Gold: RSI, real-yield correlation, 52-week range · daily

On 2026-07-24, Gold closed at 4057.1 USD/oz, up 0.26% on the day. It trades at 34.2% of its 52-week range. Its RSI(14) of 45.47 is in the 27th percentile of its history since 2000, and its 20-day return of +0.85% in the 50th percentile. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 4074.86 / 4231.09 / 4462.58 USD/oz, with price -0.44% / -4.11% / -9.09% against them. Its 52-week range is 3263.9–5586.2 USD/oz; it closed 27.37% below the high and 24.30% above the low. Its 20-day volatility is 1.308% daily, in the 76th percentile of its history since 2000. Its 14-day average true range (ATR) is 74.01 USD/oz, 1.82% of price. It has returned +0.64% over 5 days and -12.08% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-07-24, prior 2026-07-23)
    close       4057.10
    change      +10.50  (+0.259%)
  range            (as of 2026-07-24)
    range       43.00
    close pos   77.0% of range
  moving averages  (as of 2026-07-24)
     20d MA     4074.86   price below by -0.44%
     50d MA     4231.09   price below by -4.11%
    200d MA     4462.58   price below by -9.09%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-24)
    20d stdev   1.308% daily ≈ 20.8% annualized (×√252)   (76th pct of own history, since 2000 (5667 obs))
    vs easing-2024 avg  0.93× (1.308% vs 1.410% era avg)
  ATR              (as of 2026-07-24)
    ATR(14)    74.01
    ATR%        1.82%   (87th pct of own history, since 2000 (5673 obs))
    range/ATR   58.1%
  52-week range    (as of 2026-07-24)
    high        5586.20   (-27.37% from high)
    low         3263.90   (+24.30% from low)
  momentum         (as of 2026-07-24)
    RSI(14)     45.47   (27th pct of own history, since 2000 (5673 obs))
  returns          (as of 2026-07-24)
     5d return  +0.64%
    20d return  +0.85%
    60d return  -12.08%
  volatility by rate-era
    pre-crisis       1.3878%   (from 2000-08-31)
    ZIRP-2009        1.1796%
    tightening-2015  0.8388%
    ZIRP-2019        1.0750%
    tightening-2022  0.9428%
    easing-2024      1.4104%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-23)
    vs real yield (Δ) -0.49 (26w)
    vs real yield (Δ) -0.47 (52w)
  cross-asset sensitivity (gold weekly returns vs the US dollar index (DXY) and S&P 500)  (as of 2026-07-23)
    vs DXY      -0.12 (26w)
    vs DXY      -0.30 (52w)
    vs S&P 500  +0.53 (26w)
    vs S&P 500  +0.37 (52w)