COMEX Gold Future December 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
949.5 |
957.4 |
7.9 |
0.8% |
954.8 |
| High |
964.6 |
962.1 |
-2.5 |
-0.3% |
964.6 |
| Low |
949.5 |
944.3 |
-5.2 |
-0.5% |
935.7 |
| Close |
958.8 |
953.5 |
-5.3 |
-0.6% |
958.8 |
| Range |
15.1 |
17.8 |
2.7 |
17.9% |
28.9 |
| ATR |
14.2 |
14.4 |
0.3 |
1.8% |
0.0 |
| Volume |
60,455 |
87,231 |
26,776 |
44.3% |
366,359 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,006.7 |
997.9 |
963.3 |
|
| R3 |
988.9 |
980.1 |
958.4 |
|
| R2 |
971.1 |
971.1 |
956.8 |
|
| R1 |
962.3 |
962.3 |
955.1 |
957.8 |
| PP |
953.3 |
953.3 |
953.3 |
951.1 |
| S1 |
944.5 |
944.5 |
951.9 |
940.0 |
| S2 |
935.5 |
935.5 |
950.2 |
|
| S3 |
917.7 |
926.7 |
948.6 |
|
| S4 |
899.9 |
908.9 |
943.7 |
|
|
| 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 |
941.2 |
23.4 |
2.5% |
13.3 |
1.4% |
53% |
False |
False |
73,574 |
| 10 |
964.6 |
933.3 |
31.3 |
3.3% |
13.9 |
1.5% |
65% |
False |
False |
73,329 |
| 20 |
974.3 |
931.3 |
43.0 |
4.5% |
14.1 |
1.5% |
52% |
False |
False |
77,099 |
| 40 |
974.3 |
907.6 |
66.7 |
7.0% |
13.6 |
1.4% |
69% |
False |
False |
54,673 |
| 60 |
974.3 |
907.6 |
66.7 |
7.0% |
14.0 |
1.5% |
69% |
False |
False |
37,723 |
| 80 |
993.6 |
907.6 |
86.0 |
9.0% |
14.7 |
1.5% |
53% |
False |
False |
29,300 |
| 100 |
993.6 |
870.5 |
123.1 |
12.9% |
14.8 |
1.6% |
67% |
False |
False |
23,746 |
| 120 |
993.6 |
869.5 |
124.1 |
13.0% |
16.1 |
1.7% |
68% |
False |
False |
20,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,037.8 |
|
2.618 |
1,008.7 |
|
1.618 |
990.9 |
|
1.000 |
979.9 |
|
0.618 |
973.1 |
|
HIGH |
962.1 |
|
0.618 |
955.3 |
|
0.500 |
953.2 |
|
0.382 |
951.1 |
|
LOW |
944.3 |
|
0.618 |
933.3 |
|
1.000 |
926.5 |
|
1.618 |
915.5 |
|
2.618 |
897.7 |
|
4.250 |
868.7 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
953.4 |
953.6 |
| PP |
953.3 |
953.6 |
| S1 |
953.2 |
953.5 |
|