COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 21-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
939.2 |
951.3 |
12.1 |
1.3% |
913.4 |
High |
956.5 |
955.0 |
-1.5 |
-0.2% |
943.5 |
Low |
938.8 |
945.8 |
7.0 |
0.7% |
909.2 |
Close |
950.1 |
948.2 |
-1.9 |
-0.2% |
938.8 |
Range |
17.7 |
9.2 |
-8.5 |
-48.0% |
34.3 |
ATR |
14.0 |
13.6 |
-0.3 |
-2.4% |
0.0 |
Volume |
1,573 |
5,287 |
3,714 |
236.1% |
15,508 |
|
Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
977.3 |
971.9 |
953.3 |
|
R3 |
968.1 |
962.7 |
950.7 |
|
R2 |
958.9 |
958.9 |
949.9 |
|
R1 |
953.5 |
953.5 |
949.0 |
951.6 |
PP |
949.7 |
949.7 |
949.7 |
948.7 |
S1 |
944.3 |
944.3 |
947.4 |
942.4 |
S2 |
940.5 |
940.5 |
946.5 |
|
S3 |
931.3 |
935.1 |
945.7 |
|
S4 |
922.1 |
925.9 |
943.1 |
|
|
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 |
926.7 |
29.8 |
3.1% |
11.8 |
1.2% |
72% |
False |
False |
3,611 |
10 |
956.5 |
906.4 |
50.1 |
5.3% |
12.0 |
1.3% |
83% |
False |
False |
3,445 |
20 |
956.5 |
906.4 |
50.1 |
5.3% |
13.0 |
1.4% |
83% |
False |
False |
2,506 |
40 |
991.8 |
906.4 |
85.4 |
9.0% |
14.8 |
1.6% |
49% |
False |
False |
1,955 |
60 |
991.8 |
885.0 |
106.8 |
11.3% |
14.0 |
1.5% |
59% |
False |
False |
1,609 |
80 |
991.8 |
870.0 |
121.8 |
12.8% |
13.9 |
1.5% |
64% |
False |
False |
1,394 |
100 |
991.8 |
870.0 |
121.8 |
12.8% |
14.1 |
1.5% |
64% |
False |
False |
1,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
994.1 |
2.618 |
979.1 |
1.618 |
969.9 |
1.000 |
964.2 |
0.618 |
960.7 |
HIGH |
955.0 |
0.618 |
951.5 |
0.500 |
950.4 |
0.382 |
949.3 |
LOW |
945.8 |
0.618 |
940.1 |
1.000 |
936.6 |
1.618 |
930.9 |
2.618 |
921.7 |
4.250 |
906.7 |
|
|
Fisher Pivots for day following 21-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
950.4 |
947.1 |
PP |
949.7 |
945.9 |
S1 |
948.9 |
944.8 |
|