COMEX Gold Future December 2009
Trading Metrics calculated at close of trading on 21-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
940.7 |
952.0 |
11.3 |
1.2% |
915.2 |
High |
958.0 |
956.4 |
-1.6 |
-0.2% |
944.9 |
Low |
940.0 |
947.0 |
7.0 |
0.7% |
910.6 |
Close |
951.6 |
949.6 |
-2.0 |
-0.2% |
940.3 |
Range |
18.0 |
9.4 |
-8.6 |
-47.8% |
34.3 |
ATR |
14.5 |
14.1 |
-0.4 |
-2.5% |
0.0 |
Volume |
13,823 |
23,168 |
9,345 |
67.6% |
84,015 |
|
Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
979.2 |
973.8 |
954.8 |
|
R3 |
969.8 |
964.4 |
952.2 |
|
R2 |
960.4 |
960.4 |
951.3 |
|
R1 |
955.0 |
955.0 |
950.5 |
953.0 |
PP |
951.0 |
951.0 |
951.0 |
950.0 |
S1 |
945.6 |
945.6 |
948.7 |
943.6 |
S2 |
941.6 |
941.6 |
947.9 |
|
S3 |
932.2 |
936.2 |
947.0 |
|
S4 |
922.8 |
926.8 |
944.4 |
|
|
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 |
927.5 |
30.5 |
3.2% |
12.1 |
1.3% |
72% |
False |
False |
17,274 |
10 |
958.0 |
907.6 |
50.4 |
5.3% |
12.5 |
1.3% |
83% |
False |
False |
15,096 |
20 |
958.0 |
907.6 |
50.4 |
5.3% |
13.4 |
1.4% |
83% |
False |
False |
9,698 |
40 |
993.6 |
907.6 |
86.0 |
9.1% |
15.6 |
1.6% |
49% |
False |
False |
6,721 |
60 |
993.6 |
884.6 |
109.0 |
11.5% |
15.2 |
1.6% |
60% |
False |
False |
5,483 |
80 |
993.6 |
869.5 |
124.1 |
13.1% |
15.6 |
1.6% |
65% |
False |
False |
4,524 |
100 |
993.6 |
869.5 |
124.1 |
13.1% |
17.7 |
1.9% |
65% |
False |
False |
3,888 |
120 |
1,015.0 |
869.5 |
145.5 |
15.3% |
18.4 |
1.9% |
55% |
False |
False |
3,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
996.4 |
2.618 |
981.0 |
1.618 |
971.6 |
1.000 |
965.8 |
0.618 |
962.2 |
HIGH |
956.4 |
0.618 |
952.8 |
0.500 |
951.7 |
0.382 |
950.6 |
LOW |
947.0 |
0.618 |
941.2 |
1.000 |
937.6 |
1.618 |
931.8 |
2.618 |
922.4 |
4.250 |
907.1 |
|
|
Fisher Pivots for day following 21-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
951.7 |
948.5 |
PP |
951.0 |
947.3 |
S1 |
950.3 |
946.2 |
|