COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
956.1 |
939.8 |
-16.3 |
-1.7% |
940.7 |
| High |
959.4 |
943.3 |
-16.1 |
-1.7% |
960.2 |
| Low |
936.5 |
927.6 |
-8.9 |
-1.0% |
940.0 |
| Close |
941.7 |
929.7 |
-12.0 |
-1.3% |
955.9 |
| Range |
22.9 |
15.7 |
-7.2 |
-31.4% |
20.2 |
| ATR |
13.8 |
13.9 |
0.1 |
1.0% |
0.0 |
| Volume |
41,117 |
83,800 |
42,683 |
103.8% |
117,265 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980.6 |
970.9 |
938.3 |
|
| R3 |
964.9 |
955.2 |
934.0 |
|
| R2 |
949.2 |
949.2 |
932.6 |
|
| R1 |
939.5 |
939.5 |
931.1 |
936.5 |
| PP |
933.5 |
933.5 |
933.5 |
932.1 |
| S1 |
923.8 |
923.8 |
928.3 |
920.8 |
| S2 |
917.8 |
917.8 |
926.8 |
|
| S3 |
902.1 |
908.1 |
925.4 |
|
| S4 |
886.4 |
892.4 |
921.1 |
|
|
| 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 |
927.6 |
35.1 |
3.8% |
13.6 |
1.5% |
6% |
False |
True |
43,533 |
| 10 |
962.7 |
927.6 |
35.1 |
3.8% |
12.1 |
1.3% |
6% |
False |
True |
30,586 |
| 20 |
962.7 |
907.6 |
55.1 |
5.9% |
13.1 |
1.4% |
40% |
False |
False |
20,513 |
| 40 |
993.6 |
907.6 |
86.0 |
9.3% |
15.0 |
1.6% |
26% |
False |
False |
11,839 |
| 60 |
993.6 |
899.5 |
94.1 |
10.1% |
15.0 |
1.6% |
32% |
False |
False |
9,254 |
| 80 |
993.6 |
869.5 |
124.1 |
13.3% |
15.1 |
1.6% |
49% |
False |
False |
7,267 |
| 100 |
993.6 |
869.5 |
124.1 |
13.3% |
16.8 |
1.8% |
49% |
False |
False |
6,167 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.7% |
18.2 |
2.0% |
41% |
False |
False |
5,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,010.0 |
|
2.618 |
984.4 |
|
1.618 |
968.7 |
|
1.000 |
959.0 |
|
0.618 |
953.0 |
|
HIGH |
943.3 |
|
0.618 |
937.3 |
|
0.500 |
935.5 |
|
0.382 |
933.6 |
|
LOW |
927.6 |
|
0.618 |
917.9 |
|
1.000 |
911.9 |
|
1.618 |
902.2 |
|
2.618 |
886.5 |
|
4.250 |
860.9 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
935.5 |
945.2 |
| PP |
933.5 |
940.0 |
| S1 |
931.6 |
934.9 |
|