COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 20-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
938.7 |
939.2 |
0.5 |
0.1% |
913.4 |
High |
941.0 |
956.5 |
15.5 |
1.6% |
943.5 |
Low |
933.0 |
938.8 |
5.8 |
0.6% |
909.2 |
Close |
938.8 |
950.1 |
11.3 |
1.2% |
938.8 |
Range |
8.0 |
17.7 |
9.7 |
121.3% |
34.3 |
ATR |
13.7 |
14.0 |
0.3 |
2.1% |
0.0 |
Volume |
2,065 |
1,573 |
-492 |
-23.8% |
15,508 |
|
Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,001.6 |
993.5 |
959.8 |
|
R3 |
983.9 |
975.8 |
955.0 |
|
R2 |
966.2 |
966.2 |
953.3 |
|
R1 |
958.1 |
958.1 |
951.7 |
962.2 |
PP |
948.5 |
948.5 |
948.5 |
950.5 |
S1 |
940.4 |
940.4 |
948.5 |
944.5 |
S2 |
930.8 |
930.8 |
946.9 |
|
S3 |
913.1 |
922.7 |
945.2 |
|
S4 |
895.4 |
905.0 |
940.4 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,033.4 |
1,020.4 |
957.7 |
|
R3 |
999.1 |
986.1 |
948.2 |
|
R2 |
964.8 |
964.8 |
945.1 |
|
R1 |
951.8 |
951.8 |
941.9 |
958.3 |
PP |
930.5 |
930.5 |
930.5 |
933.8 |
S1 |
917.5 |
917.5 |
935.7 |
924.0 |
S2 |
896.2 |
896.2 |
932.5 |
|
S3 |
861.9 |
883.2 |
929.4 |
|
S4 |
827.6 |
848.9 |
919.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
956.5 |
919.8 |
36.7 |
3.9% |
11.8 |
1.2% |
83% |
True |
False |
3,046 |
10 |
956.5 |
906.4 |
50.1 |
5.3% |
12.2 |
1.3% |
87% |
True |
False |
3,074 |
20 |
956.5 |
906.4 |
50.1 |
5.3% |
13.4 |
1.4% |
87% |
True |
False |
2,264 |
40 |
991.8 |
906.4 |
85.4 |
9.0% |
14.8 |
1.6% |
51% |
False |
False |
1,845 |
60 |
991.8 |
885.0 |
106.8 |
11.2% |
14.0 |
1.5% |
61% |
False |
False |
1,535 |
80 |
991.8 |
870.0 |
121.8 |
12.8% |
13.9 |
1.5% |
66% |
False |
False |
1,330 |
100 |
991.8 |
870.0 |
121.8 |
12.8% |
14.1 |
1.5% |
66% |
False |
False |
1,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,031.7 |
2.618 |
1,002.8 |
1.618 |
985.1 |
1.000 |
974.2 |
0.618 |
967.4 |
HIGH |
956.5 |
0.618 |
949.7 |
0.500 |
947.7 |
0.382 |
945.6 |
LOW |
938.8 |
0.618 |
927.9 |
1.000 |
921.1 |
1.618 |
910.2 |
2.618 |
892.5 |
4.250 |
863.6 |
|
|
Fisher Pivots for day following 20-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
949.3 |
948.3 |
PP |
948.5 |
946.5 |
S1 |
947.7 |
944.8 |
|