COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
943.0 |
940.4 |
-2.6 |
-0.3% |
915.2 |
| High |
943.0 |
942.4 |
-0.6 |
-0.1% |
944.9 |
| Low |
935.5 |
934.4 |
-1.1 |
-0.1% |
910.6 |
| Close |
938.2 |
940.3 |
2.1 |
0.2% |
940.3 |
| Range |
7.5 |
8.0 |
0.5 |
6.7% |
34.3 |
| ATR |
14.7 |
14.2 |
-0.5 |
-3.3% |
0.0 |
| Volume |
25,227 |
9,077 |
-16,150 |
-64.0% |
84,015 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
963.0 |
959.7 |
944.7 |
|
| R3 |
955.0 |
951.7 |
942.5 |
|
| R2 |
947.0 |
947.0 |
941.8 |
|
| R1 |
943.7 |
943.7 |
941.0 |
941.4 |
| PP |
939.0 |
939.0 |
939.0 |
937.9 |
| S1 |
935.7 |
935.7 |
939.6 |
933.4 |
| S2 |
931.0 |
931.0 |
938.8 |
|
| S3 |
923.0 |
927.7 |
938.1 |
|
| S4 |
915.0 |
919.7 |
935.9 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.8 |
1,021.9 |
959.2 |
|
| R3 |
1,000.5 |
987.6 |
949.7 |
|
| R2 |
966.2 |
966.2 |
946.6 |
|
| R1 |
953.3 |
953.3 |
943.4 |
959.8 |
| PP |
931.9 |
931.9 |
931.9 |
935.2 |
| S1 |
919.0 |
919.0 |
937.2 |
925.5 |
| S2 |
897.6 |
897.6 |
934.0 |
|
| S3 |
863.3 |
884.7 |
930.9 |
|
| S4 |
829.0 |
850.4 |
921.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
944.9 |
910.6 |
34.3 |
3.6% |
11.6 |
1.2% |
87% |
False |
False |
16,803 |
| 10 |
944.9 |
907.6 |
37.3 |
4.0% |
12.0 |
1.3% |
88% |
False |
False |
12,927 |
| 20 |
951.0 |
907.6 |
43.4 |
4.6% |
13.4 |
1.4% |
75% |
False |
False |
8,104 |
| 40 |
993.6 |
907.6 |
86.0 |
9.1% |
15.8 |
1.7% |
38% |
False |
False |
6,126 |
| 60 |
993.6 |
884.6 |
109.0 |
11.6% |
15.3 |
1.6% |
51% |
False |
False |
4,921 |
| 80 |
993.6 |
869.5 |
124.1 |
13.2% |
15.7 |
1.7% |
57% |
False |
False |
4,112 |
| 100 |
993.6 |
869.5 |
124.1 |
13.2% |
18.0 |
1.9% |
57% |
False |
False |
3,541 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.5% |
18.6 |
2.0% |
49% |
False |
False |
3,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
976.4 |
|
2.618 |
963.3 |
|
1.618 |
955.3 |
|
1.000 |
950.4 |
|
0.618 |
947.3 |
|
HIGH |
942.4 |
|
0.618 |
939.3 |
|
0.500 |
938.4 |
|
0.382 |
937.5 |
|
LOW |
934.4 |
|
0.618 |
929.5 |
|
1.000 |
926.4 |
|
1.618 |
921.5 |
|
2.618 |
913.5 |
|
4.250 |
900.4 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
939.7 |
938.9 |
| PP |
939.0 |
937.6 |
| S1 |
938.4 |
936.2 |
|