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

On 2026-08-06, Gold closed at 4311.1 USD/oz, up 1.54% on the day. It trades at 45.1% of its 52-week range. Its RSI(14) of 63.35 is in the 79th percentile of its history since 2000, and its 20-day return of +4.37% in the 75th percentile. Its 20/50/200-day moving averages are 4076.38 / 4174.82 / 4468.99 USD/oz, with price +5.76% / +3.26% / -3.53% against them. Its 52-week range is 3263.9–5586.2 USD/oz; it closed 22.83% below the high and 32.08% above the low. Its 20-day volatility is 1.570% daily, in the 88th percentile of its history since 2000. Its 14-day average true range (ATR) is 75.39 USD/oz, 1.75% of price. It has returned +5.15% over 5 days and -8.64% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-08-06, prior 2026-08-05)
    close       4311.10
    change      +65.30  (+1.538%)
  range            (as of 2026-08-06)
    range       32.80
    close pos   70.4% of range
  moving averages  (as of 2026-08-06)
     20d MA     4076.38   price above by +5.76%
     50d MA     4174.82   price above by +3.26%
    200d MA     4468.99   price below by -3.53%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-06)
    20d stdev   1.570% daily ≈ 24.9% annualized (×√252)   (88th pct of own history, since 2000 (5674 obs))
    vs easing-2024 avg  1.11× (1.570% vs 1.416% era avg)
  ATR              (as of 2026-08-06)
    ATR(14)    75.39
    ATR%        1.75%   (85th pct of own history, since 2000 (5680 obs))
    range/ATR   43.5%
  52-week range    (as of 2026-08-06)
    high        5586.20   (-22.83% from high)
    low         3263.90   (+32.08% from low)
  momentum         (as of 2026-08-06)
    RSI(14)     63.35   (79th pct of own history, since 2000 (5680 obs))
  returns          (as of 2026-08-06)
     5d return  +5.15%
    20d return  +4.37%
    60d return  -8.64%
  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      1.4164%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-05)
    vs real yield (Δ) -0.56 (26w)
    vs real yield (Δ) -0.48 (52w)
  cross-asset sensitivity (gold weekly returns vs the US dollar index (DXY) and S&P 500)  (as of 2026-08-06)
    vs DXY      -0.20 (26w)
    vs DXY      -0.26 (52w)
    vs S&P 500  +0.64 (26w)
    vs S&P 500  +0.40 (52w)