COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
941.9 |
954.8 |
12.9 |
1.4% |
949.2 |
| High |
959.9 |
958.5 |
-1.4 |
-0.1% |
959.9 |
| Low |
939.2 |
935.7 |
-3.5 |
-0.4% |
931.3 |
| Close |
954.7 |
943.7 |
-11.0 |
-1.2% |
954.7 |
| Range |
20.7 |
22.8 |
2.1 |
10.1% |
28.6 |
| ATR |
14.0 |
14.7 |
0.6 |
4.5% |
0.0 |
| Volume |
52,319 |
85,720 |
33,401 |
63.8% |
357,822 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.4 |
1,001.8 |
956.2 |
|
| R3 |
991.6 |
979.0 |
950.0 |
|
| R2 |
968.8 |
968.8 |
947.9 |
|
| R1 |
956.2 |
956.2 |
945.8 |
951.1 |
| PP |
946.0 |
946.0 |
946.0 |
943.4 |
| S1 |
933.4 |
933.4 |
941.6 |
928.3 |
| S2 |
923.2 |
923.2 |
939.5 |
|
| S3 |
900.4 |
910.6 |
937.4 |
|
| S4 |
877.6 |
887.8 |
931.2 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.4 |
1,023.2 |
970.4 |
|
| R3 |
1,005.8 |
994.6 |
962.6 |
|
| R2 |
977.2 |
977.2 |
959.9 |
|
| R1 |
966.0 |
966.0 |
957.3 |
971.6 |
| PP |
948.6 |
948.6 |
948.6 |
951.5 |
| S1 |
937.4 |
937.4 |
952.1 |
943.0 |
| S2 |
920.0 |
920.0 |
949.5 |
|
| S3 |
891.4 |
908.8 |
946.8 |
|
| S4 |
862.8 |
880.2 |
939.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
959.9 |
933.3 |
26.6 |
2.8% |
14.5 |
1.5% |
39% |
False |
False |
73,085 |
| 10 |
963.1 |
931.3 |
31.8 |
3.4% |
14.3 |
1.5% |
39% |
False |
False |
70,721 |
| 20 |
974.3 |
927.6 |
46.7 |
4.9% |
15.1 |
1.6% |
34% |
False |
False |
77,677 |
| 40 |
974.3 |
907.6 |
66.7 |
7.1% |
13.9 |
1.5% |
54% |
False |
False |
46,088 |
| 60 |
993.6 |
907.6 |
86.0 |
9.1% |
14.9 |
1.6% |
42% |
False |
False |
31,806 |
| 80 |
993.6 |
884.8 |
108.8 |
11.5% |
14.9 |
1.6% |
54% |
False |
False |
24,819 |
| 100 |
993.6 |
869.5 |
124.1 |
13.2% |
15.2 |
1.6% |
60% |
False |
False |
20,126 |
| 120 |
993.6 |
869.5 |
124.1 |
13.2% |
16.6 |
1.8% |
60% |
False |
False |
17,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,055.4 |
|
2.618 |
1,018.2 |
|
1.618 |
995.4 |
|
1.000 |
981.3 |
|
0.618 |
972.6 |
|
HIGH |
958.5 |
|
0.618 |
949.8 |
|
0.500 |
947.1 |
|
0.382 |
944.4 |
|
LOW |
935.7 |
|
0.618 |
921.6 |
|
1.000 |
912.9 |
|
1.618 |
898.8 |
|
2.618 |
876.0 |
|
4.250 |
838.8 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
947.1 |
947.8 |
| PP |
946.0 |
946.4 |
| S1 |
944.8 |
945.1 |
|