COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
954.7 |
938.4 |
-16.3 |
-1.7% |
939.2 |
| High |
958.0 |
941.7 |
-16.3 |
-1.7% |
958.6 |
| Low |
935.2 |
926.5 |
-8.7 |
-0.9% |
938.8 |
| Close |
940.3 |
928.3 |
-12.0 |
-1.3% |
954.4 |
| Range |
22.8 |
15.2 |
-7.6 |
-33.3% |
19.8 |
| ATR |
13.4 |
13.5 |
0.1 |
1.0% |
0.0 |
| Volume |
5,647 |
13,801 |
8,154 |
144.4% |
15,847 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977.8 |
968.2 |
936.7 |
|
| R3 |
962.6 |
953.0 |
932.5 |
|
| R2 |
947.4 |
947.4 |
931.1 |
|
| R1 |
937.8 |
937.8 |
929.7 |
935.0 |
| PP |
932.2 |
932.2 |
932.2 |
930.8 |
| S1 |
922.6 |
922.6 |
926.9 |
919.8 |
| S2 |
917.0 |
917.0 |
925.5 |
|
| S3 |
901.8 |
907.4 |
924.1 |
|
| S4 |
886.6 |
892.2 |
919.9 |
|
|
| 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 |
926.5 |
34.6 |
3.7% |
13.4 |
1.4% |
5% |
False |
True |
5,566 |
| 10 |
961.1 |
926.5 |
34.6 |
3.7% |
11.9 |
1.3% |
5% |
False |
True |
4,548 |
| 20 |
961.1 |
906.4 |
54.7 |
5.9% |
12.6 |
1.4% |
40% |
False |
False |
3,477 |
| 40 |
991.8 |
906.4 |
85.4 |
9.2% |
14.3 |
1.5% |
26% |
False |
False |
2,508 |
| 60 |
991.8 |
898.0 |
93.8 |
10.1% |
14.0 |
1.5% |
32% |
False |
False |
2,068 |
| 80 |
991.8 |
870.0 |
121.8 |
13.1% |
13.6 |
1.5% |
48% |
False |
False |
1,678 |
| 100 |
991.8 |
870.0 |
121.8 |
13.1% |
13.9 |
1.5% |
48% |
False |
False |
1,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,006.3 |
|
2.618 |
981.5 |
|
1.618 |
966.3 |
|
1.000 |
956.9 |
|
0.618 |
951.1 |
|
HIGH |
941.7 |
|
0.618 |
935.9 |
|
0.500 |
934.1 |
|
0.382 |
932.3 |
|
LOW |
926.5 |
|
0.618 |
917.1 |
|
1.000 |
911.3 |
|
1.618 |
901.9 |
|
2.618 |
886.7 |
|
4.250 |
861.9 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
934.1 |
943.8 |
| PP |
932.2 |
938.6 |
| S1 |
930.2 |
933.5 |
|