COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
927.5 |
925.6 |
-1.9 |
-0.2% |
939.0 |
| High |
934.8 |
927.8 |
-7.0 |
-0.7% |
949.2 |
| Low |
924.1 |
907.6 |
-16.5 |
-1.8% |
925.7 |
| Close |
931.7 |
912.0 |
-19.7 |
-2.1% |
933.6 |
| Range |
10.7 |
20.2 |
9.5 |
88.8% |
23.5 |
| ATR |
15.5 |
16.1 |
0.6 |
3.9% |
0.0 |
| Volume |
4,884 |
7,381 |
2,497 |
51.1% |
14,053 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976.4 |
964.4 |
923.1 |
|
| R3 |
956.2 |
944.2 |
917.6 |
|
| R2 |
936.0 |
936.0 |
915.7 |
|
| R1 |
924.0 |
924.0 |
913.9 |
919.9 |
| PP |
915.8 |
915.8 |
915.8 |
913.8 |
| S1 |
903.8 |
903.8 |
910.1 |
899.7 |
| S2 |
895.6 |
895.6 |
908.3 |
|
| S3 |
875.4 |
883.6 |
906.4 |
|
| S4 |
855.2 |
863.4 |
900.9 |
|
|
| 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 |
907.6 |
41.6 |
4.6% |
15.7 |
1.7% |
11% |
False |
True |
6,423 |
| 10 |
951.0 |
907.6 |
43.4 |
4.8% |
14.9 |
1.6% |
10% |
False |
True |
4,839 |
| 20 |
968.9 |
907.6 |
61.3 |
6.7% |
14.9 |
1.6% |
7% |
False |
True |
3,882 |
| 40 |
993.6 |
907.6 |
86.0 |
9.4% |
15.9 |
1.7% |
5% |
False |
True |
4,038 |
| 60 |
993.6 |
870.5 |
123.1 |
13.5% |
15.7 |
1.7% |
34% |
False |
False |
3,290 |
| 80 |
993.6 |
869.5 |
124.1 |
13.6% |
17.2 |
1.9% |
34% |
False |
False |
2,907 |
| 100 |
1,015.0 |
869.5 |
145.5 |
16.0% |
19.0 |
2.1% |
29% |
False |
False |
2,584 |
| 120 |
1,015.0 |
825.5 |
189.5 |
20.8% |
19.3 |
2.1% |
46% |
False |
False |
2,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,013.7 |
|
2.618 |
980.7 |
|
1.618 |
960.5 |
|
1.000 |
948.0 |
|
0.618 |
940.3 |
|
HIGH |
927.8 |
|
0.618 |
920.1 |
|
0.500 |
917.7 |
|
0.382 |
915.3 |
|
LOW |
907.6 |
|
0.618 |
895.1 |
|
1.000 |
887.4 |
|
1.618 |
874.9 |
|
2.618 |
854.7 |
|
4.250 |
821.8 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
917.7 |
921.2 |
| PP |
915.8 |
918.1 |
| S1 |
913.9 |
915.1 |
|