COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
950.0 |
952.4 |
2.4 |
0.3% |
913.4 |
| High |
956.1 |
958.6 |
2.5 |
0.3% |
943.5 |
| Low |
946.0 |
948.5 |
2.5 |
0.3% |
909.2 |
| Close |
954.6 |
956.1 |
1.5 |
0.2% |
938.8 |
| Range |
10.1 |
10.1 |
0.0 |
0.0% |
34.3 |
| ATR |
13.4 |
13.1 |
-0.2 |
-1.7% |
0.0 |
| Volume |
2,758 |
3,090 |
332 |
12.0% |
15,508 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.7 |
980.5 |
961.7 |
|
| R3 |
974.6 |
970.4 |
958.9 |
|
| R2 |
964.5 |
964.5 |
958.0 |
|
| R1 |
960.3 |
960.3 |
957.0 |
962.4 |
| PP |
954.4 |
954.4 |
954.4 |
955.5 |
| S1 |
950.2 |
950.2 |
955.2 |
952.3 |
| S2 |
944.3 |
944.3 |
954.2 |
|
| S3 |
934.2 |
940.1 |
953.3 |
|
| S4 |
924.1 |
930.0 |
950.5 |
|
|
| 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 |
958.6 |
933.0 |
25.6 |
2.7% |
11.0 |
1.2% |
90% |
True |
False |
2,954 |
| 10 |
958.6 |
909.0 |
49.6 |
5.2% |
11.1 |
1.2% |
95% |
True |
False |
3,684 |
| 20 |
958.6 |
906.4 |
52.2 |
5.5% |
12.3 |
1.3% |
95% |
True |
False |
2,636 |
| 40 |
991.8 |
906.4 |
85.4 |
8.9% |
14.6 |
1.5% |
58% |
False |
False |
2,009 |
| 60 |
991.8 |
885.0 |
106.8 |
11.2% |
13.9 |
1.5% |
67% |
False |
False |
1,699 |
| 80 |
991.8 |
870.0 |
121.8 |
12.7% |
13.8 |
1.4% |
71% |
False |
False |
1,408 |
| 100 |
991.8 |
870.0 |
121.8 |
12.7% |
14.0 |
1.5% |
71% |
False |
False |
1,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,001.5 |
|
2.618 |
985.0 |
|
1.618 |
974.9 |
|
1.000 |
968.7 |
|
0.618 |
964.8 |
|
HIGH |
958.6 |
|
0.618 |
954.7 |
|
0.500 |
953.6 |
|
0.382 |
952.4 |
|
LOW |
948.5 |
|
0.618 |
942.3 |
|
1.000 |
938.4 |
|
1.618 |
932.2 |
|
2.618 |
922.1 |
|
4.250 |
905.6 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
955.3 |
954.8 |
| PP |
954.4 |
953.5 |
| S1 |
953.6 |
952.2 |
|