COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
960.0 |
970.3 |
10.3 |
1.1% |
954.5 |
| High |
972.7 |
970.8 |
-1.9 |
-0.2% |
962.7 |
| Low |
953.1 |
961.1 |
8.0 |
0.8% |
927.6 |
| Close |
969.7 |
966.3 |
-3.4 |
-0.4% |
955.8 |
| Range |
19.6 |
9.7 |
-9.9 |
-50.5% |
35.1 |
| ATR |
14.8 |
14.4 |
-0.4 |
-2.5% |
0.0 |
| Volume |
95,461 |
94,661 |
-800 |
-0.8% |
310,333 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
995.2 |
990.4 |
971.6 |
|
| R3 |
985.5 |
980.7 |
969.0 |
|
| R2 |
975.8 |
975.8 |
968.1 |
|
| R1 |
971.0 |
971.0 |
967.2 |
968.6 |
| PP |
966.1 |
966.1 |
966.1 |
964.8 |
| S1 |
961.3 |
961.3 |
965.4 |
958.9 |
| S2 |
956.4 |
956.4 |
964.5 |
|
| S3 |
946.7 |
951.6 |
963.6 |
|
| S4 |
937.0 |
941.9 |
961.0 |
|
|
| 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 |
972.7 |
930.9 |
41.8 |
4.3% |
15.3 |
1.6% |
85% |
False |
False |
88,928 |
| 10 |
972.7 |
927.6 |
45.1 |
4.7% |
14.5 |
1.5% |
86% |
False |
False |
66,231 |
| 20 |
972.7 |
909.7 |
63.0 |
6.5% |
13.0 |
1.3% |
90% |
False |
False |
41,140 |
| 40 |
972.7 |
907.6 |
65.1 |
6.7% |
13.9 |
1.4% |
90% |
False |
False |
22,511 |
| 60 |
993.6 |
907.6 |
86.0 |
8.9% |
15.0 |
1.5% |
68% |
False |
False |
16,405 |
| 80 |
993.6 |
870.5 |
123.1 |
12.7% |
15.0 |
1.6% |
78% |
False |
False |
12,752 |
| 100 |
993.6 |
869.5 |
124.1 |
12.8% |
16.4 |
1.7% |
78% |
False |
False |
10,554 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.1% |
18.0 |
1.9% |
67% |
False |
False |
9,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,012.0 |
|
2.618 |
996.2 |
|
1.618 |
986.5 |
|
1.000 |
980.5 |
|
0.618 |
976.8 |
|
HIGH |
970.8 |
|
0.618 |
967.1 |
|
0.500 |
966.0 |
|
0.382 |
964.8 |
|
LOW |
961.1 |
|
0.618 |
955.1 |
|
1.000 |
951.4 |
|
1.618 |
945.4 |
|
2.618 |
935.7 |
|
4.250 |
919.9 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
966.2 |
965.2 |
| PP |
966.1 |
964.0 |
| S1 |
966.0 |
962.9 |
|