COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
957.8 |
947.9 |
-9.9 |
-1.0% |
953.6 |
High |
960.2 |
949.0 |
-11.2 |
-1.2% |
962.0 |
Low |
942.5 |
930.2 |
-12.3 |
-1.3% |
941.0 |
Close |
947.6 |
934.8 |
-12.8 |
-1.4% |
947.6 |
Range |
17.7 |
18.8 |
1.1 |
6.2% |
21.0 |
ATR |
13.9 |
14.2 |
0.4 |
2.6% |
0.0 |
Volume |
5,395 |
3,328 |
-2,067 |
-38.3% |
25,714 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
994.4 |
983.4 |
945.1 |
|
R3 |
975.6 |
964.6 |
940.0 |
|
R2 |
956.8 |
956.8 |
938.2 |
|
R1 |
945.8 |
945.8 |
936.5 |
941.9 |
PP |
938.0 |
938.0 |
938.0 |
936.1 |
S1 |
927.0 |
927.0 |
933.1 |
923.1 |
S2 |
919.2 |
919.2 |
931.4 |
|
S3 |
900.4 |
908.2 |
929.6 |
|
S4 |
881.6 |
889.4 |
924.5 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,013.2 |
1,001.4 |
959.2 |
|
R3 |
992.2 |
980.4 |
953.4 |
|
R2 |
971.2 |
971.2 |
951.5 |
|
R1 |
959.4 |
959.4 |
949.5 |
954.8 |
PP |
950.2 |
950.2 |
950.2 |
947.9 |
S1 |
938.4 |
938.4 |
945.7 |
933.8 |
S2 |
929.2 |
929.2 |
943.8 |
|
S3 |
908.2 |
917.4 |
941.8 |
|
S4 |
887.2 |
896.4 |
936.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
962.0 |
930.2 |
31.8 |
3.4% |
14.0 |
1.5% |
14% |
False |
True |
4,874 |
10 |
972.7 |
930.2 |
42.5 |
4.5% |
14.2 |
1.5% |
11% |
False |
True |
6,007 |
20 |
972.7 |
926.5 |
46.2 |
4.9% |
13.7 |
1.5% |
18% |
False |
False |
6,303 |
40 |
972.7 |
906.4 |
66.3 |
7.1% |
13.5 |
1.4% |
43% |
False |
False |
4,284 |
60 |
991.8 |
906.4 |
85.4 |
9.1% |
14.5 |
1.5% |
33% |
False |
False |
3,331 |
80 |
991.8 |
885.0 |
106.8 |
11.4% |
13.9 |
1.5% |
47% |
False |
False |
2,727 |
100 |
991.8 |
870.0 |
121.8 |
13.0% |
13.8 |
1.5% |
53% |
False |
False |
2,325 |
120 |
991.8 |
870.0 |
121.8 |
13.0% |
14.1 |
1.5% |
53% |
False |
False |
2,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,028.9 |
2.618 |
998.2 |
1.618 |
979.4 |
1.000 |
967.8 |
0.618 |
960.6 |
HIGH |
949.0 |
0.618 |
941.8 |
0.500 |
939.6 |
0.382 |
937.4 |
LOW |
930.2 |
0.618 |
918.6 |
1.000 |
911.4 |
1.618 |
899.8 |
2.618 |
881.0 |
4.250 |
850.3 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
939.6 |
946.1 |
PP |
938.0 |
942.3 |
S1 |
936.4 |
938.6 |
|