COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
938.4 |
930.3 |
-8.1 |
-0.9% |
939.2 |
| High |
941.7 |
938.0 |
-3.7 |
-0.4% |
958.6 |
| Low |
926.5 |
929.8 |
3.3 |
0.4% |
938.8 |
| Close |
928.3 |
936.0 |
7.7 |
0.8% |
954.4 |
| Range |
15.2 |
8.2 |
-7.0 |
-46.1% |
19.8 |
| ATR |
13.5 |
13.2 |
-0.3 |
-2.0% |
0.0 |
| Volume |
13,801 |
10,600 |
-3,201 |
-23.2% |
15,847 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959.2 |
955.8 |
940.5 |
|
| R3 |
951.0 |
947.6 |
938.3 |
|
| R2 |
942.8 |
942.8 |
937.5 |
|
| R1 |
939.4 |
939.4 |
936.8 |
941.1 |
| PP |
934.6 |
934.6 |
934.6 |
935.5 |
| S1 |
931.2 |
931.2 |
935.2 |
932.9 |
| S2 |
926.4 |
926.4 |
934.5 |
|
| S3 |
918.2 |
923.0 |
933.7 |
|
| S4 |
910.0 |
914.8 |
931.5 |
|
|
| 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% |
13.0 |
1.4% |
27% |
False |
False |
7,068 |
| 10 |
961.1 |
926.5 |
34.6 |
3.7% |
12.0 |
1.3% |
27% |
False |
False |
5,011 |
| 20 |
961.1 |
906.4 |
54.7 |
5.8% |
12.0 |
1.3% |
54% |
False |
False |
3,957 |
| 40 |
985.5 |
906.4 |
79.1 |
8.5% |
13.8 |
1.5% |
37% |
False |
False |
2,757 |
| 60 |
991.8 |
902.8 |
89.0 |
9.5% |
13.8 |
1.5% |
37% |
False |
False |
2,219 |
| 80 |
991.8 |
870.0 |
121.8 |
13.0% |
13.4 |
1.4% |
54% |
False |
False |
1,808 |
| 100 |
991.8 |
870.0 |
121.8 |
13.0% |
13.8 |
1.5% |
54% |
False |
False |
1,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
972.9 |
|
2.618 |
959.5 |
|
1.618 |
951.3 |
|
1.000 |
946.2 |
|
0.618 |
943.1 |
|
HIGH |
938.0 |
|
0.618 |
934.9 |
|
0.500 |
933.9 |
|
0.382 |
932.9 |
|
LOW |
929.8 |
|
0.618 |
924.7 |
|
1.000 |
921.6 |
|
1.618 |
916.5 |
|
2.618 |
908.3 |
|
4.250 |
895.0 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
935.3 |
942.3 |
| PP |
934.6 |
940.2 |
| S1 |
933.9 |
938.1 |
|