COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
937.1 |
954.5 |
17.4 |
1.9% |
954.5 |
| High |
960.0 |
966.9 |
6.9 |
0.7% |
962.7 |
| Low |
933.8 |
954.3 |
20.5 |
2.2% |
927.6 |
| Close |
955.8 |
958.8 |
3.0 |
0.3% |
955.8 |
| Range |
26.2 |
12.6 |
-13.6 |
-51.9% |
35.1 |
| ATR |
14.5 |
14.4 |
-0.1 |
-0.9% |
0.0 |
| Volume |
62,132 |
98,489 |
36,357 |
58.5% |
310,333 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997.8 |
990.9 |
965.7 |
|
| R3 |
985.2 |
978.3 |
962.3 |
|
| R2 |
972.6 |
972.6 |
961.1 |
|
| R1 |
965.7 |
965.7 |
960.0 |
969.2 |
| PP |
960.0 |
960.0 |
960.0 |
961.7 |
| S1 |
953.1 |
953.1 |
957.6 |
956.6 |
| S2 |
947.4 |
947.4 |
956.5 |
|
| S3 |
934.8 |
940.5 |
955.3 |
|
| S4 |
922.2 |
927.9 |
951.9 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,054.0 |
1,040.0 |
975.1 |
|
| R3 |
1,018.9 |
1,004.9 |
965.5 |
|
| R2 |
983.8 |
983.8 |
962.2 |
|
| R1 |
969.8 |
969.8 |
959.0 |
976.8 |
| PP |
948.7 |
948.7 |
948.7 |
952.2 |
| S1 |
934.7 |
934.7 |
952.6 |
941.7 |
| S2 |
913.6 |
913.6 |
949.4 |
|
| S3 |
878.5 |
899.6 |
946.1 |
|
| S4 |
843.4 |
864.5 |
936.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
966.9 |
927.6 |
39.3 |
4.1% |
17.2 |
1.8% |
79% |
True |
False |
75,887 |
| 10 |
966.9 |
927.6 |
39.3 |
4.1% |
13.5 |
1.4% |
79% |
True |
False |
51,226 |
| 20 |
966.9 |
907.6 |
59.3 |
6.2% |
13.1 |
1.4% |
86% |
True |
False |
32,247 |
| 40 |
968.9 |
907.6 |
61.3 |
6.4% |
14.0 |
1.5% |
84% |
False |
False |
18,035 |
| 60 |
993.6 |
907.6 |
86.0 |
9.0% |
14.8 |
1.5% |
60% |
False |
False |
13,367 |
| 80 |
993.6 |
870.5 |
123.1 |
12.8% |
15.0 |
1.6% |
72% |
False |
False |
10,408 |
| 100 |
993.6 |
869.5 |
124.1 |
12.9% |
16.5 |
1.7% |
72% |
False |
False |
8,673 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.2% |
17.9 |
1.9% |
61% |
False |
False |
7,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,020.5 |
|
2.618 |
999.9 |
|
1.618 |
987.3 |
|
1.000 |
979.5 |
|
0.618 |
974.7 |
|
HIGH |
966.9 |
|
0.618 |
962.1 |
|
0.500 |
960.6 |
|
0.382 |
959.1 |
|
LOW |
954.3 |
|
0.618 |
946.5 |
|
1.000 |
941.7 |
|
1.618 |
933.9 |
|
2.618 |
921.3 |
|
4.250 |
900.8 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
960.6 |
955.5 |
| PP |
960.0 |
952.2 |
| S1 |
959.4 |
948.9 |
|