COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
929.2 |
934.7 |
5.5 |
0.6% |
940.1 |
| High |
945.9 |
942.9 |
-3.0 |
-0.3% |
946.8 |
| Low |
925.5 |
934.7 |
9.2 |
1.0% |
929.2 |
| Close |
937.2 |
942.2 |
5.0 |
0.5% |
939.0 |
| Range |
20.4 |
8.2 |
-12.2 |
-59.8% |
17.6 |
| ATR |
17.1 |
16.4 |
-0.6 |
-3.7% |
0.0 |
| Volume |
5,330 |
3,547 |
-1,783 |
-33.5% |
16,580 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964.5 |
961.6 |
946.7 |
|
| R3 |
956.3 |
953.4 |
944.5 |
|
| R2 |
948.1 |
948.1 |
943.7 |
|
| R1 |
945.2 |
945.2 |
943.0 |
946.7 |
| PP |
939.9 |
939.9 |
939.9 |
940.7 |
| S1 |
937.0 |
937.0 |
941.4 |
938.5 |
| S2 |
931.7 |
931.7 |
940.7 |
|
| S3 |
923.5 |
928.8 |
939.9 |
|
| S4 |
915.3 |
920.6 |
937.7 |
|
|
| 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 |
945.9 |
915.8 |
30.1 |
3.2% |
14.1 |
1.5% |
88% |
False |
False |
3,196 |
| 10 |
960.0 |
915.8 |
44.2 |
4.7% |
14.1 |
1.5% |
60% |
False |
False |
3,140 |
| 20 |
993.6 |
915.8 |
77.8 |
8.3% |
17.3 |
1.8% |
34% |
False |
False |
3,405 |
| 40 |
993.6 |
884.6 |
109.0 |
11.6% |
16.2 |
1.7% |
53% |
False |
False |
3,546 |
| 60 |
993.6 |
869.5 |
124.1 |
13.2% |
16.2 |
1.7% |
59% |
False |
False |
2,805 |
| 80 |
993.6 |
869.5 |
124.1 |
13.2% |
18.0 |
1.9% |
59% |
False |
False |
2,539 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.4% |
19.2 |
2.0% |
50% |
False |
False |
2,315 |
| 120 |
1,015.0 |
810.0 |
205.0 |
21.8% |
19.7 |
2.1% |
64% |
False |
False |
2,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
977.8 |
|
2.618 |
964.4 |
|
1.618 |
956.2 |
|
1.000 |
951.1 |
|
0.618 |
948.0 |
|
HIGH |
942.9 |
|
0.618 |
939.8 |
|
0.500 |
938.8 |
|
0.382 |
937.8 |
|
LOW |
934.7 |
|
0.618 |
929.6 |
|
1.000 |
926.5 |
|
1.618 |
921.4 |
|
2.618 |
913.2 |
|
4.250 |
899.9 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
941.1 |
938.4 |
| PP |
939.9 |
934.6 |
| S1 |
938.8 |
930.9 |
|