COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
950.0 |
954.5 |
4.5 |
0.5% |
940.7 |
| High |
957.0 |
962.7 |
5.7 |
0.6% |
960.2 |
| Low |
949.7 |
950.6 |
0.9 |
0.1% |
940.0 |
| Close |
955.9 |
956.3 |
0.4 |
0.0% |
955.9 |
| Range |
7.3 |
12.1 |
4.8 |
65.8% |
20.2 |
| ATR |
13.2 |
13.1 |
-0.1 |
-0.6% |
0.0 |
| Volume |
42,979 |
29,383 |
-13,596 |
-31.6% |
117,265 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
992.8 |
986.7 |
963.0 |
|
| R3 |
980.7 |
974.6 |
959.6 |
|
| R2 |
968.6 |
968.6 |
958.5 |
|
| R1 |
962.5 |
962.5 |
957.4 |
965.6 |
| PP |
956.5 |
956.5 |
956.5 |
958.1 |
| S1 |
950.4 |
950.4 |
955.2 |
953.5 |
| S2 |
944.4 |
944.4 |
954.1 |
|
| S3 |
932.3 |
938.3 |
953.0 |
|
| S4 |
920.2 |
926.2 |
949.6 |
|
|
| 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 |
962.7 |
947.0 |
15.7 |
1.6% |
9.8 |
1.0% |
59% |
True |
False |
26,565 |
| 10 |
962.7 |
920.9 |
41.8 |
4.4% |
10.9 |
1.1% |
85% |
True |
False |
21,750 |
| 20 |
962.7 |
907.6 |
55.1 |
5.8% |
12.7 |
1.3% |
88% |
True |
False |
14,498 |
| 40 |
993.6 |
907.6 |
86.0 |
9.0% |
14.8 |
1.5% |
57% |
False |
False |
8,871 |
| 60 |
993.6 |
884.8 |
108.8 |
11.4% |
14.9 |
1.6% |
66% |
False |
False |
7,200 |
| 80 |
993.6 |
869.5 |
124.1 |
13.0% |
15.3 |
1.6% |
70% |
False |
False |
5,738 |
| 100 |
993.6 |
869.5 |
124.1 |
13.0% |
16.9 |
1.8% |
70% |
False |
False |
4,939 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.2% |
18.1 |
1.9% |
60% |
False |
False |
4,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,014.1 |
|
2.618 |
994.4 |
|
1.618 |
982.3 |
|
1.000 |
974.8 |
|
0.618 |
970.2 |
|
HIGH |
962.7 |
|
0.618 |
958.1 |
|
0.500 |
956.7 |
|
0.382 |
955.2 |
|
LOW |
950.6 |
|
0.618 |
943.1 |
|
1.000 |
938.5 |
|
1.618 |
931.0 |
|
2.618 |
918.9 |
|
4.250 |
899.2 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
956.7 |
956.3 |
| PP |
956.5 |
956.2 |
| S1 |
956.4 |
956.2 |
|