |
ATR |
15.1 |
15.5 |
0.3 |
2.1% |
0.0 |
Volume |
943 |
1,007 |
64 |
6.8% |
8,142 |
|
Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
998.5 |
990.3 |
953.6 |
|
R3 |
978.9 |
970.7 |
948.2 |
|
R2 |
959.3 |
959.3 |
946.4 |
|
R1 |
951.1 |
951.1 |
944.6 |
955.2 |
PP |
939.7 |
939.7 |
939.7 |
941.8 |
S1 |
931.5 |
931.5 |
941.0 |
935.6 |
S2 |
920.1 |
920.1 |
939.2 |
|
S3 |
900.5 |
911.9 |
937.4 |
|
S4 |
880.9 |
892.3 |
932.0 |
|
|
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 |
924.6 |
25.4 |
2.7% |
14.1 |
1.5% |
72% |
False |
False |
1,786 |
10 |
950.0 |
915.0 |
35.0 |
3.7% |
14.0 |
1.5% |
79% |
False |
False |
1,417 |
20 |
985.5 |
915.0 |
70.5 |
7.5% |
15.5 |
1.6% |
39% |
False |
False |
1,557 |
40 |
991.8 |
902.8 |
89.0 |
9.4% |
14.7 |
1.6% |
45% |
False |
False |
1,350 |
60 |
991.8 |
870.0 |
121.8 |
12.9% |
13.9 |
1.5% |
60% |
False |
False |
1,092 |
80 |
991.8 |
870.0 |
121.8 |
12.9% |
14.3 |
1.5% |
60% |
False |
False |
1,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,031.3 |
2.618 |
999.3 |
1.618 |
979.7 |
1.000 |
967.6 |
0.618 |
960.1 |
HIGH |
948.0 |
0.618 |
940.5 |
0.500 |
938.2 |
0.382 |
935.9 |
LOW |
928.4 |
0.618 |
916.3 |
1.000 |
908.8 |
1.618 |
896.7 |
2.618 |
877.1 |
4.250 |
845.1 |
|
|
Fisher Pivots for day following 01-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
941.3 |
940.6 |
PP |
939.7 |
938.5 |
S1 |
938.2 |
936.3 |
|