COMEX Gold Future December 2009
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
955.0 |
950.0 |
-5.0 |
-0.5% |
940.7 |
High |
960.2 |
957.0 |
-3.2 |
-0.3% |
960.2 |
Low |
950.3 |
949.7 |
-0.6 |
-0.1% |
940.0 |
Close |
957.6 |
955.9 |
-1.7 |
-0.2% |
955.9 |
Range |
9.9 |
7.3 |
-2.6 |
-26.3% |
20.2 |
ATR |
13.6 |
13.2 |
-0.4 |
-3.0% |
0.0 |
Volume |
20,390 |
42,979 |
22,589 |
110.8% |
117,265 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
976.1 |
973.3 |
959.9 |
|
R3 |
968.8 |
966.0 |
957.9 |
|
R2 |
961.5 |
961.5 |
957.2 |
|
R1 |
958.7 |
958.7 |
956.6 |
960.1 |
PP |
954.2 |
954.2 |
954.2 |
954.9 |
S1 |
951.4 |
951.4 |
955.2 |
952.8 |
S2 |
946.9 |
946.9 |
954.6 |
|
S3 |
939.6 |
944.1 |
953.9 |
|
S4 |
932.3 |
936.8 |
951.9 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,012.6 |
1,004.5 |
967.0 |
|
R3 |
992.4 |
984.3 |
961.5 |
|
R2 |
972.2 |
972.2 |
959.6 |
|
R1 |
964.1 |
964.1 |
957.8 |
968.2 |
PP |
952.0 |
952.0 |
952.0 |
954.1 |
S1 |
943.9 |
943.9 |
954.0 |
948.0 |
S2 |
931.8 |
931.8 |
952.2 |
|
S3 |
911.6 |
923.7 |
950.3 |
|
S4 |
891.4 |
903.5 |
944.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
960.2 |
940.0 |
20.2 |
2.1% |
11.0 |
1.1% |
79% |
False |
False |
23,453 |
10 |
960.2 |
910.6 |
49.6 |
5.2% |
11.3 |
1.2% |
91% |
False |
False |
20,128 |
20 |
960.2 |
907.6 |
52.6 |
5.5% |
12.6 |
1.3% |
92% |
False |
False |
13,168 |
40 |
993.6 |
907.6 |
86.0 |
9.0% |
15.0 |
1.6% |
56% |
False |
False |
8,287 |
60 |
993.6 |
884.6 |
109.0 |
11.4% |
15.0 |
1.6% |
65% |
False |
False |
6,754 |
80 |
993.6 |
869.5 |
124.1 |
13.0% |
15.3 |
1.6% |
70% |
False |
False |
5,396 |
100 |
993.6 |
869.5 |
124.1 |
13.0% |
17.0 |
1.8% |
70% |
False |
False |
4,665 |
120 |
1,015.0 |
869.5 |
145.5 |
15.2% |
18.1 |
1.9% |
59% |
False |
False |
4,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
988.0 |
2.618 |
976.1 |
1.618 |
968.8 |
1.000 |
964.3 |
0.618 |
961.5 |
HIGH |
957.0 |
0.618 |
954.2 |
0.500 |
953.4 |
0.382 |
952.5 |
LOW |
949.7 |
0.618 |
945.2 |
1.000 |
942.4 |
1.618 |
937.9 |
2.618 |
930.6 |
4.250 |
918.7 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
955.1 |
955.2 |
PP |
954.2 |
954.5 |
S1 |
953.4 |
953.8 |
|