COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
940.4 |
940.7 |
0.3 |
0.0% |
915.2 |
| High |
942.4 |
958.0 |
15.6 |
1.7% |
944.9 |
| Low |
934.4 |
940.0 |
5.6 |
0.6% |
910.6 |
| Close |
940.3 |
951.6 |
11.3 |
1.2% |
940.3 |
| Range |
8.0 |
18.0 |
10.0 |
125.0% |
34.3 |
| ATR |
14.2 |
14.5 |
0.3 |
1.9% |
0.0 |
| Volume |
9,077 |
13,823 |
4,746 |
52.3% |
84,015 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,003.9 |
995.7 |
961.5 |
|
| R3 |
985.9 |
977.7 |
956.6 |
|
| R2 |
967.9 |
967.9 |
954.9 |
|
| R1 |
959.7 |
959.7 |
953.3 |
963.8 |
| PP |
949.9 |
949.9 |
949.9 |
951.9 |
| S1 |
941.7 |
941.7 |
950.0 |
945.8 |
| S2 |
931.9 |
931.9 |
948.3 |
|
| S3 |
913.9 |
923.7 |
946.7 |
|
| S4 |
895.9 |
905.7 |
941.7 |
|
|
| 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 |
958.0 |
920.9 |
37.1 |
3.9% |
12.0 |
1.3% |
83% |
True |
False |
16,935 |
| 10 |
958.0 |
907.6 |
50.4 |
5.3% |
12.7 |
1.3% |
87% |
True |
False |
13,268 |
| 20 |
958.0 |
907.6 |
50.4 |
5.3% |
14.0 |
1.5% |
87% |
True |
False |
8,591 |
| 40 |
993.6 |
907.6 |
86.0 |
9.0% |
15.7 |
1.6% |
51% |
False |
False |
6,280 |
| 60 |
993.6 |
884.6 |
109.0 |
11.5% |
15.3 |
1.6% |
61% |
False |
False |
5,130 |
| 80 |
993.6 |
869.5 |
124.1 |
13.0% |
15.7 |
1.6% |
66% |
False |
False |
4,251 |
| 100 |
993.6 |
869.5 |
124.1 |
13.0% |
17.8 |
1.9% |
66% |
False |
False |
3,664 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.3% |
18.6 |
2.0% |
56% |
False |
False |
3,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,034.5 |
|
2.618 |
1,005.1 |
|
1.618 |
987.1 |
|
1.000 |
976.0 |
|
0.618 |
969.1 |
|
HIGH |
958.0 |
|
0.618 |
951.1 |
|
0.500 |
949.0 |
|
0.382 |
946.9 |
|
LOW |
940.0 |
|
0.618 |
928.9 |
|
1.000 |
922.0 |
|
1.618 |
910.9 |
|
2.618 |
892.9 |
|
4.250 |
863.5 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
950.7 |
949.8 |
| PP |
949.9 |
948.0 |
| S1 |
949.0 |
946.2 |
|