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

On 2026-08-03, Gold closed at 4115.6 USD/oz, up 1.64% on the day. It trades at 36.7% of its 52-week range. Its RSI(14) of 50.79 is in the 44th percentile of its history since 2000, and its 20-day return of -0.95% in the 34th percentile. Its 20/50/200-day moving averages are 4065.21 / 4194.64 / 4465.97 USD/oz, with price +1.24% / -1.88% / -7.85% against them. Its 52-week range is 3263.9–5586.2 USD/oz; it closed 26.33% below the high and 26.09% above the low. Its 20-day volatility is 1.406% daily, in the 81st percentile of its history since 2000. Its 14-day average true range (ATR) is 70.27 USD/oz, 1.71% of price. It has returned +1.01% over 5 days and -12.10% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-08-03, prior 2026-07-31)
    close       4115.60
    change      +66.50  (+1.642%)
  range            (as of 2026-08-03)
    range       26.90
    close pos   64.7% of range
  moving averages  (as of 2026-08-03)
     20d MA     4065.21   price above by +1.24%
     50d MA     4194.64   price below by -1.88%
    200d MA     4465.97   price below by -7.85%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-03)
    20d stdev   1.406% daily ≈ 22.3% annualized (×√252)   (81st pct of own history, since 2000 (5671 obs))
    vs easing-2024 avg  1.00× (1.406% vs 1.412% era avg)
  ATR              (as of 2026-08-03)
    ATR(14)    70.27
    ATR%        1.71%   (83rd pct of own history, since 2000 (5677 obs))
    range/ATR   38.3%
  52-week range    (as of 2026-08-03)
    high        5586.20   (-26.33% from high)
    low         3263.90   (+26.09% from low)
  momentum         (as of 2026-08-03)
    RSI(14)     50.79   (44th pct of own history, since 2000 (5677 obs))
  returns          (as of 2026-08-03)
     5d return  +1.01%
    20d return  -0.95%
    60d return  -12.10%
  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      1.4117%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-07-31)
    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 2026-08-03)
    vs DXY      -0.22 (26w)
    vs DXY      -0.27 (52w)
    vs S&P 500  +0.61 (26w)
    vs S&P 500  +0.37 (52w)