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

On 2026-07-27, Gold closed at 4046.9 USD/oz, down 1.09% on the day. It trades at 33.7% of its 52-week range. Its RSI(14) of 44.99 is in the 26th percentile of its history since 2000, and its 20-day return of -1.60% in the 28th percentile. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 4073.26 / 4211.91 / 4464.72 USD/oz, with price -0.65% / -3.92% / -9.36% against them. Its 52-week range is 3263.9–5586.2 USD/oz; it closed 27.56% below the high and 23.99% above the low. Its 20-day volatility is 1.293% daily, in the 75th percentile of its history since 2000. Its 14-day average true range (ATR) is 69.55 USD/oz, 1.72% of price. It has returned -0.59% over 5 days and -10.46% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-07-27, prior 2026-07-26)
    close       4046.90
    change      -44.70  (-1.092%)
  range            (as of 2026-07-27)
    range       45.00
    close pos   13.8% of range
  moving averages  (as of 2026-07-27)
     20d MA     4073.26   price below by -0.65%
     50d MA     4211.91   price below by -3.92%
    200d MA     4464.72   price below by -9.36%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-27)
    20d stdev   1.293% daily ≈ 20.5% annualized (×√252)   (75th pct of own history, since 2000 (5669 obs))
    vs easing-2024 avg  0.92× (1.293% vs 1.409% era avg)
  ATR              (as of 2026-07-27)
    ATR(14)    69.55
    ATR%        1.72%   (84th pct of own history, since 2000 (5675 obs))
    range/ATR   64.7%
  52-week range    (as of 2026-07-27)
    high        5586.20   (-27.56% from high)
    low         3263.90   (+23.99% from low)
  momentum         (as of 2026-07-27)
    RSI(14)     44.99   (26th pct of own history, since 2000 (5675 obs))
  returns          (as of 2026-07-27)
     5d return  -0.59%
    20d return  -1.60%
    60d return  -10.46%
  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      1.4091%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-24)
    vs real yield (Δ) -0.48 (26w)
    vs real yield (Δ) -0.46 (52w)
  cross-asset sensitivity (gold weekly returns vs the US dollar index (DXY) and S&P 500)  (as of 2026-07-27)
    vs DXY      -0.18 (26w)
    vs DXY      -0.30 (52w)
    vs S&P 500  +0.55 (26w)
    vs S&P 500  +0.38 (52w)