COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 16-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
928.0 |
941.1 |
13.1 |
1.4% |
931.3 |
High |
943.5 |
941.3 |
-2.2 |
-0.2% |
933.0 |
Low |
926.7 |
934.0 |
7.3 |
0.8% |
906.4 |
Close |
940.7 |
936.7 |
-4.0 |
-0.4% |
914.0 |
Range |
16.8 |
7.3 |
-9.5 |
-56.5% |
26.6 |
ATR |
14.6 |
14.1 |
-0.5 |
-3.6% |
0.0 |
Volume |
3,162 |
5,970 |
2,808 |
88.8% |
14,779 |
|
Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
959.2 |
955.3 |
940.7 |
|
R3 |
951.9 |
948.0 |
938.7 |
|
R2 |
944.6 |
944.6 |
938.0 |
|
R1 |
940.7 |
940.7 |
937.4 |
939.0 |
PP |
937.3 |
937.3 |
937.3 |
936.5 |
S1 |
933.4 |
933.4 |
936.0 |
931.7 |
S2 |
930.0 |
930.0 |
935.4 |
|
S3 |
922.7 |
926.1 |
934.7 |
|
S4 |
915.4 |
918.8 |
932.7 |
|
|
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% |
11.2 |
1.2% |
80% |
False |
False |
4,413 |
10 |
943.5 |
906.4 |
37.1 |
4.0% |
12.1 |
1.3% |
82% |
False |
False |
2,902 |
20 |
950.0 |
906.4 |
43.6 |
4.7% |
13.0 |
1.4% |
69% |
False |
False |
2,160 |
40 |
991.8 |
906.4 |
85.4 |
9.1% |
15.0 |
1.6% |
35% |
False |
False |
1,895 |
60 |
991.8 |
885.0 |
106.8 |
11.4% |
13.9 |
1.5% |
48% |
False |
False |
1,484 |
80 |
991.8 |
870.0 |
121.8 |
13.0% |
13.8 |
1.5% |
55% |
False |
False |
1,350 |
100 |
1,001.8 |
870.0 |
131.8 |
14.1% |
14.5 |
1.5% |
51% |
False |
False |
1,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
972.3 |
2.618 |
960.4 |
1.618 |
953.1 |
1.000 |
948.6 |
0.618 |
945.8 |
HIGH |
941.3 |
0.618 |
938.5 |
0.500 |
937.7 |
0.382 |
936.8 |
LOW |
934.0 |
0.618 |
929.5 |
1.000 |
926.7 |
1.618 |
922.2 |
2.618 |
914.9 |
4.250 |
903.0 |
|
|
Fisher Pivots for day following 16-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
937.7 |
935.0 |
PP |
937.3 |
933.3 |
S1 |
937.0 |
931.7 |
|