COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
965.0 |
965.2 |
0.2 |
0.0% |
954.5 |
| High |
974.3 |
968.0 |
-6.3 |
-0.6% |
974.3 |
| Low |
958.2 |
955.5 |
-2.7 |
-0.3% |
953.1 |
| Close |
962.9 |
959.5 |
-3.4 |
-0.4% |
959.5 |
| Range |
16.1 |
12.5 |
-3.6 |
-22.4% |
21.2 |
| ATR |
14.5 |
14.4 |
-0.1 |
-1.0% |
0.0 |
| Volume |
80,724 |
108,950 |
28,226 |
35.0% |
478,285 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
998.5 |
991.5 |
966.4 |
|
| R3 |
986.0 |
979.0 |
962.9 |
|
| R2 |
973.5 |
973.5 |
961.8 |
|
| R1 |
966.5 |
966.5 |
960.6 |
963.8 |
| PP |
961.0 |
961.0 |
961.0 |
959.6 |
| S1 |
954.0 |
954.0 |
958.4 |
951.3 |
| S2 |
948.5 |
948.5 |
957.2 |
|
| S3 |
936.0 |
941.5 |
956.1 |
|
| S4 |
923.5 |
929.0 |
952.6 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,025.9 |
1,013.9 |
971.2 |
|
| R3 |
1,004.7 |
992.7 |
965.3 |
|
| R2 |
983.5 |
983.5 |
963.4 |
|
| R1 |
971.5 |
971.5 |
961.4 |
977.5 |
| PP |
962.3 |
962.3 |
962.3 |
965.3 |
| S1 |
950.3 |
950.3 |
957.6 |
956.3 |
| S2 |
941.1 |
941.1 |
955.6 |
|
| S3 |
919.9 |
929.1 |
953.7 |
|
| S4 |
898.7 |
907.9 |
947.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
974.3 |
953.1 |
21.2 |
2.2% |
14.1 |
1.5% |
30% |
False |
False |
95,657 |
| 10 |
974.3 |
927.6 |
46.7 |
4.9% |
15.6 |
1.6% |
68% |
False |
False |
78,861 |
| 20 |
974.3 |
910.6 |
63.7 |
6.6% |
13.4 |
1.4% |
77% |
False |
False |
49,494 |
| 40 |
974.3 |
907.6 |
66.7 |
7.0% |
13.7 |
1.4% |
78% |
False |
False |
27,084 |
| 60 |
993.6 |
907.6 |
86.0 |
9.0% |
15.0 |
1.6% |
60% |
False |
False |
19,435 |
| 80 |
993.6 |
870.5 |
123.1 |
12.8% |
15.1 |
1.6% |
72% |
False |
False |
15,089 |
| 100 |
993.6 |
869.5 |
124.1 |
12.9% |
16.4 |
1.7% |
73% |
False |
False |
12,421 |
| 120 |
1,015.0 |
869.5 |
145.5 |
15.2% |
17.9 |
1.9% |
62% |
False |
False |
10,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,021.1 |
|
2.618 |
1,000.7 |
|
1.618 |
988.2 |
|
1.000 |
980.5 |
|
0.618 |
975.7 |
|
HIGH |
968.0 |
|
0.618 |
963.2 |
|
0.500 |
961.8 |
|
0.382 |
960.3 |
|
LOW |
955.5 |
|
0.618 |
947.8 |
|
1.000 |
943.0 |
|
1.618 |
935.3 |
|
2.618 |
922.8 |
|
4.250 |
902.4 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
961.8 |
964.9 |
| PP |
961.0 |
963.1 |
| S1 |
960.3 |
961.3 |
|