COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
961.3 |
958.0 |
-3.3 |
-0.3% |
936.6 |
| High |
962.3 |
964.2 |
1.9 |
0.2% |
967.2 |
| Low |
941.0 |
952.0 |
11.0 |
1.2% |
919.8 |
| Close |
957.8 |
958.0 |
0.2 |
0.0% |
963.1 |
| Range |
21.3 |
12.2 |
-9.1 |
-42.7% |
47.4 |
| ATR |
15.9 |
15.6 |
-0.3 |
-1.7% |
0.0 |
| Volume |
3,790 |
6,661 |
2,871 |
75.8% |
20,749 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994.7 |
988.5 |
964.7 |
|
| R3 |
982.5 |
976.3 |
961.4 |
|
| R2 |
970.3 |
970.3 |
960.2 |
|
| R1 |
964.1 |
964.1 |
959.1 |
964.1 |
| PP |
958.1 |
958.1 |
958.1 |
958.1 |
| S1 |
951.9 |
951.9 |
956.9 |
951.9 |
| S2 |
945.9 |
945.9 |
955.8 |
|
| S3 |
933.7 |
939.7 |
954.6 |
|
| S4 |
921.5 |
927.5 |
951.3 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,092.2 |
1,075.1 |
989.2 |
|
| R3 |
1,044.8 |
1,027.7 |
976.1 |
|
| R2 |
997.4 |
997.4 |
971.8 |
|
| R1 |
980.3 |
980.3 |
967.4 |
988.9 |
| PP |
950.0 |
950.0 |
950.0 |
954.3 |
| S1 |
932.9 |
932.9 |
958.8 |
941.5 |
| S2 |
902.6 |
902.6 |
954.4 |
|
| S3 |
855.2 |
885.5 |
950.1 |
|
| S4 |
807.8 |
838.1 |
937.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
967.2 |
930.0 |
37.2 |
3.9% |
16.3 |
1.7% |
75% |
False |
False |
5,275 |
| 10 |
967.2 |
919.8 |
47.4 |
4.9% |
14.1 |
1.5% |
81% |
False |
False |
4,344 |
| 20 |
967.2 |
884.6 |
82.6 |
8.6% |
14.7 |
1.5% |
89% |
False |
False |
3,419 |
| 40 |
967.2 |
869.5 |
97.7 |
10.2% |
15.5 |
1.6% |
91% |
False |
False |
2,386 |
| 60 |
973.6 |
869.5 |
104.1 |
10.9% |
18.4 |
1.9% |
85% |
False |
False |
2,147 |
| 80 |
1,015.0 |
869.5 |
145.5 |
15.2% |
19.6 |
2.1% |
61% |
False |
False |
1,959 |
| 100 |
1,015.0 |
810.0 |
205.0 |
21.4% |
20.4 |
2.1% |
72% |
False |
False |
1,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,016.1 |
|
2.618 |
996.1 |
|
1.618 |
983.9 |
|
1.000 |
976.4 |
|
0.618 |
971.7 |
|
HIGH |
964.2 |
|
0.618 |
959.5 |
|
0.500 |
958.1 |
|
0.382 |
956.7 |
|
LOW |
952.0 |
|
0.618 |
944.5 |
|
1.000 |
939.8 |
|
1.618 |
932.3 |
|
2.618 |
920.1 |
|
4.250 |
900.2 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
958.1 |
956.7 |
| PP |
958.1 |
955.4 |
| S1 |
958.0 |
954.1 |
|