COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
924.7 |
928.7 |
4.0 |
0.4% |
932.6 |
| High |
930.2 |
944.9 |
14.7 |
1.6% |
934.8 |
| Low |
920.9 |
927.5 |
6.6 |
0.7% |
907.6 |
| Close |
925.6 |
942.2 |
16.6 |
1.8% |
915.4 |
| Range |
9.3 |
17.4 |
8.1 |
87.1% |
27.2 |
| ATR |
15.0 |
15.3 |
0.3 |
2.1% |
0.0 |
| Volume |
21,473 |
15,079 |
-6,394 |
-29.8% |
45,262 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990.4 |
983.7 |
951.8 |
|
| R3 |
973.0 |
966.3 |
947.0 |
|
| R2 |
955.6 |
955.6 |
945.4 |
|
| R1 |
948.9 |
948.9 |
943.8 |
952.3 |
| PP |
938.2 |
938.2 |
938.2 |
939.9 |
| S1 |
931.5 |
931.5 |
940.6 |
934.9 |
| S2 |
920.8 |
920.8 |
939.0 |
|
| S3 |
903.4 |
914.1 |
937.4 |
|
| S4 |
886.0 |
896.7 |
932.6 |
|
|
| 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 |
944.9 |
909.7 |
35.2 |
3.7% |
12.5 |
1.3% |
92% |
True |
False |
14,458 |
| 10 |
949.2 |
907.6 |
41.6 |
4.4% |
14.1 |
1.5% |
83% |
False |
False |
10,441 |
| 20 |
951.0 |
907.6 |
43.4 |
4.6% |
13.9 |
1.5% |
80% |
False |
False |
6,810 |
| 40 |
993.6 |
907.6 |
86.0 |
9.1% |
16.0 |
1.7% |
40% |
False |
False |
5,395 |
| 60 |
993.6 |
884.6 |
109.0 |
11.6% |
15.4 |
1.6% |
53% |
False |
False |
4,413 |
| 80 |
993.6 |
869.5 |
124.1 |
13.2% |
16.2 |
1.7% |
59% |
False |
False |
3,728 |
| 100 |
1,007.0 |
869.5 |
137.5 |
14.6% |
18.4 |
2.0% |
53% |
False |
False |
3,230 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.4% |
18.7 |
2.0% |
50% |
False |
False |
2,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,018.9 |
|
2.618 |
990.5 |
|
1.618 |
973.1 |
|
1.000 |
962.3 |
|
0.618 |
955.7 |
|
HIGH |
944.9 |
|
0.618 |
938.3 |
|
0.500 |
936.2 |
|
0.382 |
934.1 |
|
LOW |
927.5 |
|
0.618 |
916.7 |
|
1.000 |
910.1 |
|
1.618 |
899.3 |
|
2.618 |
881.9 |
|
4.250 |
853.6 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
940.2 |
937.4 |
| PP |
938.2 |
932.6 |
| S1 |
936.2 |
927.8 |
|