COMEX Gold Future December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 1,625.1 1,662.5 37.4 2.3% 1,660.0
High 1,667.0 1,681.5 14.5 0.9% 1,679.2
Low 1,620.0 1,597.6 -22.4 -1.4% 1,535.0
Close 1,657.7 1,616.0 -41.7 -2.5% 1,622.3
Range 47.0 83.9 36.9 78.5% 144.2
ATR 62.2 63.7 1.6 2.5% 0.0
Volume 132,366 190,030 57,664 43.6% 1,089,019
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 1,883.4 1,833.6 1,662.1
R3 1,799.5 1,749.7 1,639.1
R2 1,715.6 1,715.6 1,631.4
R1 1,665.8 1,665.8 1,623.7 1,648.8
PP 1,631.7 1,631.7 1,631.7 1,623.2
S1 1,581.9 1,581.9 1,608.3 1,564.9
S2 1,547.8 1,547.8 1,600.6
S3 1,463.9 1,498.0 1,592.9
S4 1,380.0 1,414.1 1,569.9
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 2,044.8 1,977.7 1,701.6
R3 1,900.6 1,833.5 1,662.0
R2 1,756.4 1,756.4 1,648.7
R1 1,689.3 1,689.3 1,635.5 1,650.8
PP 1,612.2 1,612.2 1,612.2 1,592.9
S1 1,545.1 1,545.1 1,609.1 1,506.6
S2 1,468.0 1,468.0 1,595.9
S3 1,323.8 1,400.9 1,582.6
S4 1,179.6 1,256.7 1,543.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,681.5 1,585.0 96.5 6.0% 58.0 3.6% 32% True False 167,610
10 1,819.4 1,535.0 284.4 17.6% 71.4 4.4% 28% False False 218,797
20 1,889.1 1,535.0 354.1 21.9% 64.7 4.0% 23% False False 211,860
40 1,923.7 1,535.0 388.7 24.1% 60.0 3.7% 21% False False 225,967
60 1,923.7 1,535.0 388.7 24.1% 48.3 3.0% 21% False False 183,520
80 1,923.7 1,481.0 442.7 27.4% 40.9 2.5% 30% False False 139,832
100 1,923.7 1,475.0 448.7 27.8% 36.2 2.2% 31% False False 112,634
120 1,923.7 1,457.9 465.8 28.8% 34.2 2.1% 34% False False 94,447
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,038.1
2.618 1,901.2
1.618 1,817.3
1.000 1,765.4
0.618 1,733.4
HIGH 1,681.5
0.618 1,649.5
0.500 1,639.6
0.382 1,629.6
LOW 1,597.6
0.618 1,545.7
1.000 1,513.7
1.618 1,461.8
2.618 1,377.9
4.250 1,241.0
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 1,639.6 1,639.6
PP 1,631.7 1,631.7
S1 1,623.9 1,623.9

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

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