COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
940.9 |
928.0 |
-12.9 |
-1.4% |
937.0 |
| High |
948.0 |
949.2 |
1.2 |
0.1% |
951.0 |
| Low |
925.7 |
928.0 |
2.3 |
0.2% |
915.8 |
| Close |
930.2 |
944.2 |
14.0 |
1.5% |
943.7 |
| Range |
22.3 |
21.2 |
-1.1 |
-4.9% |
35.2 |
| ATR |
16.0 |
16.4 |
0.4 |
2.3% |
0.0 |
| Volume |
3,095 |
5,048 |
1,953 |
63.1% |
14,685 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,004.1 |
995.3 |
955.9 |
|
| R3 |
982.9 |
974.1 |
950.0 |
|
| R2 |
961.7 |
961.7 |
948.1 |
|
| R1 |
952.9 |
952.9 |
946.1 |
957.3 |
| PP |
940.5 |
940.5 |
940.5 |
942.7 |
| S1 |
931.7 |
931.7 |
942.3 |
936.1 |
| S2 |
919.3 |
919.3 |
940.3 |
|
| S3 |
898.1 |
910.5 |
938.4 |
|
| S4 |
876.9 |
889.3 |
932.5 |
|
|
| 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 |
925.7 |
25.3 |
2.7% |
14.2 |
1.5% |
73% |
False |
False |
3,198 |
| 10 |
951.0 |
915.8 |
35.2 |
3.7% |
14.7 |
1.6% |
81% |
False |
False |
3,398 |
| 20 |
987.0 |
915.8 |
71.2 |
7.5% |
16.1 |
1.7% |
40% |
False |
False |
3,296 |
| 40 |
993.6 |
901.1 |
92.5 |
9.8% |
15.9 |
1.7% |
47% |
False |
False |
3,668 |
| 60 |
993.6 |
870.5 |
123.1 |
13.0% |
15.6 |
1.6% |
60% |
False |
False |
2,922 |
| 80 |
993.6 |
869.5 |
124.1 |
13.1% |
17.7 |
1.9% |
60% |
False |
False |
2,620 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.4% |
19.2 |
2.0% |
51% |
False |
False |
2,397 |
| 120 |
1,015.0 |
810.0 |
205.0 |
21.7% |
19.5 |
2.1% |
65% |
False |
False |
2,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,039.3 |
|
2.618 |
1,004.7 |
|
1.618 |
983.5 |
|
1.000 |
970.4 |
|
0.618 |
962.3 |
|
HIGH |
949.2 |
|
0.618 |
941.1 |
|
0.500 |
938.6 |
|
0.382 |
936.1 |
|
LOW |
928.0 |
|
0.618 |
914.9 |
|
1.000 |
906.8 |
|
1.618 |
893.7 |
|
2.618 |
872.5 |
|
4.250 |
837.9 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
942.3 |
942.0 |
| PP |
940.5 |
939.7 |
| S1 |
938.6 |
937.5 |
|