COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 20-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
939.6 |
944.6 |
5.0 |
0.5% |
953.6 |
High |
945.6 |
946.2 |
0.6 |
0.1% |
962.0 |
Low |
932.3 |
937.6 |
5.3 |
0.6% |
941.0 |
Close |
943.7 |
940.6 |
-3.1 |
-0.3% |
947.6 |
Range |
13.3 |
8.6 |
-4.7 |
-35.3% |
21.0 |
ATR |
13.6 |
13.3 |
-0.4 |
-2.6% |
0.0 |
Volume |
2,675 |
4,251 |
1,576 |
58.9% |
25,714 |
|
Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
967.3 |
962.5 |
945.3 |
|
R3 |
958.7 |
953.9 |
943.0 |
|
R2 |
950.1 |
950.1 |
942.2 |
|
R1 |
945.3 |
945.3 |
941.4 |
943.4 |
PP |
941.5 |
941.5 |
941.5 |
940.5 |
S1 |
936.7 |
936.7 |
939.8 |
934.8 |
S2 |
932.9 |
932.9 |
939.0 |
|
S3 |
924.3 |
928.1 |
938.2 |
|
S4 |
915.7 |
919.5 |
935.9 |
|
|
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 |
960.2 |
930.2 |
30.0 |
3.2% |
13.0 |
1.4% |
35% |
False |
False |
4,496 |
10 |
966.5 |
930.2 |
36.3 |
3.9% |
12.6 |
1.3% |
29% |
False |
False |
5,431 |
20 |
972.7 |
926.5 |
46.2 |
4.9% |
13.7 |
1.5% |
31% |
False |
False |
6,434 |
40 |
972.7 |
906.4 |
66.3 |
7.0% |
13.0 |
1.4% |
52% |
False |
False |
4,535 |
60 |
991.8 |
906.4 |
85.4 |
9.1% |
14.3 |
1.5% |
40% |
False |
False |
3,484 |
80 |
991.8 |
885.0 |
106.8 |
11.4% |
13.9 |
1.5% |
52% |
False |
False |
2,883 |
100 |
991.8 |
870.0 |
121.8 |
12.9% |
13.8 |
1.5% |
58% |
False |
False |
2,414 |
120 |
991.8 |
870.0 |
121.8 |
12.9% |
13.9 |
1.5% |
58% |
False |
False |
2,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
982.8 |
2.618 |
968.7 |
1.618 |
960.1 |
1.000 |
954.8 |
0.618 |
951.5 |
HIGH |
946.2 |
0.618 |
942.9 |
0.500 |
941.9 |
0.382 |
940.9 |
LOW |
937.6 |
0.618 |
932.3 |
1.000 |
929.0 |
1.618 |
923.7 |
2.618 |
915.1 |
4.250 |
901.1 |
|
|
Fisher Pivots for day following 20-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
941.9 |
940.2 |
PP |
941.5 |
939.7 |
S1 |
941.0 |
939.3 |
|