COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
956.7 |
949.2 |
-7.5 |
-0.8% |
956.6 |
| High |
961.4 |
950.4 |
-11.0 |
-1.1% |
963.1 |
| Low |
943.7 |
931.3 |
-12.4 |
-1.3% |
942.1 |
| Close |
948.7 |
935.8 |
-12.9 |
-1.4% |
948.7 |
| Range |
17.7 |
19.1 |
1.4 |
7.9% |
21.0 |
| ATR |
14.1 |
14.5 |
0.4 |
2.5% |
0.0 |
| Volume |
70,228 |
78,114 |
7,886 |
11.2% |
350,780 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
996.5 |
985.2 |
946.3 |
|
| R3 |
977.4 |
966.1 |
941.1 |
|
| R2 |
958.3 |
958.3 |
939.3 |
|
| R1 |
947.0 |
947.0 |
937.6 |
943.1 |
| PP |
939.2 |
939.2 |
939.2 |
937.2 |
| S1 |
927.9 |
927.9 |
934.0 |
924.0 |
| S2 |
920.1 |
920.1 |
932.3 |
|
| S3 |
901.0 |
908.8 |
930.5 |
|
| S4 |
881.9 |
889.7 |
925.3 |
|
|
| 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 |
931.3 |
31.8 |
3.4% |
14.1 |
1.5% |
14% |
False |
True |
68,357 |
| 10 |
974.3 |
931.3 |
43.0 |
4.6% |
14.4 |
1.5% |
10% |
False |
True |
80,869 |
| 20 |
974.3 |
927.6 |
46.7 |
5.0% |
13.9 |
1.5% |
18% |
False |
False |
66,047 |
| 40 |
974.3 |
907.6 |
66.7 |
7.1% |
14.0 |
1.5% |
42% |
False |
False |
37,319 |
| 60 |
993.6 |
907.6 |
86.0 |
9.2% |
15.1 |
1.6% |
33% |
False |
False |
26,202 |
| 80 |
993.6 |
884.6 |
109.0 |
11.6% |
14.9 |
1.6% |
47% |
False |
False |
20,359 |
| 100 |
993.6 |
869.5 |
124.1 |
13.3% |
15.3 |
1.6% |
53% |
False |
False |
16,610 |
| 120 |
993.6 |
869.5 |
124.1 |
13.3% |
17.2 |
1.8% |
53% |
False |
False |
14,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,031.6 |
|
2.618 |
1,000.4 |
|
1.618 |
981.3 |
|
1.000 |
969.5 |
|
0.618 |
962.2 |
|
HIGH |
950.4 |
|
0.618 |
943.1 |
|
0.500 |
940.9 |
|
0.382 |
938.6 |
|
LOW |
931.3 |
|
0.618 |
919.5 |
|
1.000 |
912.2 |
|
1.618 |
900.4 |
|
2.618 |
881.3 |
|
4.250 |
850.1 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
940.9 |
947.2 |
| PP |
939.2 |
943.4 |
| S1 |
937.5 |
939.6 |
|