COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
936.7 |
954.8 |
18.1 |
1.9% |
952.9 |
| High |
958.5 |
965.7 |
7.2 |
0.8% |
961.1 |
| Low |
932.6 |
953.0 |
20.4 |
2.2% |
926.5 |
| Close |
954.5 |
957.5 |
3.0 |
0.3% |
954.5 |
| Range |
25.9 |
12.7 |
-13.2 |
-51.0% |
34.6 |
| ATR |
14.2 |
14.0 |
-0.1 |
-0.7% |
0.0 |
| Volume |
8,129 |
11,397 |
3,268 |
40.2% |
40,334 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996.8 |
989.9 |
964.5 |
|
| R3 |
984.1 |
977.2 |
961.0 |
|
| R2 |
971.4 |
971.4 |
959.8 |
|
| R1 |
964.5 |
964.5 |
958.7 |
968.0 |
| PP |
958.7 |
958.7 |
958.7 |
960.5 |
| S1 |
951.8 |
951.8 |
956.3 |
955.3 |
| S2 |
946.0 |
946.0 |
955.2 |
|
| S3 |
933.3 |
939.1 |
954.0 |
|
| S4 |
920.6 |
926.4 |
950.5 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,051.2 |
1,037.4 |
973.5 |
|
| R3 |
1,016.6 |
1,002.8 |
964.0 |
|
| R2 |
982.0 |
982.0 |
960.8 |
|
| R1 |
968.2 |
968.2 |
957.7 |
975.1 |
| PP |
947.4 |
947.4 |
947.4 |
950.8 |
| S1 |
933.6 |
933.6 |
951.3 |
940.5 |
| S2 |
912.8 |
912.8 |
948.2 |
|
| S3 |
878.2 |
899.0 |
945.0 |
|
| S4 |
843.6 |
864.4 |
935.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
965.7 |
926.5 |
39.2 |
4.1% |
17.0 |
1.8% |
79% |
True |
False |
9,914 |
| 10 |
965.7 |
926.5 |
39.2 |
4.1% |
13.3 |
1.4% |
79% |
True |
False |
6,600 |
| 20 |
965.7 |
906.4 |
59.3 |
6.2% |
12.7 |
1.3% |
86% |
True |
False |
4,837 |
| 40 |
967.0 |
906.4 |
60.6 |
6.3% |
13.5 |
1.4% |
84% |
False |
False |
3,181 |
| 60 |
991.8 |
906.4 |
85.4 |
8.9% |
14.1 |
1.5% |
60% |
False |
False |
2,525 |
| 80 |
991.8 |
870.0 |
121.8 |
12.7% |
13.6 |
1.4% |
72% |
False |
False |
2,043 |
| 100 |
991.8 |
870.0 |
121.8 |
12.7% |
13.8 |
1.4% |
72% |
False |
False |
1,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,019.7 |
|
2.618 |
998.9 |
|
1.618 |
986.2 |
|
1.000 |
978.4 |
|
0.618 |
973.5 |
|
HIGH |
965.7 |
|
0.618 |
960.8 |
|
0.500 |
959.4 |
|
0.382 |
957.9 |
|
LOW |
953.0 |
|
0.618 |
945.2 |
|
1.000 |
940.3 |
|
1.618 |
932.5 |
|
2.618 |
919.8 |
|
4.250 |
899.0 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
959.4 |
954.3 |
| PP |
958.7 |
951.0 |
| S1 |
958.1 |
947.8 |
|