COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
928.0 |
945.0 |
17.0 |
1.8% |
937.0 |
| High |
949.2 |
945.0 |
-4.2 |
-0.4% |
951.0 |
| Low |
928.0 |
929.5 |
1.5 |
0.2% |
915.8 |
| Close |
944.2 |
933.6 |
-10.6 |
-1.1% |
943.7 |
| Range |
21.2 |
15.5 |
-5.7 |
-26.9% |
35.2 |
| ATR |
16.4 |
16.3 |
-0.1 |
-0.4% |
0.0 |
| Volume |
5,048 |
4,389 |
-659 |
-13.1% |
14,685 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982.5 |
973.6 |
942.1 |
|
| R3 |
967.0 |
958.1 |
937.9 |
|
| R2 |
951.5 |
951.5 |
936.4 |
|
| R1 |
942.6 |
942.6 |
935.0 |
939.3 |
| PP |
936.0 |
936.0 |
936.0 |
934.4 |
| S1 |
927.1 |
927.1 |
932.2 |
923.8 |
| S2 |
920.5 |
920.5 |
930.8 |
|
| S3 |
905.0 |
911.6 |
929.3 |
|
| S4 |
889.5 |
896.1 |
925.1 |
|
|
| 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% |
15.7 |
1.7% |
31% |
False |
False |
3,366 |
| 10 |
951.0 |
915.8 |
35.2 |
3.8% |
14.9 |
1.6% |
51% |
False |
False |
3,281 |
| 20 |
987.0 |
915.8 |
71.2 |
7.6% |
15.8 |
1.7% |
25% |
False |
False |
3,415 |
| 40 |
993.6 |
911.1 |
82.5 |
8.8% |
15.9 |
1.7% |
27% |
False |
False |
3,729 |
| 60 |
993.6 |
870.5 |
123.1 |
13.2% |
15.6 |
1.7% |
51% |
False |
False |
2,970 |
| 80 |
993.6 |
869.5 |
124.1 |
13.3% |
17.5 |
1.9% |
52% |
False |
False |
2,662 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.6% |
19.1 |
2.1% |
44% |
False |
False |
2,414 |
| 120 |
1,015.0 |
810.0 |
205.0 |
22.0% |
19.3 |
2.1% |
60% |
False |
False |
2,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,010.9 |
|
2.618 |
985.6 |
|
1.618 |
970.1 |
|
1.000 |
960.5 |
|
0.618 |
954.6 |
|
HIGH |
945.0 |
|
0.618 |
939.1 |
|
0.500 |
937.3 |
|
0.382 |
935.4 |
|
LOW |
929.5 |
|
0.618 |
919.9 |
|
1.000 |
914.0 |
|
1.618 |
904.4 |
|
2.618 |
888.9 |
|
4.250 |
863.6 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
937.3 |
937.5 |
| PP |
936.0 |
936.2 |
| S1 |
934.8 |
934.9 |
|