COMEX Gold Future December 2009
Trading Metrics calculated at close of trading on 01-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
957.4 |
952.0 |
-5.4 |
-0.6% |
954.8 |
High |
962.1 |
958.7 |
-3.4 |
-0.4% |
964.6 |
Low |
944.3 |
947.5 |
3.2 |
0.3% |
935.7 |
Close |
953.5 |
956.5 |
3.0 |
0.3% |
958.8 |
Range |
17.8 |
11.2 |
-6.6 |
-37.1% |
28.9 |
ATR |
14.4 |
14.2 |
-0.2 |
-1.6% |
0.0 |
Volume |
87,231 |
73,127 |
-14,104 |
-16.2% |
366,359 |
|
Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
987.8 |
983.4 |
962.7 |
|
R3 |
976.6 |
972.2 |
959.6 |
|
R2 |
965.4 |
965.4 |
958.6 |
|
R1 |
961.0 |
961.0 |
957.5 |
963.2 |
PP |
954.2 |
954.2 |
954.2 |
955.4 |
S1 |
949.8 |
949.8 |
955.5 |
952.0 |
S2 |
943.0 |
943.0 |
954.4 |
|
S3 |
931.8 |
938.6 |
953.4 |
|
S4 |
920.6 |
927.4 |
950.3 |
|
|
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 |
2.4% |
12.9 |
1.3% |
65% |
False |
False |
73,281 |
10 |
964.6 |
933.3 |
31.3 |
3.3% |
14.3 |
1.5% |
74% |
False |
False |
71,292 |
20 |
974.3 |
931.3 |
43.0 |
4.5% |
13.7 |
1.4% |
59% |
False |
False |
75,982 |
40 |
974.3 |
907.6 |
66.7 |
7.0% |
13.6 |
1.4% |
73% |
False |
False |
56,379 |
60 |
974.3 |
907.6 |
66.7 |
7.0% |
13.9 |
1.5% |
73% |
False |
False |
38,833 |
80 |
993.6 |
907.6 |
86.0 |
9.0% |
14.6 |
1.5% |
57% |
False |
False |
30,161 |
100 |
993.6 |
870.5 |
123.1 |
12.9% |
14.8 |
1.5% |
70% |
False |
False |
24,460 |
120 |
993.6 |
869.5 |
124.1 |
13.0% |
16.0 |
1.7% |
70% |
False |
False |
20,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,006.3 |
2.618 |
988.0 |
1.618 |
976.8 |
1.000 |
969.9 |
0.618 |
965.6 |
HIGH |
958.7 |
0.618 |
954.4 |
0.500 |
953.1 |
0.382 |
951.8 |
LOW |
947.5 |
0.618 |
940.6 |
1.000 |
936.3 |
1.618 |
929.4 |
2.618 |
918.2 |
4.250 |
899.9 |
|
|
Fisher Pivots for day following 01-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
955.4 |
955.8 |
PP |
954.2 |
955.1 |
S1 |
953.1 |
954.5 |
|