COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
935.0 |
940.2 |
5.2 |
0.6% |
956.6 |
| High |
941.6 |
946.8 |
5.2 |
0.6% |
963.1 |
| Low |
935.0 |
933.3 |
-1.7 |
-0.2% |
942.1 |
| Close |
939.2 |
944.8 |
5.6 |
0.6% |
948.7 |
| Range |
6.6 |
13.5 |
6.9 |
104.5% |
21.0 |
| ATR |
13.9 |
13.9 |
0.0 |
-0.2% |
0.0 |
| Volume |
93,505 |
52,980 |
-40,525 |
-43.3% |
350,780 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982.1 |
977.0 |
952.2 |
|
| R3 |
968.6 |
963.5 |
948.5 |
|
| R2 |
955.1 |
955.1 |
947.3 |
|
| R1 |
950.0 |
950.0 |
946.0 |
952.6 |
| PP |
941.6 |
941.6 |
941.6 |
942.9 |
| S1 |
936.5 |
936.5 |
943.6 |
939.1 |
| S2 |
928.1 |
928.1 |
942.3 |
|
| S3 |
914.6 |
923.0 |
941.1 |
|
| S4 |
901.1 |
909.5 |
937.4 |
|
|
| 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% |
14.0 |
1.5% |
42% |
False |
False |
71,851 |
| 10 |
974.3 |
931.3 |
43.0 |
4.6% |
13.5 |
1.4% |
31% |
False |
False |
76,505 |
| 20 |
974.3 |
927.6 |
46.7 |
4.9% |
14.0 |
1.5% |
37% |
False |
False |
71,368 |
| 40 |
974.3 |
907.6 |
66.7 |
7.1% |
13.6 |
1.4% |
56% |
False |
False |
40,906 |
| 60 |
993.6 |
907.6 |
86.0 |
9.1% |
14.9 |
1.6% |
43% |
False |
False |
28,489 |
| 80 |
993.6 |
884.6 |
109.0 |
11.5% |
14.9 |
1.6% |
55% |
False |
False |
22,148 |
| 100 |
993.6 |
869.5 |
124.1 |
13.1% |
15.2 |
1.6% |
61% |
False |
False |
18,035 |
| 120 |
993.6 |
869.5 |
124.1 |
13.1% |
16.9 |
1.8% |
61% |
False |
False |
15,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,004.2 |
|
2.618 |
982.1 |
|
1.618 |
968.6 |
|
1.000 |
960.3 |
|
0.618 |
955.1 |
|
HIGH |
946.8 |
|
0.618 |
941.6 |
|
0.500 |
940.1 |
|
0.382 |
938.5 |
|
LOW |
933.3 |
|
0.618 |
925.0 |
|
1.000 |
919.8 |
|
1.618 |
911.5 |
|
2.618 |
898.0 |
|
4.250 |
875.9 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
943.2 |
943.5 |
| PP |
941.6 |
942.2 |
| S1 |
940.1 |
940.9 |
|