COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
959.2 |
940.1 |
-19.1 |
-2.0% |
961.1 |
| High |
960.0 |
941.8 |
-18.2 |
-1.9% |
968.9 |
| Low |
938.9 |
929.2 |
-9.7 |
-1.0% |
938.9 |
| Close |
943.5 |
930.1 |
-13.4 |
-1.4% |
943.5 |
| Range |
21.1 |
12.6 |
-8.5 |
-40.3% |
30.0 |
| ATR |
18.9 |
18.5 |
-0.3 |
-1.7% |
0.0 |
| Volume |
2,916 |
2,727 |
-189 |
-6.5% |
20,740 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971.5 |
963.4 |
937.0 |
|
| R3 |
958.9 |
950.8 |
933.6 |
|
| R2 |
946.3 |
946.3 |
932.4 |
|
| R1 |
938.2 |
938.2 |
931.3 |
936.0 |
| PP |
933.7 |
933.7 |
933.7 |
932.6 |
| S1 |
925.6 |
925.6 |
928.9 |
923.4 |
| S2 |
921.1 |
921.1 |
927.8 |
|
| S3 |
908.5 |
913.0 |
926.6 |
|
| S4 |
895.9 |
900.4 |
923.2 |
|
|
| 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 |
929.2 |
39.7 |
4.3% |
17.0 |
1.8% |
2% |
False |
True |
3,389 |
| 10 |
993.6 |
929.2 |
64.4 |
6.9% |
20.4 |
2.2% |
1% |
False |
True |
3,507 |
| 20 |
993.6 |
919.8 |
73.8 |
7.9% |
18.5 |
2.0% |
14% |
False |
False |
4,037 |
| 40 |
993.6 |
872.0 |
121.6 |
13.1% |
16.5 |
1.8% |
48% |
False |
False |
3,204 |
| 60 |
993.6 |
869.5 |
124.1 |
13.3% |
17.0 |
1.8% |
49% |
False |
False |
2,699 |
| 80 |
1,015.0 |
869.5 |
145.5 |
15.6% |
19.8 |
2.1% |
42% |
False |
False |
2,336 |
| 100 |
1,015.0 |
861.7 |
153.3 |
16.5% |
20.0 |
2.2% |
45% |
False |
False |
2,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
995.4 |
|
2.618 |
974.8 |
|
1.618 |
962.2 |
|
1.000 |
954.4 |
|
0.618 |
949.6 |
|
HIGH |
941.8 |
|
0.618 |
937.0 |
|
0.500 |
935.5 |
|
0.382 |
934.0 |
|
LOW |
929.2 |
|
0.618 |
921.4 |
|
1.000 |
916.6 |
|
1.618 |
908.8 |
|
2.618 |
896.2 |
|
4.250 |
875.7 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
935.5 |
947.6 |
| PP |
933.7 |
941.8 |
| S1 |
931.9 |
935.9 |
|