COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
922.9 |
928.0 |
5.1 |
0.6% |
931.3 |
| High |
929.0 |
943.5 |
14.5 |
1.6% |
933.0 |
| Low |
919.8 |
926.7 |
6.9 |
0.8% |
906.4 |
| Close |
924.2 |
940.7 |
16.5 |
1.8% |
914.0 |
| Range |
9.2 |
16.8 |
7.6 |
82.6% |
26.6 |
| ATR |
14.3 |
14.6 |
0.4 |
2.5% |
0.0 |
| Volume |
2,464 |
3,162 |
698 |
28.3% |
14,779 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987.4 |
980.8 |
949.9 |
|
| R3 |
970.6 |
964.0 |
945.3 |
|
| R2 |
953.8 |
953.8 |
943.8 |
|
| R1 |
947.2 |
947.2 |
942.2 |
950.5 |
| PP |
937.0 |
937.0 |
937.0 |
938.6 |
| S1 |
930.4 |
930.4 |
939.2 |
933.7 |
| S2 |
920.2 |
920.2 |
937.6 |
|
| S3 |
903.4 |
913.6 |
936.1 |
|
| S4 |
886.6 |
896.8 |
931.5 |
|
|
| 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 |
943.5 |
909.0 |
34.5 |
3.7% |
11.9 |
1.3% |
92% |
True |
False |
3,700 |
| 10 |
948.0 |
906.4 |
41.6 |
4.4% |
13.3 |
1.4% |
82% |
False |
False |
2,406 |
| 20 |
950.0 |
906.4 |
43.6 |
4.6% |
13.3 |
1.4% |
79% |
False |
False |
1,935 |
| 40 |
991.8 |
906.4 |
85.4 |
9.1% |
15.1 |
1.6% |
40% |
False |
False |
1,787 |
| 60 |
991.8 |
885.0 |
106.8 |
11.4% |
14.0 |
1.5% |
52% |
False |
False |
1,396 |
| 80 |
991.8 |
870.0 |
121.8 |
12.9% |
13.8 |
1.5% |
58% |
False |
False |
1,277 |
| 100 |
1,002.2 |
870.0 |
132.2 |
14.1% |
14.6 |
1.6% |
53% |
False |
False |
1,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,014.9 |
|
2.618 |
987.5 |
|
1.618 |
970.7 |
|
1.000 |
960.3 |
|
0.618 |
953.9 |
|
HIGH |
943.5 |
|
0.618 |
937.1 |
|
0.500 |
935.1 |
|
0.382 |
933.1 |
|
LOW |
926.7 |
|
0.618 |
916.3 |
|
1.000 |
909.9 |
|
1.618 |
899.5 |
|
2.618 |
882.7 |
|
4.250 |
855.3 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
938.8 |
935.9 |
| PP |
937.0 |
931.1 |
| S1 |
935.1 |
926.4 |
|