COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
940.2 |
944.2 |
4.0 |
0.4% |
956.6 |
| High |
946.8 |
947.3 |
0.5 |
0.1% |
963.1 |
| Low |
933.3 |
938.5 |
5.2 |
0.6% |
942.1 |
| Close |
944.8 |
941.7 |
-3.1 |
-0.3% |
948.7 |
| Range |
13.5 |
8.8 |
-4.7 |
-34.8% |
21.0 |
| ATR |
13.9 |
13.5 |
-0.4 |
-2.6% |
0.0 |
| Volume |
52,980 |
80,904 |
27,924 |
52.7% |
350,780 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
968.9 |
964.1 |
946.5 |
|
| R3 |
960.1 |
955.3 |
944.1 |
|
| R2 |
951.3 |
951.3 |
943.3 |
|
| R1 |
946.5 |
946.5 |
942.5 |
944.5 |
| PP |
942.5 |
942.5 |
942.5 |
941.5 |
| S1 |
937.7 |
937.7 |
940.9 |
935.7 |
| S2 |
933.7 |
933.7 |
940.1 |
|
| S3 |
924.9 |
928.9 |
939.3 |
|
| S4 |
916.1 |
920.1 |
936.9 |
|
|
| 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 |
961.4 |
931.3 |
30.1 |
3.2% |
13.1 |
1.4% |
35% |
False |
False |
75,146 |
| 10 |
968.0 |
931.3 |
36.7 |
3.9% |
12.7 |
1.4% |
28% |
False |
False |
76,523 |
| 20 |
974.3 |
927.6 |
46.7 |
5.0% |
13.9 |
1.5% |
30% |
False |
False |
74,394 |
| 40 |
974.3 |
907.6 |
66.7 |
7.1% |
13.3 |
1.4% |
51% |
False |
False |
42,795 |
| 60 |
993.6 |
907.6 |
86.0 |
9.1% |
14.8 |
1.6% |
40% |
False |
False |
29,726 |
| 80 |
993.6 |
884.6 |
109.0 |
11.6% |
14.8 |
1.6% |
52% |
False |
False |
23,149 |
| 100 |
993.6 |
869.5 |
124.1 |
13.2% |
15.1 |
1.6% |
58% |
False |
False |
18,790 |
| 120 |
993.6 |
869.5 |
124.1 |
13.2% |
16.6 |
1.8% |
58% |
False |
False |
15,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
984.7 |
|
2.618 |
970.3 |
|
1.618 |
961.5 |
|
1.000 |
956.1 |
|
0.618 |
952.7 |
|
HIGH |
947.3 |
|
0.618 |
943.9 |
|
0.500 |
942.9 |
|
0.382 |
941.9 |
|
LOW |
938.5 |
|
0.618 |
933.1 |
|
1.000 |
929.7 |
|
1.618 |
924.3 |
|
2.618 |
915.5 |
|
4.250 |
901.1 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
942.9 |
941.2 |
| PP |
942.5 |
940.8 |
| S1 |
942.1 |
940.3 |
|