COMEX Gold Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 1,780.9 1,806.0 25.1 1.4% 1,862.2
High 1,814.3 1,819.4 5.1 0.3% 1,865.2
Low 1,772.0 1,781.0 9.0 0.5% 1,765.4
Close 1,809.1 1,808.1 -1.0 -0.1% 1,814.7
Range 42.3 38.4 -3.9 -9.2% 99.8
ATR 53.2 52.2 -1.1 -2.0% 0.0
Volume 160,337 176,746 16,409 10.2% 947,958
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 1,918.0 1,901.5 1,829.2
R3 1,879.6 1,863.1 1,818.7
R2 1,841.2 1,841.2 1,815.1
R1 1,824.7 1,824.7 1,811.6 1,833.0
PP 1,802.8 1,802.8 1,802.8 1,807.0
S1 1,786.3 1,786.3 1,804.6 1,794.6
S2 1,764.4 1,764.4 1,801.1
S3 1,726.0 1,747.9 1,797.5
S4 1,687.6 1,709.5 1,787.0
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,114.5 2,064.4 1,869.6
R3 2,014.7 1,964.6 1,842.1
R2 1,914.9 1,914.9 1,833.0
R1 1,864.8 1,864.8 1,823.8 1,840.0
PP 1,815.1 1,815.1 1,815.1 1,802.7
S1 1,765.0 1,765.0 1,805.6 1,740.2
S2 1,715.3 1,715.3 1,796.4
S3 1,615.5 1,665.2 1,787.3
S4 1,515.7 1,565.4 1,759.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,832.9 1,765.4 67.5 3.7% 51.4 2.8% 63% False False 182,327
10 1,889.1 1,765.4 123.7 6.8% 52.8 2.9% 35% False False 192,899
20 1,923.7 1,705.4 218.3 12.1% 57.8 3.2% 47% False False 221,924
40 1,923.7 1,605.0 318.7 17.6% 49.8 2.8% 64% False False 216,500
60 1,923.7 1,481.0 442.7 24.5% 39.8 2.2% 74% False False 151,827
80 1,923.7 1,481.0 442.7 24.5% 34.3 1.9% 74% False False 114,976
100 1,923.7 1,465.9 457.8 25.3% 32.3 1.8% 75% False False 93,016
120 1,923.7 1,418.5 505.2 27.9% 29.8 1.6% 77% False False 77,830
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,982.6
2.618 1,919.9
1.618 1,881.5
1.000 1,857.8
0.618 1,843.1
HIGH 1,819.4
0.618 1,804.7
0.500 1,800.2
0.382 1,795.7
LOW 1,781.0
0.618 1,757.3
1.000 1,742.6
1.618 1,718.9
2.618 1,680.5
4.250 1,617.8
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 1,805.5 1,806.1
PP 1,802.8 1,804.0
S1 1,800.2 1,802.0

These figures are updated between 7pm and 10pm EST after a trading day.

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