COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
913.4 |
922.9 |
9.5 |
1.0% |
931.3 |
| High |
924.9 |
929.0 |
4.1 |
0.4% |
933.0 |
| Low |
909.2 |
919.8 |
10.6 |
1.2% |
906.4 |
| Close |
924.0 |
924.2 |
0.2 |
0.0% |
914.0 |
| Range |
15.7 |
9.2 |
-6.5 |
-41.4% |
26.6 |
| ATR |
14.7 |
14.3 |
-0.4 |
-2.7% |
0.0 |
| Volume |
1,847 |
2,464 |
617 |
33.4% |
14,779 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
951.9 |
947.3 |
929.3 |
|
| R3 |
942.7 |
938.1 |
926.7 |
|
| R2 |
933.5 |
933.5 |
925.9 |
|
| R1 |
928.9 |
928.9 |
925.0 |
931.2 |
| PP |
924.3 |
924.3 |
924.3 |
925.5 |
| S1 |
919.7 |
919.7 |
923.4 |
922.0 |
| S2 |
915.1 |
915.1 |
922.5 |
|
| S3 |
905.9 |
910.5 |
921.7 |
|
| S4 |
896.7 |
901.3 |
919.1 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997.6 |
982.4 |
928.6 |
|
| R3 |
971.0 |
955.8 |
921.3 |
|
| R2 |
944.4 |
944.4 |
918.9 |
|
| R1 |
929.2 |
929.2 |
916.4 |
923.5 |
| PP |
917.8 |
917.8 |
917.8 |
915.0 |
| S1 |
902.6 |
902.6 |
911.6 |
896.9 |
| S2 |
891.2 |
891.2 |
909.1 |
|
| S3 |
864.6 |
876.0 |
906.7 |
|
| S4 |
838.0 |
849.4 |
899.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
929.0 |
906.4 |
22.6 |
2.4% |
12.3 |
1.3% |
79% |
True |
False |
3,279 |
| 10 |
948.0 |
906.4 |
41.6 |
4.5% |
13.8 |
1.5% |
43% |
False |
False |
2,184 |
| 20 |
950.0 |
906.4 |
43.6 |
4.7% |
12.8 |
1.4% |
41% |
False |
False |
1,808 |
| 40 |
991.8 |
906.4 |
85.4 |
9.2% |
15.1 |
1.6% |
21% |
False |
False |
1,732 |
| 60 |
991.8 |
870.7 |
121.1 |
13.1% |
14.0 |
1.5% |
44% |
False |
False |
1,380 |
| 80 |
991.8 |
870.0 |
121.8 |
13.2% |
13.7 |
1.5% |
44% |
False |
False |
1,247 |
| 100 |
1,008.7 |
870.0 |
138.7 |
15.0% |
14.7 |
1.6% |
39% |
False |
False |
1,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
968.1 |
|
2.618 |
953.1 |
|
1.618 |
943.9 |
|
1.000 |
938.2 |
|
0.618 |
934.7 |
|
HIGH |
929.0 |
|
0.618 |
925.5 |
|
0.500 |
924.4 |
|
0.382 |
923.3 |
|
LOW |
919.8 |
|
0.618 |
914.1 |
|
1.000 |
910.6 |
|
1.618 |
904.9 |
|
2.618 |
895.7 |
|
4.250 |
880.7 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
924.4 |
922.5 |
| PP |
924.3 |
920.7 |
| S1 |
924.3 |
919.0 |
|