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

On 2026-07-28, Gold closed at 4036.3 USD/oz, down 0.94% on the day. It trades at 33.3% of its 52-week range. Its RSI(14) of 44.09 is in the 23rd percentile of its history since 2000, and its 20-day return of -3.44% in the 16th percentile. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 4067.44 / 4203.06 / 4465.3 USD/oz, with price -0.77% / -3.97% / -9.61% against them. Its 52-week range is 3263.9–5586.2 USD/oz; it closed 27.75% below the high and 23.66% above the low. Its 20-day volatility is 1.224% daily, in the 71st percentile of its history since 2000. Its 14-day average true range (ATR) is 67.03 USD/oz, 1.66% of price. It has returned -2.67% over 5 days and -11.40% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-07-28, prior 2026-07-27)
    close       4036.30
    change      -38.20  (-0.938%)
  range            (as of 2026-07-28)
    range       10.60
    close pos   100.0% of range
  moving averages  (as of 2026-07-28)
     20d MA     4067.44   price below by -0.77%
     50d MA     4203.06   price below by -3.97%
    200d MA     4465.30   price below by -9.61%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-28)
    20d stdev   1.224% daily ≈ 19.4% annualized (×√252)   (71st pct of own history, since 2000 (5670 obs))
    vs easing-2024 avg  0.87× (1.224% vs 1.408% era avg)
  ATR              (as of 2026-07-28)
    ATR(14)    67.03
    ATR%        1.66%   (82nd pct of own history, since 2000 (5676 obs))
    range/ATR   15.8%
  52-week range    (as of 2026-07-28)
    high        5586.20   (-27.75% from high)
    low         3263.90   (+23.66% from low)
  momentum         (as of 2026-07-28)
    RSI(14)     44.09   (23rd pct of own history, since 2000 (5676 obs))
  returns          (as of 2026-07-28)
     5d return  -2.67%
    20d return  -3.44%
    60d return  -11.40%
  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      1.4080%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-27)
    vs real yield (Δ) -0.53 (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 2026-07-28)
    vs DXY      -0.18 (26w)
    vs DXY      -0.30 (52w)
    vs S&P 500  +0.55 (26w)
    vs S&P 500  +0.38 (52w)