COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
939.0 |
940.9 |
1.9 |
0.2% |
937.0 |
| High |
945.7 |
948.0 |
2.3 |
0.2% |
951.0 |
| Low |
938.0 |
925.7 |
-12.3 |
-1.3% |
915.8 |
| Close |
943.4 |
930.2 |
-13.2 |
-1.4% |
943.7 |
| Range |
7.7 |
22.3 |
14.6 |
189.6% |
35.2 |
| ATR |
15.5 |
16.0 |
0.5 |
3.1% |
0.0 |
| Volume |
1,521 |
3,095 |
1,574 |
103.5% |
14,685 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,001.5 |
988.2 |
942.5 |
|
| R3 |
979.2 |
965.9 |
936.3 |
|
| R2 |
956.9 |
956.9 |
934.3 |
|
| R1 |
943.6 |
943.6 |
932.2 |
939.1 |
| PP |
934.6 |
934.6 |
934.6 |
932.4 |
| S1 |
921.3 |
921.3 |
928.2 |
916.8 |
| S2 |
912.3 |
912.3 |
926.1 |
|
| S3 |
890.0 |
899.0 |
924.1 |
|
| S4 |
867.7 |
876.7 |
917.9 |
|
|
| 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 |
925.5 |
25.5 |
2.7% |
14.1 |
1.5% |
18% |
False |
False |
3,254 |
| 10 |
951.0 |
915.8 |
35.2 |
3.8% |
13.8 |
1.5% |
41% |
False |
False |
3,179 |
| 20 |
993.6 |
915.8 |
77.8 |
8.4% |
16.8 |
1.8% |
19% |
False |
False |
3,166 |
| 40 |
993.6 |
899.5 |
94.1 |
10.1% |
15.9 |
1.7% |
33% |
False |
False |
3,625 |
| 60 |
993.6 |
869.5 |
124.1 |
13.3% |
15.8 |
1.7% |
49% |
False |
False |
2,852 |
| 80 |
993.6 |
869.5 |
124.1 |
13.3% |
17.8 |
1.9% |
49% |
False |
False |
2,580 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.6% |
19.2 |
2.1% |
42% |
False |
False |
2,369 |
| 120 |
1,015.0 |
810.0 |
205.0 |
22.0% |
19.4 |
2.1% |
59% |
False |
False |
2,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,042.8 |
|
2.618 |
1,006.4 |
|
1.618 |
984.1 |
|
1.000 |
970.3 |
|
0.618 |
961.8 |
|
HIGH |
948.0 |
|
0.618 |
939.5 |
|
0.500 |
936.9 |
|
0.382 |
934.2 |
|
LOW |
925.7 |
|
0.618 |
911.9 |
|
1.000 |
903.4 |
|
1.618 |
889.6 |
|
2.618 |
867.3 |
|
4.250 |
830.9 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936.9 |
938.4 |
| PP |
934.6 |
935.6 |
| S1 |
932.4 |
932.9 |
|