COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 05-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
957.6 |
968.8 |
11.2 |
1.2% |
952.9 |
High |
971.2 |
969.5 |
-1.7 |
-0.2% |
961.1 |
Low |
951.8 |
960.0 |
8.2 |
0.9% |
926.5 |
Close |
968.4 |
965.0 |
-3.4 |
-0.4% |
954.5 |
Range |
19.4 |
9.5 |
-9.9 |
-51.0% |
34.6 |
ATR |
14.4 |
14.1 |
-0.4 |
-2.4% |
0.0 |
Volume |
9,165 |
5,742 |
-3,423 |
-37.3% |
40,334 |
|
Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
993.3 |
988.7 |
970.2 |
|
R3 |
983.8 |
979.2 |
967.6 |
|
R2 |
974.3 |
974.3 |
966.7 |
|
R1 |
969.7 |
969.7 |
965.9 |
967.3 |
PP |
964.8 |
964.8 |
964.8 |
963.6 |
S1 |
960.2 |
960.2 |
964.1 |
957.8 |
S2 |
955.3 |
955.3 |
963.3 |
|
S3 |
945.8 |
950.7 |
962.4 |
|
S4 |
936.3 |
941.2 |
959.8 |
|
|
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 |
971.2 |
929.8 |
41.4 |
4.3% |
15.1 |
1.6% |
85% |
False |
False |
9,006 |
10 |
971.2 |
926.5 |
44.7 |
4.6% |
14.3 |
1.5% |
86% |
False |
False |
7,286 |
20 |
971.2 |
909.0 |
62.2 |
6.4% |
12.7 |
1.3% |
90% |
False |
False |
5,451 |
40 |
971.2 |
906.4 |
64.8 |
6.7% |
13.5 |
1.4% |
90% |
False |
False |
3,461 |
60 |
991.8 |
906.4 |
85.4 |
8.8% |
14.3 |
1.5% |
69% |
False |
False |
2,763 |
80 |
991.8 |
870.0 |
121.8 |
12.6% |
13.7 |
1.4% |
78% |
False |
False |
2,219 |
100 |
991.8 |
870.0 |
121.8 |
12.6% |
13.8 |
1.4% |
78% |
False |
False |
1,944 |
120 |
1,008.7 |
870.0 |
138.7 |
14.4% |
14.6 |
1.5% |
68% |
False |
False |
1,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,009.9 |
2.618 |
994.4 |
1.618 |
984.9 |
1.000 |
979.0 |
0.618 |
975.4 |
HIGH |
969.5 |
0.618 |
965.9 |
0.500 |
964.8 |
0.382 |
963.6 |
LOW |
960.0 |
0.618 |
954.1 |
1.000 |
950.5 |
1.618 |
944.6 |
2.618 |
935.1 |
4.250 |
919.6 |
|
|
Fisher Pivots for day following 05-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
964.9 |
963.8 |
PP |
964.8 |
962.7 |
S1 |
964.8 |
961.5 |
|