COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
931.5 |
938.1 |
6.6 |
0.7% |
961.1 |
| High |
942.2 |
943.6 |
1.4 |
0.1% |
968.9 |
| Low |
931.5 |
931.3 |
-0.2 |
0.0% |
938.9 |
| Close |
934.9 |
938.7 |
3.8 |
0.4% |
943.5 |
| Range |
10.7 |
12.3 |
1.6 |
15.0% |
30.0 |
| ATR |
18.1 |
17.7 |
-0.4 |
-2.3% |
0.0 |
| Volume |
1,360 |
2,854 |
1,494 |
109.9% |
20,740 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974.8 |
969.0 |
945.5 |
|
| R3 |
962.5 |
956.7 |
942.1 |
|
| R2 |
950.2 |
950.2 |
941.0 |
|
| R1 |
944.4 |
944.4 |
939.8 |
947.3 |
| PP |
937.9 |
937.9 |
937.9 |
939.3 |
| S1 |
932.1 |
932.1 |
937.6 |
935.0 |
| S2 |
925.6 |
925.6 |
936.4 |
|
| S3 |
913.3 |
919.8 |
935.3 |
|
| S4 |
901.0 |
907.5 |
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 |
966.0 |
929.2 |
36.8 |
3.9% |
15.2 |
1.6% |
26% |
False |
False |
2,600 |
| 10 |
987.0 |
929.2 |
57.8 |
6.2% |
17.5 |
1.9% |
16% |
False |
False |
3,193 |
| 20 |
993.6 |
929.2 |
64.4 |
6.9% |
18.1 |
1.9% |
15% |
False |
False |
4,007 |
| 40 |
993.6 |
884.6 |
109.0 |
11.6% |
16.1 |
1.7% |
50% |
False |
False |
3,259 |
| 60 |
993.6 |
869.5 |
124.1 |
13.2% |
16.7 |
1.8% |
56% |
False |
False |
2,706 |
| 80 |
1,004.3 |
869.5 |
134.8 |
14.4% |
19.4 |
2.1% |
51% |
False |
False |
2,337 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.5% |
19.5 |
2.1% |
48% |
False |
False |
2,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
995.9 |
|
2.618 |
975.8 |
|
1.618 |
963.5 |
|
1.000 |
955.9 |
|
0.618 |
951.2 |
|
HIGH |
943.6 |
|
0.618 |
938.9 |
|
0.500 |
937.5 |
|
0.382 |
936.0 |
|
LOW |
931.3 |
|
0.618 |
923.7 |
|
1.000 |
919.0 |
|
1.618 |
911.4 |
|
2.618 |
899.1 |
|
4.250 |
879.0 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
938.3 |
937.9 |
| PP |
937.9 |
937.2 |
| S1 |
937.5 |
936.4 |
|