COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
934.7 |
942.8 |
8.1 |
0.9% |
937.0 |
| High |
942.9 |
951.0 |
8.1 |
0.9% |
951.0 |
| Low |
934.7 |
939.3 |
4.6 |
0.5% |
915.8 |
| Close |
942.2 |
943.7 |
1.5 |
0.2% |
943.7 |
| Range |
8.2 |
11.7 |
3.5 |
42.7% |
35.2 |
| ATR |
16.4 |
16.1 |
-0.3 |
-2.1% |
0.0 |
| Volume |
3,547 |
2,781 |
-766 |
-21.6% |
14,685 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.8 |
973.4 |
950.1 |
|
| R3 |
968.1 |
961.7 |
946.9 |
|
| R2 |
956.4 |
956.4 |
945.8 |
|
| R1 |
950.0 |
950.0 |
944.8 |
953.2 |
| PP |
944.7 |
944.7 |
944.7 |
946.3 |
| S1 |
938.3 |
938.3 |
942.6 |
941.5 |
| S2 |
933.0 |
933.0 |
941.6 |
|
| S3 |
921.3 |
926.6 |
940.5 |
|
| S4 |
909.6 |
914.9 |
937.3 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,042.4 |
1,028.3 |
963.1 |
|
| R3 |
1,007.2 |
993.1 |
953.4 |
|
| R2 |
972.0 |
972.0 |
950.2 |
|
| R1 |
957.9 |
957.9 |
946.9 |
965.0 |
| PP |
936.8 |
936.8 |
936.8 |
940.4 |
| S1 |
922.7 |
922.7 |
940.5 |
929.8 |
| S2 |
901.6 |
901.6 |
937.2 |
|
| S3 |
866.4 |
887.5 |
934.0 |
|
| S4 |
831.2 |
852.3 |
924.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
951.0 |
915.8 |
35.2 |
3.7% |
15.3 |
1.6% |
79% |
True |
False |
2,937 |
| 10 |
951.0 |
915.8 |
35.2 |
3.7% |
13.1 |
1.4% |
79% |
True |
False |
3,126 |
| 20 |
993.6 |
915.8 |
77.8 |
8.2% |
16.8 |
1.8% |
36% |
False |
False |
3,243 |
| 40 |
993.6 |
884.8 |
108.8 |
11.5% |
16.0 |
1.7% |
54% |
False |
False |
3,550 |
| 60 |
993.6 |
869.5 |
124.1 |
13.2% |
16.1 |
1.7% |
60% |
False |
False |
2,818 |
| 80 |
993.6 |
869.5 |
124.1 |
13.2% |
17.9 |
1.9% |
60% |
False |
False |
2,550 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.4% |
19.2 |
2.0% |
51% |
False |
False |
2,338 |
| 120 |
1,015.0 |
810.0 |
205.0 |
21.7% |
19.6 |
2.1% |
65% |
False |
False |
2,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,000.7 |
|
2.618 |
981.6 |
|
1.618 |
969.9 |
|
1.000 |
962.7 |
|
0.618 |
958.2 |
|
HIGH |
951.0 |
|
0.618 |
946.5 |
|
0.500 |
945.2 |
|
0.382 |
943.8 |
|
LOW |
939.3 |
|
0.618 |
932.1 |
|
1.000 |
927.6 |
|
1.618 |
920.4 |
|
2.618 |
908.7 |
|
4.250 |
889.6 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
945.2 |
941.9 |
| PP |
944.7 |
940.1 |
| S1 |
944.2 |
938.3 |
|