COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
948.5 |
952.9 |
4.4 |
0.5% |
939.2 |
| High |
955.6 |
961.1 |
5.5 |
0.6% |
958.6 |
| Low |
948.5 |
949.3 |
0.8 |
0.1% |
938.8 |
| Close |
954.4 |
954.8 |
0.4 |
0.0% |
954.4 |
| Range |
7.1 |
11.8 |
4.7 |
66.2% |
19.8 |
| ATR |
12.7 |
12.7 |
-0.1 |
-0.5% |
0.0 |
| Volume |
3,139 |
2,157 |
-982 |
-31.3% |
15,847 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990.5 |
984.4 |
961.3 |
|
| R3 |
978.7 |
972.6 |
958.0 |
|
| R2 |
966.9 |
966.9 |
957.0 |
|
| R1 |
960.8 |
960.8 |
955.9 |
963.9 |
| PP |
955.1 |
955.1 |
955.1 |
956.6 |
| S1 |
949.0 |
949.0 |
953.7 |
952.1 |
| S2 |
943.3 |
943.3 |
952.6 |
|
| S3 |
931.5 |
937.2 |
951.6 |
|
| S4 |
919.7 |
925.4 |
948.3 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,010.0 |
1,002.0 |
965.3 |
|
| R3 |
990.2 |
982.2 |
959.8 |
|
| R2 |
970.4 |
970.4 |
958.0 |
|
| R1 |
962.4 |
962.4 |
956.2 |
966.4 |
| PP |
950.6 |
950.6 |
950.6 |
952.6 |
| S1 |
942.6 |
942.6 |
952.6 |
946.6 |
| S2 |
930.8 |
930.8 |
950.8 |
|
| S3 |
911.0 |
922.8 |
949.0 |
|
| S4 |
891.2 |
903.0 |
943.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
961.1 |
945.8 |
15.3 |
1.6% |
9.7 |
1.0% |
59% |
True |
False |
3,286 |
| 10 |
961.1 |
919.8 |
41.3 |
4.3% |
10.7 |
1.1% |
85% |
True |
False |
3,166 |
| 20 |
961.1 |
906.4 |
54.7 |
5.7% |
12.2 |
1.3% |
88% |
True |
False |
2,679 |
| 40 |
991.8 |
906.4 |
85.4 |
8.9% |
14.1 |
1.5% |
57% |
False |
False |
2,063 |
| 60 |
991.8 |
886.0 |
105.8 |
11.1% |
13.8 |
1.4% |
65% |
False |
False |
1,778 |
| 80 |
991.8 |
870.0 |
121.8 |
12.8% |
13.7 |
1.4% |
70% |
False |
False |
1,471 |
| 100 |
991.8 |
870.0 |
121.8 |
12.8% |
13.9 |
1.5% |
70% |
False |
False |
1,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,011.3 |
|
2.618 |
992.0 |
|
1.618 |
980.2 |
|
1.000 |
972.9 |
|
0.618 |
968.4 |
|
HIGH |
961.1 |
|
0.618 |
956.6 |
|
0.500 |
955.2 |
|
0.382 |
953.8 |
|
LOW |
949.3 |
|
0.618 |
942.0 |
|
1.000 |
937.5 |
|
1.618 |
930.2 |
|
2.618 |
918.4 |
|
4.250 |
899.2 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
955.2 |
954.8 |
| PP |
955.1 |
954.8 |
| S1 |
954.9 |
954.8 |
|