COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
947.2 |
949.0 |
1.8 |
0.2% |
954.8 |
| High |
953.2 |
962.0 |
8.8 |
0.9% |
972.7 |
| Low |
941.0 |
949.0 |
8.0 |
0.9% |
951.8 |
| Close |
951.4 |
955.4 |
4.0 |
0.4% |
958.1 |
| Range |
12.2 |
13.0 |
0.8 |
6.6% |
20.9 |
| ATR |
13.6 |
13.6 |
0.0 |
-0.3% |
0.0 |
| Volume |
3,880 |
4,199 |
319 |
8.2% |
42,425 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994.5 |
987.9 |
962.6 |
|
| R3 |
981.5 |
974.9 |
959.0 |
|
| R2 |
968.5 |
968.5 |
957.8 |
|
| R1 |
961.9 |
961.9 |
956.6 |
965.2 |
| PP |
955.5 |
955.5 |
955.5 |
957.1 |
| S1 |
948.9 |
948.9 |
954.2 |
952.2 |
| S2 |
942.5 |
942.5 |
953.0 |
|
| S3 |
929.5 |
935.9 |
951.8 |
|
| S4 |
916.5 |
922.9 |
948.3 |
|
|
| 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 |
966.5 |
941.0 |
25.5 |
2.7% |
12.1 |
1.3% |
56% |
False |
False |
6,366 |
| 10 |
972.7 |
932.6 |
40.1 |
4.2% |
14.4 |
1.5% |
57% |
False |
False |
7,087 |
| 20 |
972.7 |
926.5 |
46.2 |
4.8% |
13.2 |
1.4% |
63% |
False |
False |
6,049 |
| 40 |
972.7 |
906.4 |
66.3 |
6.9% |
13.1 |
1.4% |
74% |
False |
False |
4,104 |
| 60 |
991.8 |
906.4 |
85.4 |
8.9% |
14.4 |
1.5% |
57% |
False |
False |
3,280 |
| 80 |
991.8 |
885.0 |
106.8 |
11.2% |
13.7 |
1.4% |
66% |
False |
False |
2,625 |
| 100 |
991.8 |
870.0 |
121.8 |
12.7% |
13.7 |
1.4% |
70% |
False |
False |
2,290 |
| 120 |
1,001.8 |
870.0 |
131.8 |
13.8% |
14.3 |
1.5% |
65% |
False |
False |
1,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,017.3 |
|
2.618 |
996.0 |
|
1.618 |
983.0 |
|
1.000 |
975.0 |
|
0.618 |
970.0 |
|
HIGH |
962.0 |
|
0.618 |
957.0 |
|
0.500 |
955.5 |
|
0.382 |
954.0 |
|
LOW |
949.0 |
|
0.618 |
941.0 |
|
1.000 |
936.0 |
|
1.618 |
928.0 |
|
2.618 |
915.0 |
|
4.250 |
893.8 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
955.5 |
954.1 |
| PP |
955.5 |
952.8 |
| S1 |
955.4 |
951.5 |
|