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

On 2026-08-05, Gold closed at 4324.6 USD/oz, up 5.60% on the day. It trades at 45.7% of its 52-week range. Its RSI(14) of 63.73 is in the 80th percentile of its history since 2000, and its 20-day return of +6.23% in the 86th percentile. Its 20/50/200-day moving averages are 4071.3 / 4180.18 / 4467.71 USD/oz, with price +6.22% / +3.45% / -3.20% against them. Its 52-week range is 3263.9–5586.2 USD/oz; it closed 22.58% below the high and 32.50% above the low. Its 20-day volatility is 1.827% daily, in the 92nd percentile of its history since 2000. Its 14-day average true range (ATR) is 82.67 USD/oz, 1.91% of price. It has returned +7.19% over 5 days and -8.38% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-08-05, prior 2026-08-04)
    close       4324.60
    change      +229.20  (+5.597%)
  range            (as of 2026-08-05)
    range       58.80
    close pos   33.5% of range
  moving averages  (as of 2026-08-05)
     20d MA     4071.30   price above by +6.22%
     50d MA     4180.18   price above by +3.45%
    200d MA     4467.71   price below by -3.20%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-05)
    20d stdev   1.827% daily ≈ 29.0% annualized (×√252)   (92nd pct of own history, since 2000 (5673 obs))
    vs easing-2024 avg  1.28× (1.827% vs 1.426% era avg)
  ATR              (as of 2026-08-05)
    ATR(14)    82.67
    ATR%        1.91%   (89th pct of own history, since 2000 (5679 obs))
    range/ATR   71.1%
  52-week range    (as of 2026-08-05)
    high        5586.20   (-22.58% from high)
    low         3263.90   (+32.50% from low)
  momentum         (as of 2026-08-05)
    RSI(14)     63.73   (80th pct of own history, since 2000 (5679 obs))
  returns          (as of 2026-08-05)
     5d return  +7.19%
    20d return  +6.23%
    60d return  -8.38%
  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      1.4262%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-04)
    vs real yield (Δ) -0.54 (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 2026-08-05)
    vs DXY      -0.22 (26w)
    vs DXY      -0.27 (52w)
    vs S&P 500  +0.64 (26w)
    vs S&P 500  +0.41 (52w)