COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
964.0 |
953.6 |
-10.4 |
-1.1% |
954.8 |
| High |
966.5 |
958.0 |
-8.5 |
-0.9% |
972.7 |
| Low |
954.3 |
943.0 |
-11.3 |
-1.2% |
951.8 |
| Close |
958.1 |
945.8 |
-12.3 |
-1.3% |
958.1 |
| Range |
12.2 |
15.0 |
2.8 |
23.0% |
20.9 |
| ATR |
14.1 |
14.1 |
0.1 |
0.5% |
0.0 |
| Volume |
11,515 |
4,669 |
-6,846 |
-59.5% |
42,425 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993.9 |
984.9 |
954.1 |
|
| R3 |
978.9 |
969.9 |
949.9 |
|
| R2 |
963.9 |
963.9 |
948.6 |
|
| R1 |
954.9 |
954.9 |
947.2 |
951.9 |
| PP |
948.9 |
948.9 |
948.9 |
947.5 |
| S1 |
939.9 |
939.9 |
944.4 |
936.9 |
| S2 |
933.9 |
933.9 |
943.1 |
|
| S3 |
918.9 |
924.9 |
941.7 |
|
| S4 |
903.9 |
909.9 |
937.6 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,023.6 |
1,011.7 |
969.6 |
|
| R3 |
1,002.7 |
990.8 |
963.8 |
|
| R2 |
981.8 |
981.8 |
961.9 |
|
| R1 |
969.9 |
969.9 |
960.0 |
975.9 |
| PP |
960.9 |
960.9 |
960.9 |
963.8 |
| S1 |
949.0 |
949.0 |
956.2 |
955.0 |
| S2 |
940.0 |
940.0 |
954.3 |
|
| S3 |
919.1 |
928.1 |
952.4 |
|
| S4 |
898.2 |
907.2 |
946.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
972.7 |
943.0 |
29.7 |
3.1% |
14.4 |
1.5% |
9% |
False |
True |
7,139 |
| 10 |
972.7 |
926.5 |
46.2 |
4.9% |
15.7 |
1.7% |
42% |
False |
False |
8,527 |
| 20 |
972.7 |
919.8 |
52.9 |
5.6% |
13.2 |
1.4% |
49% |
False |
False |
5,846 |
| 40 |
972.7 |
906.4 |
66.3 |
7.0% |
13.1 |
1.4% |
59% |
False |
False |
3,814 |
| 60 |
991.8 |
906.4 |
85.4 |
9.0% |
14.5 |
1.5% |
46% |
False |
False |
3,070 |
| 80 |
991.8 |
870.0 |
121.8 |
12.9% |
13.8 |
1.5% |
62% |
False |
False |
2,470 |
| 100 |
991.8 |
870.0 |
121.8 |
12.9% |
13.7 |
1.4% |
62% |
False |
False |
2,145 |
| 120 |
1,008.7 |
870.0 |
138.7 |
14.7% |
14.5 |
1.5% |
55% |
False |
False |
1,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,021.8 |
|
2.618 |
997.3 |
|
1.618 |
982.3 |
|
1.000 |
973.0 |
|
0.618 |
967.3 |
|
HIGH |
958.0 |
|
0.618 |
952.3 |
|
0.500 |
950.5 |
|
0.382 |
948.7 |
|
LOW |
943.0 |
|
0.618 |
933.7 |
|
1.000 |
928.0 |
|
1.618 |
918.7 |
|
2.618 |
903.7 |
|
4.250 |
879.3 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
950.5 |
957.9 |
| PP |
948.9 |
953.8 |
| S1 |
947.4 |
949.8 |
|