COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
954.5 |
956.1 |
1.6 |
0.2% |
940.7 |
| High |
962.7 |
959.4 |
-3.3 |
-0.3% |
960.2 |
| Low |
950.6 |
936.5 |
-14.1 |
-1.5% |
940.0 |
| Close |
956.3 |
941.7 |
-14.6 |
-1.5% |
955.9 |
| Range |
12.1 |
22.9 |
10.8 |
89.3% |
20.2 |
| ATR |
13.1 |
13.8 |
0.7 |
5.3% |
0.0 |
| Volume |
29,383 |
41,117 |
11,734 |
39.9% |
117,265 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.6 |
1,001.0 |
954.3 |
|
| R3 |
991.7 |
978.1 |
948.0 |
|
| R2 |
968.8 |
968.8 |
945.9 |
|
| R1 |
955.2 |
955.2 |
943.8 |
950.6 |
| PP |
945.9 |
945.9 |
945.9 |
943.5 |
| S1 |
932.3 |
932.3 |
939.6 |
927.7 |
| S2 |
923.0 |
923.0 |
937.5 |
|
| S3 |
900.1 |
909.4 |
935.4 |
|
| S4 |
877.2 |
886.5 |
929.1 |
|
|
| 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 |
936.5 |
26.2 |
2.8% |
12.5 |
1.3% |
20% |
False |
True |
30,154 |
| 10 |
962.7 |
927.5 |
35.2 |
3.7% |
12.3 |
1.3% |
40% |
False |
False |
23,714 |
| 20 |
962.7 |
907.6 |
55.1 |
5.9% |
13.4 |
1.4% |
62% |
False |
False |
16,478 |
| 40 |
993.6 |
907.6 |
86.0 |
9.1% |
15.0 |
1.6% |
40% |
False |
False |
9,867 |
| 60 |
993.6 |
891.4 |
102.2 |
10.9% |
15.1 |
1.6% |
49% |
False |
False |
7,867 |
| 80 |
993.6 |
869.5 |
124.1 |
13.2% |
15.1 |
1.6% |
58% |
False |
False |
6,241 |
| 100 |
993.6 |
869.5 |
124.1 |
13.2% |
16.8 |
1.8% |
58% |
False |
False |
5,340 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.5% |
18.1 |
1.9% |
50% |
False |
False |
4,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,056.7 |
|
2.618 |
1,019.4 |
|
1.618 |
996.5 |
|
1.000 |
982.3 |
|
0.618 |
973.6 |
|
HIGH |
959.4 |
|
0.618 |
950.7 |
|
0.500 |
948.0 |
|
0.382 |
945.2 |
|
LOW |
936.5 |
|
0.618 |
922.3 |
|
1.000 |
913.6 |
|
1.618 |
899.4 |
|
2.618 |
876.5 |
|
4.250 |
839.2 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
948.0 |
949.6 |
| PP |
945.9 |
947.0 |
| S1 |
943.8 |
944.3 |
|