COMEX Gold Future December 2009
Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
956.6 |
948.4 |
-8.2 |
-0.9% |
954.5 |
High |
959.3 |
951.9 |
-7.4 |
-0.8% |
974.3 |
Low |
944.2 |
943.6 |
-0.6 |
-0.1% |
953.1 |
Close |
946.9 |
947.6 |
0.7 |
0.1% |
959.5 |
Range |
15.1 |
8.3 |
-6.8 |
-45.0% |
21.2 |
ATR |
14.4 |
14.0 |
-0.4 |
-3.0% |
0.0 |
Volume |
87,106 |
78,339 |
-8,767 |
-10.1% |
478,285 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
972.6 |
968.4 |
952.2 |
|
R3 |
964.3 |
960.1 |
949.9 |
|
R2 |
956.0 |
956.0 |
949.1 |
|
R1 |
951.8 |
951.8 |
948.4 |
949.8 |
PP |
947.7 |
947.7 |
947.7 |
946.7 |
S1 |
943.5 |
943.5 |
946.8 |
941.5 |
S2 |
939.4 |
939.4 |
946.1 |
|
S3 |
931.1 |
935.2 |
945.3 |
|
S4 |
922.8 |
926.9 |
943.0 |
|
|
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 |
943.6 |
30.7 |
3.2% |
12.3 |
1.3% |
13% |
False |
True |
89,956 |
10 |
974.3 |
927.6 |
46.7 |
4.9% |
14.4 |
1.5% |
43% |
False |
False |
88,356 |
20 |
974.3 |
927.5 |
46.8 |
4.9% |
13.4 |
1.4% |
43% |
False |
False |
56,035 |
40 |
974.3 |
907.6 |
66.7 |
7.0% |
13.5 |
1.4% |
60% |
False |
False |
31,079 |
60 |
993.6 |
907.6 |
86.0 |
9.1% |
15.1 |
1.6% |
47% |
False |
False |
22,065 |
80 |
993.6 |
872.0 |
121.6 |
12.8% |
15.0 |
1.6% |
62% |
False |
False |
17,142 |
100 |
993.6 |
869.5 |
124.1 |
13.1% |
15.6 |
1.6% |
63% |
False |
False |
14,051 |
120 |
1,015.0 |
869.5 |
145.5 |
15.4% |
17.7 |
1.9% |
54% |
False |
False |
11,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
987.2 |
2.618 |
973.6 |
1.618 |
965.3 |
1.000 |
960.2 |
0.618 |
957.0 |
HIGH |
951.9 |
0.618 |
948.7 |
0.500 |
947.8 |
0.382 |
946.8 |
LOW |
943.6 |
0.618 |
938.5 |
1.000 |
935.3 |
1.618 |
930.2 |
2.618 |
921.9 |
4.250 |
908.3 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
947.8 |
955.8 |
PP |
947.7 |
953.1 |
S1 |
947.7 |
950.3 |
|