COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
951.8 |
955.0 |
3.2 |
0.3% |
915.2 |
| High |
957.7 |
960.2 |
2.5 |
0.3% |
944.9 |
| Low |
947.4 |
950.3 |
2.9 |
0.3% |
910.6 |
| Close |
956.0 |
957.6 |
1.6 |
0.2% |
940.3 |
| Range |
10.3 |
9.9 |
-0.4 |
-3.9% |
34.3 |
| ATR |
13.9 |
13.6 |
-0.3 |
-2.0% |
0.0 |
| Volume |
16,905 |
20,390 |
3,485 |
20.6% |
84,015 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985.7 |
981.6 |
963.0 |
|
| R3 |
975.8 |
971.7 |
960.3 |
|
| R2 |
965.9 |
965.9 |
959.4 |
|
| R1 |
961.8 |
961.8 |
958.5 |
963.9 |
| PP |
956.0 |
956.0 |
956.0 |
957.1 |
| S1 |
951.9 |
951.9 |
956.7 |
954.0 |
| S2 |
946.1 |
946.1 |
955.8 |
|
| S3 |
936.2 |
942.0 |
954.9 |
|
| S4 |
926.3 |
932.1 |
952.2 |
|
|
| 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 |
960.2 |
934.4 |
25.8 |
2.7% |
11.1 |
1.2% |
90% |
True |
False |
16,672 |
| 10 |
960.2 |
909.7 |
50.5 |
5.3% |
11.4 |
1.2% |
95% |
True |
False |
16,992 |
| 20 |
960.2 |
907.6 |
52.6 |
5.5% |
12.7 |
1.3% |
95% |
True |
False |
11,197 |
| 40 |
993.6 |
907.6 |
86.0 |
9.0% |
15.3 |
1.6% |
58% |
False |
False |
7,392 |
| 60 |
993.6 |
884.6 |
109.0 |
11.4% |
15.1 |
1.6% |
67% |
False |
False |
6,068 |
| 80 |
993.6 |
869.5 |
124.1 |
13.0% |
15.4 |
1.6% |
71% |
False |
False |
4,889 |
| 100 |
993.6 |
869.5 |
124.1 |
13.0% |
17.1 |
1.8% |
71% |
False |
False |
4,245 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.2% |
18.2 |
1.9% |
61% |
False |
False |
3,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,002.3 |
|
2.618 |
986.1 |
|
1.618 |
976.2 |
|
1.000 |
970.1 |
|
0.618 |
966.3 |
|
HIGH |
960.2 |
|
0.618 |
956.4 |
|
0.500 |
955.3 |
|
0.382 |
954.1 |
|
LOW |
950.3 |
|
0.618 |
944.2 |
|
1.000 |
940.4 |
|
1.618 |
934.3 |
|
2.618 |
924.4 |
|
4.250 |
908.2 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
956.8 |
956.3 |
| PP |
956.0 |
954.9 |
| S1 |
955.3 |
953.6 |
|