COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
959.8 |
959.2 |
-0.6 |
-0.1% |
961.1 |
| High |
966.0 |
960.0 |
-6.0 |
-0.6% |
968.9 |
| Low |
946.9 |
938.9 |
-8.0 |
-0.8% |
938.9 |
| Close |
964.9 |
943.5 |
-21.4 |
-2.2% |
943.5 |
| Range |
19.1 |
21.1 |
2.0 |
10.5% |
30.0 |
| ATR |
18.3 |
18.9 |
0.5 |
3.0% |
0.0 |
| Volume |
3,147 |
2,916 |
-231 |
-7.3% |
20,740 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,010.8 |
998.2 |
955.1 |
|
| R3 |
989.7 |
977.1 |
949.3 |
|
| R2 |
968.6 |
968.6 |
947.4 |
|
| R1 |
956.0 |
956.0 |
945.4 |
951.8 |
| PP |
947.5 |
947.5 |
947.5 |
945.3 |
| S1 |
934.9 |
934.9 |
941.6 |
930.7 |
| S2 |
926.4 |
926.4 |
939.6 |
|
| S3 |
905.3 |
913.8 |
937.7 |
|
| S4 |
884.2 |
892.7 |
931.9 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,040.4 |
1,022.0 |
960.0 |
|
| R3 |
1,010.4 |
992.0 |
951.8 |
|
| R2 |
980.4 |
980.4 |
949.0 |
|
| R1 |
962.0 |
962.0 |
946.3 |
956.2 |
| PP |
950.4 |
950.4 |
950.4 |
947.6 |
| S1 |
932.0 |
932.0 |
940.8 |
926.2 |
| S2 |
920.4 |
920.4 |
938.0 |
|
| S3 |
890.4 |
902.0 |
935.3 |
|
| S4 |
860.4 |
872.0 |
927.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
968.9 |
938.9 |
30.0 |
3.2% |
17.6 |
1.9% |
15% |
False |
True |
4,148 |
| 10 |
993.6 |
938.9 |
54.7 |
5.8% |
20.6 |
2.2% |
8% |
False |
True |
3,360 |
| 20 |
993.6 |
919.8 |
73.8 |
7.8% |
18.3 |
1.9% |
32% |
False |
False |
4,073 |
| 40 |
993.6 |
870.5 |
123.1 |
13.0% |
16.5 |
1.7% |
59% |
False |
False |
3,154 |
| 60 |
993.6 |
869.5 |
124.1 |
13.2% |
17.4 |
1.8% |
60% |
False |
False |
2,686 |
| 80 |
1,015.0 |
869.5 |
145.5 |
15.4% |
19.9 |
2.1% |
51% |
False |
False |
2,308 |
| 100 |
1,015.0 |
855.9 |
159.1 |
16.9% |
20.0 |
2.1% |
55% |
False |
False |
2,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,049.7 |
|
2.618 |
1,015.2 |
|
1.618 |
994.1 |
|
1.000 |
981.1 |
|
0.618 |
973.0 |
|
HIGH |
960.0 |
|
0.618 |
951.9 |
|
0.500 |
949.5 |
|
0.382 |
947.0 |
|
LOW |
938.9 |
|
0.618 |
925.9 |
|
1.000 |
917.8 |
|
1.618 |
904.8 |
|
2.618 |
883.7 |
|
4.250 |
849.2 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
949.5 |
953.9 |
| PP |
947.5 |
950.4 |
| S1 |
945.5 |
947.0 |
|