COMEX Gold Future October 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
949.6 |
956.1 |
6.5 |
0.7% |
953.9 |
| High |
963.4 |
960.2 |
-3.2 |
-0.3% |
963.4 |
| Low |
948.9 |
943.1 |
-5.8 |
-0.6% |
934.7 |
| Close |
957.5 |
952.2 |
-5.3 |
-0.6% |
957.5 |
| Range |
14.5 |
17.1 |
2.6 |
17.9% |
28.7 |
| ATR |
13.9 |
14.1 |
0.2 |
1.6% |
0.0 |
| Volume |
2,509 |
2,818 |
309 |
12.3% |
18,269 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,003.1 |
994.8 |
961.6 |
|
| R3 |
986.0 |
977.7 |
956.9 |
|
| R2 |
968.9 |
968.9 |
955.3 |
|
| R1 |
960.6 |
960.6 |
953.8 |
956.2 |
| PP |
951.8 |
951.8 |
951.8 |
949.7 |
| S1 |
943.5 |
943.5 |
950.6 |
939.1 |
| S2 |
934.7 |
934.7 |
949.1 |
|
| S3 |
917.6 |
926.4 |
947.5 |
|
| S4 |
900.5 |
909.3 |
942.8 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,038.0 |
1,026.4 |
973.3 |
|
| R3 |
1,009.3 |
997.7 |
965.4 |
|
| R2 |
980.6 |
980.6 |
962.8 |
|
| R1 |
969.0 |
969.0 |
960.1 |
974.8 |
| PP |
951.9 |
951.9 |
951.9 |
954.8 |
| S1 |
940.3 |
940.3 |
954.9 |
946.1 |
| S2 |
923.2 |
923.2 |
952.2 |
|
| S3 |
894.5 |
911.6 |
949.6 |
|
| S4 |
865.8 |
882.9 |
941.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
963.4 |
940.0 |
23.4 |
2.5% |
12.7 |
1.3% |
52% |
False |
False |
3,216 |
| 10 |
963.4 |
932.3 |
31.1 |
3.3% |
13.5 |
1.4% |
64% |
False |
False |
3,730 |
| 20 |
972.7 |
930.2 |
42.5 |
4.5% |
13.8 |
1.5% |
52% |
False |
False |
4,868 |
| 40 |
972.7 |
906.4 |
66.3 |
7.0% |
13.3 |
1.4% |
69% |
False |
False |
4,853 |
| 60 |
972.7 |
906.4 |
66.3 |
7.0% |
13.6 |
1.4% |
69% |
False |
False |
3,744 |
| 80 |
991.8 |
906.4 |
85.4 |
9.0% |
14.0 |
1.5% |
54% |
False |
False |
3,111 |
| 100 |
991.8 |
870.0 |
121.8 |
12.8% |
13.6 |
1.4% |
67% |
False |
False |
2,608 |
| 120 |
991.8 |
870.0 |
121.8 |
12.8% |
13.8 |
1.5% |
67% |
False |
False |
2,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,032.9 |
|
2.618 |
1,005.0 |
|
1.618 |
987.9 |
|
1.000 |
977.3 |
|
0.618 |
970.8 |
|
HIGH |
960.2 |
|
0.618 |
953.7 |
|
0.500 |
951.7 |
|
0.382 |
949.6 |
|
LOW |
943.1 |
|
0.618 |
932.5 |
|
1.000 |
926.0 |
|
1.618 |
915.4 |
|
2.618 |
898.3 |
|
4.250 |
870.4 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
952.0 |
952.5 |
| PP |
951.8 |
952.4 |
| S1 |
951.7 |
952.3 |
|