COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
948.6 |
950.0 |
1.4 |
0.1% |
954.5 |
| High |
954.4 |
963.1 |
8.7 |
0.9% |
974.3 |
| Low |
942.1 |
949.8 |
7.7 |
0.8% |
953.1 |
| Close |
952.5 |
956.5 |
4.0 |
0.4% |
959.5 |
| Range |
12.3 |
13.3 |
1.0 |
8.1% |
21.2 |
| ATR |
13.9 |
13.8 |
0.0 |
-0.3% |
0.0 |
| Volume |
50,678 |
64,429 |
13,751 |
27.1% |
478,285 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996.4 |
989.7 |
963.8 |
|
| R3 |
983.1 |
976.4 |
960.2 |
|
| R2 |
969.8 |
969.8 |
958.9 |
|
| R1 |
963.1 |
963.1 |
957.7 |
966.5 |
| PP |
956.5 |
956.5 |
956.5 |
958.1 |
| S1 |
949.8 |
949.8 |
955.3 |
953.2 |
| S2 |
943.2 |
943.2 |
954.1 |
|
| S3 |
929.9 |
936.5 |
952.8 |
|
| S4 |
916.6 |
923.2 |
949.2 |
|
|
| 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 |
968.0 |
942.1 |
25.9 |
2.7% |
12.3 |
1.3% |
56% |
False |
False |
77,900 |
| 10 |
974.3 |
933.8 |
40.5 |
4.2% |
14.6 |
1.5% |
56% |
False |
False |
82,096 |
| 20 |
974.3 |
927.6 |
46.7 |
4.9% |
13.4 |
1.4% |
62% |
False |
False |
59,775 |
| 40 |
974.3 |
907.6 |
66.7 |
7.0% |
13.5 |
1.4% |
73% |
False |
False |
33,852 |
| 60 |
993.6 |
907.6 |
86.0 |
9.0% |
15.1 |
1.6% |
57% |
False |
False |
23,903 |
| 80 |
993.6 |
884.6 |
109.0 |
11.4% |
14.8 |
1.5% |
66% |
False |
False |
18,555 |
| 100 |
993.6 |
869.5 |
124.1 |
13.0% |
15.5 |
1.6% |
70% |
False |
False |
15,164 |
| 120 |
1,004.3 |
869.5 |
134.8 |
14.1% |
17.4 |
1.8% |
65% |
False |
False |
12,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,019.6 |
|
2.618 |
997.9 |
|
1.618 |
984.6 |
|
1.000 |
976.4 |
|
0.618 |
971.3 |
|
HIGH |
963.1 |
|
0.618 |
958.0 |
|
0.500 |
956.5 |
|
0.382 |
954.9 |
|
LOW |
949.8 |
|
0.618 |
941.6 |
|
1.000 |
936.5 |
|
1.618 |
928.3 |
|
2.618 |
915.0 |
|
4.250 |
893.3 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
956.5 |
955.2 |
| PP |
956.5 |
953.9 |
| S1 |
956.5 |
952.6 |
|