COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 24-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
941.2 |
953.9 |
12.7 |
1.3% |
947.9 |
High |
958.5 |
957.3 |
-1.2 |
-0.1% |
958.5 |
Low |
938.2 |
934.7 |
-3.5 |
-0.4% |
930.2 |
Close |
953.4 |
942.4 |
-11.0 |
-1.2% |
953.4 |
Range |
20.3 |
22.6 |
2.3 |
11.3% |
28.3 |
ATR |
13.8 |
14.4 |
0.6 |
4.6% |
0.0 |
Volume |
2,458 |
5,006 |
2,548 |
103.7% |
19,545 |
|
Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,012.6 |
1,000.1 |
954.8 |
|
R3 |
990.0 |
977.5 |
948.6 |
|
R2 |
967.4 |
967.4 |
946.5 |
|
R1 |
954.9 |
954.9 |
944.5 |
949.9 |
PP |
944.8 |
944.8 |
944.8 |
942.3 |
S1 |
932.3 |
932.3 |
940.3 |
927.3 |
S2 |
922.2 |
922.2 |
938.3 |
|
S3 |
899.6 |
909.7 |
936.2 |
|
S4 |
877.0 |
887.1 |
930.0 |
|
|
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 |
932.3 |
26.2 |
2.8% |
14.3 |
1.5% |
39% |
False |
False |
4,244 |
10 |
962.0 |
930.2 |
31.8 |
3.4% |
14.1 |
1.5% |
38% |
False |
False |
4,559 |
20 |
972.7 |
926.5 |
46.2 |
4.9% |
14.9 |
1.6% |
34% |
False |
False |
6,543 |
40 |
972.7 |
906.4 |
66.3 |
7.0% |
13.6 |
1.4% |
54% |
False |
False |
4,611 |
60 |
991.8 |
906.4 |
85.4 |
9.1% |
14.4 |
1.5% |
42% |
False |
False |
3,556 |
80 |
991.8 |
886.0 |
105.8 |
11.2% |
14.1 |
1.5% |
53% |
False |
False |
2,969 |
100 |
991.8 |
870.0 |
121.8 |
12.9% |
13.9 |
1.5% |
59% |
False |
False |
2,486 |
120 |
991.8 |
870.0 |
121.8 |
12.9% |
14.0 |
1.5% |
59% |
False |
False |
2,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.4 |
2.618 |
1,016.5 |
1.618 |
993.9 |
1.000 |
979.9 |
0.618 |
971.3 |
HIGH |
957.3 |
0.618 |
948.7 |
0.500 |
946.0 |
0.382 |
943.3 |
LOW |
934.7 |
0.618 |
920.7 |
1.000 |
912.1 |
1.618 |
898.1 |
2.618 |
875.5 |
4.250 |
838.7 |
|
|
Fisher Pivots for day following 24-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
946.0 |
946.6 |
PP |
944.8 |
945.2 |
S1 |
943.6 |
943.8 |
|