COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
950.0 |
956.7 |
6.7 |
0.7% |
956.6 |
| High |
963.1 |
961.4 |
-1.7 |
-0.2% |
963.1 |
| Low |
949.8 |
943.7 |
-6.1 |
-0.6% |
942.1 |
| Close |
956.5 |
948.7 |
-7.8 |
-0.8% |
948.7 |
| Range |
13.3 |
17.7 |
4.4 |
33.1% |
21.0 |
| ATR |
13.8 |
14.1 |
0.3 |
2.0% |
0.0 |
| Volume |
64,429 |
70,228 |
5,799 |
9.0% |
350,780 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,004.4 |
994.2 |
958.4 |
|
| R3 |
986.7 |
976.5 |
953.6 |
|
| R2 |
969.0 |
969.0 |
951.9 |
|
| R1 |
958.8 |
958.8 |
950.3 |
955.1 |
| PP |
951.3 |
951.3 |
951.3 |
949.4 |
| S1 |
941.1 |
941.1 |
947.1 |
937.4 |
| S2 |
933.6 |
933.6 |
945.5 |
|
| S3 |
915.9 |
923.4 |
943.8 |
|
| S4 |
898.2 |
905.7 |
939.0 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.3 |
1,002.5 |
960.3 |
|
| R3 |
993.3 |
981.5 |
954.5 |
|
| R2 |
972.3 |
972.3 |
952.6 |
|
| R1 |
960.5 |
960.5 |
950.6 |
955.9 |
| PP |
951.3 |
951.3 |
951.3 |
949.0 |
| S1 |
939.5 |
939.5 |
946.8 |
934.9 |
| S2 |
930.3 |
930.3 |
944.9 |
|
| S3 |
909.3 |
918.5 |
942.9 |
|
| S4 |
888.3 |
897.5 |
937.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
963.1 |
942.1 |
21.0 |
2.2% |
13.3 |
1.4% |
31% |
False |
False |
70,156 |
| 10 |
974.3 |
942.1 |
32.2 |
3.4% |
13.7 |
1.4% |
20% |
False |
False |
82,906 |
| 20 |
974.3 |
927.6 |
46.7 |
4.9% |
13.9 |
1.5% |
45% |
False |
False |
62,833 |
| 40 |
974.3 |
907.6 |
66.7 |
7.0% |
13.7 |
1.4% |
62% |
False |
False |
35,468 |
| 60 |
993.6 |
907.6 |
86.0 |
9.1% |
15.1 |
1.6% |
48% |
False |
False |
25,028 |
| 80 |
993.6 |
884.6 |
109.0 |
11.5% |
14.9 |
1.6% |
59% |
False |
False |
19,399 |
| 100 |
993.6 |
869.5 |
124.1 |
13.1% |
15.4 |
1.6% |
64% |
False |
False |
15,856 |
| 120 |
993.6 |
869.5 |
124.1 |
13.1% |
17.3 |
1.8% |
64% |
False |
False |
13,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,036.6 |
|
2.618 |
1,007.7 |
|
1.618 |
990.0 |
|
1.000 |
979.1 |
|
0.618 |
972.3 |
|
HIGH |
961.4 |
|
0.618 |
954.6 |
|
0.500 |
952.6 |
|
0.382 |
950.5 |
|
LOW |
943.7 |
|
0.618 |
932.8 |
|
1.000 |
926.0 |
|
1.618 |
915.1 |
|
2.618 |
897.4 |
|
4.250 |
868.5 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
952.6 |
952.6 |
| PP |
951.3 |
951.3 |
| S1 |
950.0 |
950.0 |
|