COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
944.6 |
941.2 |
-3.4 |
-0.4% |
947.9 |
High |
946.2 |
958.5 |
12.3 |
1.3% |
958.5 |
Low |
937.6 |
938.2 |
0.6 |
0.1% |
930.2 |
Close |
940.6 |
953.4 |
12.8 |
1.4% |
953.4 |
Range |
8.6 |
20.3 |
11.7 |
136.0% |
28.3 |
ATR |
13.3 |
13.8 |
0.5 |
3.8% |
0.0 |
Volume |
4,251 |
2,458 |
-1,793 |
-42.2% |
19,545 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,010.9 |
1,002.5 |
964.6 |
|
R3 |
990.6 |
982.2 |
959.0 |
|
R2 |
970.3 |
970.3 |
957.1 |
|
R1 |
961.9 |
961.9 |
955.3 |
966.1 |
PP |
950.0 |
950.0 |
950.0 |
952.2 |
S1 |
941.6 |
941.6 |
951.5 |
945.8 |
S2 |
929.7 |
929.7 |
949.7 |
|
S3 |
909.4 |
921.3 |
947.8 |
|
S4 |
889.1 |
901.0 |
942.2 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,032.3 |
1,021.1 |
969.0 |
|
R3 |
1,004.0 |
992.8 |
961.2 |
|
R2 |
975.7 |
975.7 |
958.6 |
|
R1 |
964.5 |
964.5 |
956.0 |
970.1 |
PP |
947.4 |
947.4 |
947.4 |
950.2 |
S1 |
936.2 |
936.2 |
950.8 |
941.8 |
S2 |
919.1 |
919.1 |
948.2 |
|
S3 |
890.8 |
907.9 |
945.6 |
|
S4 |
862.5 |
879.6 |
937.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
958.5 |
930.2 |
28.3 |
3.0% |
13.5 |
1.4% |
82% |
True |
False |
3,909 |
10 |
962.0 |
930.2 |
31.8 |
3.3% |
13.4 |
1.4% |
73% |
False |
False |
4,525 |
20 |
972.7 |
926.5 |
46.2 |
4.8% |
14.4 |
1.5% |
58% |
False |
False |
6,400 |
40 |
972.7 |
906.4 |
66.3 |
7.0% |
13.3 |
1.4% |
71% |
False |
False |
4,516 |
60 |
991.8 |
906.4 |
85.4 |
9.0% |
14.3 |
1.5% |
55% |
False |
False |
3,496 |
80 |
991.8 |
885.0 |
106.8 |
11.2% |
14.0 |
1.5% |
64% |
False |
False |
2,910 |
100 |
991.8 |
870.0 |
121.8 |
12.8% |
13.9 |
1.5% |
68% |
False |
False |
2,437 |
120 |
991.8 |
870.0 |
121.8 |
12.8% |
13.9 |
1.5% |
68% |
False |
False |
2,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,044.8 |
2.618 |
1,011.6 |
1.618 |
991.3 |
1.000 |
978.8 |
0.618 |
971.0 |
HIGH |
958.5 |
0.618 |
950.7 |
0.500 |
948.4 |
0.382 |
946.0 |
LOW |
938.2 |
0.618 |
925.7 |
1.000 |
917.9 |
1.618 |
905.4 |
2.618 |
885.1 |
4.250 |
851.9 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
951.7 |
950.7 |
PP |
950.0 |
948.1 |
S1 |
948.4 |
945.4 |
|