COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
953.6 |
946.9 |
-6.7 |
-0.7% |
954.8 |
High |
958.0 |
950.7 |
-7.3 |
-0.8% |
972.7 |
Low |
943.0 |
942.5 |
-0.5 |
-0.1% |
951.8 |
Close |
945.8 |
946.5 |
0.7 |
0.1% |
958.1 |
Range |
15.0 |
8.2 |
-6.8 |
-45.3% |
20.9 |
ATR |
14.1 |
13.7 |
-0.4 |
-3.0% |
0.0 |
Volume |
4,669 |
7,571 |
2,902 |
62.2% |
42,425 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
971.2 |
967.0 |
951.0 |
|
R3 |
963.0 |
958.8 |
948.8 |
|
R2 |
954.8 |
954.8 |
948.0 |
|
R1 |
950.6 |
950.6 |
947.3 |
948.6 |
PP |
946.6 |
946.6 |
946.6 |
945.6 |
S1 |
942.4 |
942.4 |
945.7 |
940.4 |
S2 |
938.4 |
938.4 |
945.0 |
|
S3 |
930.2 |
934.2 |
944.2 |
|
S4 |
922.0 |
926.0 |
942.0 |
|
|
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 |
942.5 |
30.2 |
3.2% |
12.1 |
1.3% |
13% |
False |
True |
6,820 |
10 |
972.7 |
926.5 |
46.2 |
4.9% |
14.2 |
1.5% |
43% |
False |
False |
8,719 |
20 |
972.7 |
926.5 |
46.2 |
4.9% |
13.1 |
1.4% |
43% |
False |
False |
6,102 |
40 |
972.7 |
906.4 |
66.3 |
7.0% |
13.0 |
1.4% |
60% |
False |
False |
3,955 |
60 |
991.8 |
906.4 |
85.4 |
9.0% |
14.4 |
1.5% |
47% |
False |
False |
3,188 |
80 |
991.8 |
870.7 |
121.1 |
12.8% |
13.8 |
1.5% |
63% |
False |
False |
2,560 |
100 |
991.8 |
870.0 |
121.8 |
12.9% |
13.6 |
1.4% |
63% |
False |
False |
2,218 |
120 |
1,008.7 |
870.0 |
138.7 |
14.7% |
14.4 |
1.5% |
55% |
False |
False |
1,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
985.6 |
2.618 |
972.2 |
1.618 |
964.0 |
1.000 |
958.9 |
0.618 |
955.8 |
HIGH |
950.7 |
0.618 |
947.6 |
0.500 |
946.6 |
0.382 |
945.6 |
LOW |
942.5 |
0.618 |
937.4 |
1.000 |
934.3 |
1.618 |
929.2 |
2.618 |
921.0 |
4.250 |
907.7 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
946.6 |
954.5 |
PP |
946.6 |
951.8 |
S1 |
946.5 |
949.2 |
|