COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
925.6 |
929.2 |
3.6 |
0.4% |
940.1 |
| High |
930.0 |
945.9 |
15.9 |
1.7% |
946.8 |
| Low |
915.8 |
925.5 |
9.7 |
1.1% |
929.2 |
| Close |
926.9 |
937.2 |
10.3 |
1.1% |
939.0 |
| Range |
14.2 |
20.4 |
6.2 |
43.7% |
17.6 |
| ATR |
16.8 |
17.1 |
0.3 |
1.5% |
0.0 |
| Volume |
1,993 |
5,330 |
3,337 |
167.4% |
16,580 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997.4 |
987.7 |
948.4 |
|
| R3 |
977.0 |
967.3 |
942.8 |
|
| R2 |
956.6 |
956.6 |
940.9 |
|
| R1 |
946.9 |
946.9 |
939.1 |
951.8 |
| PP |
936.2 |
936.2 |
936.2 |
938.6 |
| S1 |
926.5 |
926.5 |
935.3 |
931.4 |
| S2 |
915.8 |
915.8 |
933.5 |
|
| S3 |
895.4 |
906.1 |
931.6 |
|
| S4 |
875.0 |
885.7 |
926.0 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
991.1 |
982.7 |
948.7 |
|
| R3 |
973.5 |
965.1 |
943.8 |
|
| R2 |
955.9 |
955.9 |
942.2 |
|
| R1 |
947.5 |
947.5 |
940.6 |
942.9 |
| PP |
938.3 |
938.3 |
938.3 |
936.1 |
| S1 |
929.9 |
929.9 |
937.4 |
925.3 |
| S2 |
920.7 |
920.7 |
935.8 |
|
| S3 |
903.1 |
912.3 |
934.2 |
|
| S4 |
885.5 |
894.7 |
929.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
946.8 |
915.8 |
31.0 |
3.3% |
15.2 |
1.6% |
69% |
False |
False |
3,599 |
| 10 |
966.0 |
915.8 |
50.2 |
5.4% |
15.2 |
1.6% |
43% |
False |
False |
3,100 |
| 20 |
993.6 |
915.8 |
77.8 |
8.3% |
17.9 |
1.9% |
28% |
False |
False |
3,588 |
| 40 |
993.6 |
884.6 |
109.0 |
11.6% |
16.3 |
1.7% |
48% |
False |
False |
3,503 |
| 60 |
993.6 |
869.5 |
124.1 |
13.2% |
16.3 |
1.7% |
55% |
False |
False |
2,787 |
| 80 |
993.6 |
869.5 |
124.1 |
13.2% |
18.2 |
1.9% |
55% |
False |
False |
2,507 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.5% |
19.3 |
2.1% |
47% |
False |
False |
2,285 |
| 120 |
1,015.0 |
810.0 |
205.0 |
21.9% |
20.0 |
2.1% |
62% |
False |
False |
2,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,032.6 |
|
2.618 |
999.3 |
|
1.618 |
978.9 |
|
1.000 |
966.3 |
|
0.618 |
958.5 |
|
HIGH |
945.9 |
|
0.618 |
938.1 |
|
0.500 |
935.7 |
|
0.382 |
933.3 |
|
LOW |
925.5 |
|
0.618 |
912.9 |
|
1.000 |
905.1 |
|
1.618 |
892.5 |
|
2.618 |
872.1 |
|
4.250 |
838.8 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936.7 |
935.1 |
| PP |
936.2 |
933.0 |
| S1 |
935.7 |
930.9 |
|