COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
911.0 |
914.8 |
3.8 |
0.4% |
932.6 |
| High |
921.7 |
917.9 |
-3.8 |
-0.4% |
934.8 |
| Low |
910.0 |
909.7 |
-0.3 |
0.0% |
907.6 |
| Close |
919.1 |
915.4 |
-3.7 |
-0.4% |
915.4 |
| Range |
11.7 |
8.2 |
-3.5 |
-29.9% |
27.2 |
| ATR |
15.8 |
15.4 |
-0.5 |
-2.9% |
0.0 |
| Volume |
10,957 |
11,623 |
666 |
6.1% |
45,262 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
938.9 |
935.4 |
919.9 |
|
| R3 |
930.7 |
927.2 |
917.7 |
|
| R2 |
922.5 |
922.5 |
916.9 |
|
| R1 |
919.0 |
919.0 |
916.2 |
920.8 |
| PP |
914.3 |
914.3 |
914.3 |
915.2 |
| S1 |
910.8 |
910.8 |
914.6 |
912.6 |
| S2 |
906.1 |
906.1 |
913.9 |
|
| S3 |
897.9 |
902.6 |
913.1 |
|
| S4 |
889.7 |
894.4 |
910.9 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,000.9 |
985.3 |
930.4 |
|
| R3 |
973.7 |
958.1 |
922.9 |
|
| R2 |
946.5 |
946.5 |
920.4 |
|
| R1 |
930.9 |
930.9 |
917.9 |
925.1 |
| PP |
919.3 |
919.3 |
919.3 |
916.4 |
| S1 |
903.7 |
903.7 |
912.9 |
897.9 |
| S2 |
892.1 |
892.1 |
910.4 |
|
| S3 |
864.9 |
876.5 |
907.9 |
|
| S4 |
837.7 |
849.3 |
900.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
934.8 |
907.6 |
27.2 |
3.0% |
12.3 |
1.3% |
29% |
False |
False |
9,052 |
| 10 |
951.0 |
907.6 |
43.4 |
4.7% |
14.0 |
1.5% |
18% |
False |
False |
6,209 |
| 20 |
960.0 |
907.6 |
52.4 |
5.7% |
14.0 |
1.5% |
15% |
False |
False |
4,674 |
| 40 |
993.6 |
907.6 |
86.0 |
9.4% |
15.8 |
1.7% |
9% |
False |
False |
4,405 |
| 60 |
993.6 |
870.5 |
123.1 |
13.4% |
15.6 |
1.7% |
36% |
False |
False |
3,620 |
| 80 |
993.6 |
869.5 |
124.1 |
13.6% |
17.1 |
1.9% |
37% |
False |
False |
3,153 |
| 100 |
1,015.0 |
869.5 |
145.5 |
15.9% |
18.7 |
2.0% |
32% |
False |
False |
2,773 |
| 120 |
1,015.0 |
855.0 |
160.0 |
17.5% |
18.9 |
2.1% |
38% |
False |
False |
2,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
952.8 |
|
2.618 |
939.4 |
|
1.618 |
931.2 |
|
1.000 |
926.1 |
|
0.618 |
923.0 |
|
HIGH |
917.9 |
|
0.618 |
914.8 |
|
0.500 |
913.8 |
|
0.382 |
912.8 |
|
LOW |
909.7 |
|
0.618 |
904.6 |
|
1.000 |
901.5 |
|
1.618 |
896.4 |
|
2.618 |
888.2 |
|
4.250 |
874.9 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
914.9 |
917.7 |
| PP |
914.3 |
916.9 |
| S1 |
913.8 |
916.2 |
|