COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
946.2 |
946.9 |
0.7 |
0.1% |
949.2 |
| High |
951.7 |
952.3 |
0.6 |
0.1% |
959.9 |
| Low |
941.2 |
942.6 |
1.4 |
0.1% |
931.3 |
| Close |
945.8 |
947.3 |
1.5 |
0.2% |
954.7 |
| Range |
10.5 |
9.7 |
-0.8 |
-7.6% |
28.6 |
| ATR |
14.3 |
13.9 |
-0.3 |
-2.3% |
0.0 |
| Volume |
76,992 |
68,602 |
-8,390 |
-10.9% |
357,822 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976.5 |
971.6 |
952.6 |
|
| R3 |
966.8 |
961.9 |
950.0 |
|
| R2 |
957.1 |
957.1 |
949.1 |
|
| R1 |
952.2 |
952.2 |
948.2 |
954.7 |
| PP |
947.4 |
947.4 |
947.4 |
948.6 |
| S1 |
942.5 |
942.5 |
946.4 |
945.0 |
| S2 |
937.7 |
937.7 |
945.5 |
|
| S3 |
928.0 |
932.8 |
944.6 |
|
| S4 |
918.3 |
923.1 |
942.0 |
|
|
| 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 |
935.7 |
24.2 |
2.6% |
15.4 |
1.6% |
48% |
False |
False |
71,644 |
| 10 |
961.4 |
931.3 |
30.1 |
3.2% |
14.3 |
1.5% |
53% |
False |
False |
73,395 |
| 20 |
974.3 |
931.3 |
43.0 |
4.5% |
14.4 |
1.5% |
37% |
False |
False |
77,746 |
| 40 |
974.3 |
907.6 |
66.7 |
7.0% |
13.4 |
1.4% |
60% |
False |
False |
51,351 |
| 60 |
987.0 |
907.6 |
79.4 |
8.4% |
14.3 |
1.5% |
50% |
False |
False |
35,332 |
| 80 |
993.6 |
901.1 |
92.5 |
9.8% |
14.7 |
1.5% |
50% |
False |
False |
27,509 |
| 100 |
993.6 |
870.5 |
123.1 |
13.0% |
14.7 |
1.6% |
62% |
False |
False |
22,293 |
| 120 |
993.6 |
869.5 |
124.1 |
13.1% |
16.3 |
1.7% |
63% |
False |
False |
18,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
993.5 |
|
2.618 |
977.7 |
|
1.618 |
968.0 |
|
1.000 |
962.0 |
|
0.618 |
958.3 |
|
HIGH |
952.3 |
|
0.618 |
948.6 |
|
0.500 |
947.5 |
|
0.382 |
946.3 |
|
LOW |
942.6 |
|
0.618 |
936.6 |
|
1.000 |
932.9 |
|
1.618 |
926.9 |
|
2.618 |
917.2 |
|
4.250 |
901.4 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
947.5 |
948.8 |
| PP |
947.4 |
948.3 |
| S1 |
947.4 |
947.8 |
|