COMEX Gold Future October 2009
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
943.3 |
943.9 |
0.6 |
0.1% |
947.9 |
High |
955.0 |
950.3 |
-4.7 |
-0.5% |
958.5 |
Low |
942.9 |
940.0 |
-2.9 |
-0.3% |
930.2 |
Close |
944.7 |
944.5 |
-0.2 |
0.0% |
953.4 |
Range |
12.1 |
10.3 |
-1.8 |
-14.9% |
28.3 |
ATR |
14.3 |
14.0 |
-0.3 |
-2.0% |
0.0 |
Volume |
3,387 |
3,878 |
491 |
14.5% |
19,545 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
975.8 |
970.5 |
950.2 |
|
R3 |
965.5 |
960.2 |
947.3 |
|
R2 |
955.2 |
955.2 |
946.4 |
|
R1 |
949.9 |
949.9 |
945.4 |
952.6 |
PP |
944.9 |
944.9 |
944.9 |
946.3 |
S1 |
939.6 |
939.6 |
943.6 |
942.3 |
S2 |
934.6 |
934.6 |
942.6 |
|
S3 |
924.3 |
929.3 |
941.7 |
|
S4 |
914.0 |
919.0 |
938.8 |
|
|
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 |
934.7 |
23.8 |
2.5% |
14.8 |
1.6% |
41% |
False |
False |
3,796 |
10 |
962.0 |
930.2 |
31.8 |
3.4% |
14.3 |
1.5% |
45% |
False |
False |
4,141 |
20 |
972.7 |
929.8 |
42.9 |
4.5% |
14.1 |
1.5% |
34% |
False |
False |
5,934 |
40 |
972.7 |
906.4 |
66.3 |
7.0% |
13.4 |
1.4% |
57% |
False |
False |
4,705 |
60 |
991.8 |
906.4 |
85.4 |
9.0% |
14.2 |
1.5% |
45% |
False |
False |
3,650 |
80 |
991.8 |
898.0 |
93.8 |
9.9% |
14.0 |
1.5% |
50% |
False |
False |
3,034 |
100 |
991.8 |
870.0 |
121.8 |
12.9% |
13.7 |
1.4% |
61% |
False |
False |
2,529 |
120 |
991.8 |
870.0 |
121.8 |
12.9% |
14.0 |
1.5% |
61% |
False |
False |
2,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
994.1 |
2.618 |
977.3 |
1.618 |
967.0 |
1.000 |
960.6 |
0.618 |
956.7 |
HIGH |
950.3 |
0.618 |
946.4 |
0.500 |
945.2 |
0.382 |
943.9 |
LOW |
940.0 |
0.618 |
933.6 |
1.000 |
929.7 |
1.618 |
923.3 |
2.618 |
913.0 |
4.250 |
896.2 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
945.2 |
946.0 |
PP |
944.9 |
945.5 |
S1 |
944.7 |
945.0 |
|