COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
945.0 |
932.6 |
-12.4 |
-1.3% |
939.0 |
| High |
945.0 |
933.7 |
-11.3 |
-1.2% |
949.2 |
| Low |
929.5 |
922.8 |
-6.7 |
-0.7% |
925.7 |
| Close |
933.6 |
926.9 |
-6.7 |
-0.7% |
933.6 |
| Range |
15.5 |
10.9 |
-4.6 |
-29.7% |
23.5 |
| ATR |
16.3 |
15.9 |
-0.4 |
-2.4% |
0.0 |
| Volume |
4,389 |
10,417 |
6,028 |
137.3% |
14,053 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960.5 |
954.6 |
932.9 |
|
| R3 |
949.6 |
943.7 |
929.9 |
|
| R2 |
938.7 |
938.7 |
928.9 |
|
| R1 |
932.8 |
932.8 |
927.9 |
930.3 |
| PP |
927.8 |
927.8 |
927.8 |
926.6 |
| S1 |
921.9 |
921.9 |
925.9 |
919.4 |
| S2 |
916.9 |
916.9 |
924.9 |
|
| S3 |
906.0 |
911.0 |
923.9 |
|
| S4 |
895.1 |
900.1 |
920.9 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,006.7 |
993.6 |
946.5 |
|
| R3 |
983.2 |
970.1 |
940.1 |
|
| R2 |
959.7 |
959.7 |
937.9 |
|
| R1 |
946.6 |
946.6 |
935.8 |
941.4 |
| PP |
936.2 |
936.2 |
936.2 |
933.6 |
| S1 |
923.1 |
923.1 |
931.4 |
917.9 |
| S2 |
912.7 |
912.7 |
929.3 |
|
| S3 |
889.2 |
899.6 |
927.1 |
|
| S4 |
865.7 |
876.1 |
920.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
949.2 |
922.8 |
26.4 |
2.8% |
15.5 |
1.7% |
16% |
False |
True |
4,894 |
| 10 |
951.0 |
915.8 |
35.2 |
3.8% |
15.4 |
1.7% |
32% |
False |
False |
3,915 |
| 20 |
968.9 |
915.8 |
53.1 |
5.7% |
14.9 |
1.6% |
21% |
False |
False |
3,823 |
| 40 |
993.6 |
911.1 |
82.5 |
8.9% |
15.7 |
1.7% |
19% |
False |
False |
3,928 |
| 60 |
993.6 |
870.5 |
123.1 |
13.3% |
15.6 |
1.7% |
46% |
False |
False |
3,128 |
| 80 |
993.6 |
869.5 |
124.1 |
13.4% |
17.4 |
1.9% |
46% |
False |
False |
2,780 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.7% |
18.9 |
2.0% |
39% |
False |
False |
2,505 |
| 120 |
1,015.0 |
810.0 |
205.0 |
22.1% |
19.3 |
2.1% |
57% |
False |
False |
2,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
980.0 |
|
2.618 |
962.2 |
|
1.618 |
951.3 |
|
1.000 |
944.6 |
|
0.618 |
940.4 |
|
HIGH |
933.7 |
|
0.618 |
929.5 |
|
0.500 |
928.3 |
|
0.382 |
927.0 |
|
LOW |
922.8 |
|
0.618 |
916.1 |
|
1.000 |
911.9 |
|
1.618 |
905.2 |
|
2.618 |
894.3 |
|
4.250 |
876.5 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
928.3 |
936.0 |
| PP |
927.8 |
933.0 |
| S1 |
927.4 |
929.9 |
|