COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
946.9 |
949.5 |
2.6 |
0.3% |
954.8 |
| High |
952.3 |
964.6 |
12.3 |
1.3% |
964.6 |
| Low |
942.6 |
949.5 |
6.9 |
0.7% |
935.7 |
| Close |
947.3 |
958.8 |
11.5 |
1.2% |
958.8 |
| Range |
9.7 |
15.1 |
5.4 |
55.7% |
28.9 |
| ATR |
13.9 |
14.2 |
0.2 |
1.7% |
0.0 |
| Volume |
68,602 |
60,455 |
-8,147 |
-11.9% |
366,359 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,002.9 |
996.0 |
967.1 |
|
| R3 |
987.8 |
980.9 |
963.0 |
|
| R2 |
972.7 |
972.7 |
961.6 |
|
| R1 |
965.8 |
965.8 |
960.2 |
969.3 |
| PP |
957.6 |
957.6 |
957.6 |
959.4 |
| S1 |
950.7 |
950.7 |
957.4 |
954.2 |
| S2 |
942.5 |
942.5 |
956.0 |
|
| S3 |
927.4 |
935.6 |
954.6 |
|
| S4 |
912.3 |
920.5 |
950.5 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,039.7 |
1,028.2 |
974.7 |
|
| R3 |
1,010.8 |
999.3 |
966.7 |
|
| R2 |
981.9 |
981.9 |
964.1 |
|
| R1 |
970.4 |
970.4 |
961.4 |
976.2 |
| PP |
953.0 |
953.0 |
953.0 |
955.9 |
| S1 |
941.5 |
941.5 |
956.2 |
947.3 |
| S2 |
924.1 |
924.1 |
953.5 |
|
| S3 |
895.2 |
912.6 |
950.9 |
|
| S4 |
866.3 |
883.7 |
942.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
964.6 |
935.7 |
28.9 |
3.0% |
14.3 |
1.5% |
80% |
True |
False |
73,271 |
| 10 |
964.6 |
931.3 |
33.3 |
3.5% |
14.0 |
1.5% |
83% |
True |
False |
72,418 |
| 20 |
974.3 |
931.3 |
43.0 |
4.5% |
13.9 |
1.4% |
64% |
False |
False |
77,662 |
| 40 |
974.3 |
907.6 |
66.7 |
7.0% |
13.4 |
1.4% |
77% |
False |
False |
52,753 |
| 60 |
987.0 |
907.6 |
79.4 |
8.3% |
14.2 |
1.5% |
64% |
False |
False |
36,307 |
| 80 |
993.6 |
907.6 |
86.0 |
9.0% |
14.7 |
1.5% |
60% |
False |
False |
28,241 |
| 100 |
993.6 |
870.5 |
123.1 |
12.8% |
14.8 |
1.5% |
72% |
False |
False |
22,883 |
| 120 |
993.6 |
869.5 |
124.1 |
12.9% |
16.1 |
1.7% |
72% |
False |
False |
19,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,028.8 |
|
2.618 |
1,004.1 |
|
1.618 |
989.0 |
|
1.000 |
979.7 |
|
0.618 |
973.9 |
|
HIGH |
964.6 |
|
0.618 |
958.8 |
|
0.500 |
957.1 |
|
0.382 |
955.3 |
|
LOW |
949.5 |
|
0.618 |
940.2 |
|
1.000 |
934.4 |
|
1.618 |
925.1 |
|
2.618 |
910.0 |
|
4.250 |
885.3 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
958.2 |
956.8 |
| PP |
957.6 |
954.9 |
| S1 |
957.1 |
952.9 |
|