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

On 2026-08-11, Gold closed at 4383 USD/oz, up 0.49% on the day. It trades at 47.8% of its 52-week range. Its RSI(14) of 67.04 is in the 86th percentile of its history since 2000, and its 20-day return of +7.93% in the 92nd percentile. Its 20/50/200-day moving averages are 4119.09 / 4165 / 4471.95 USD/oz, with price +6.41% / +5.23% / -1.99% against them. Its 52-week range is 3281–5586.2 USD/oz; it closed 21.54% below the high and 33.59% above the low. Its 20-day volatility is 1.423% daily, in the 82nd percentile of its history since 2000. Its 14-day average true range (ATR) is 74.92 USD/oz, 1.71% of price. It has returned +7.02% over 5 days and -6.31% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-08-11, prior 2026-08-10)
    close       4383.00
    change      +21.20  (+0.486%)
  range            (as of 2026-08-11)
    range       43.50
    close pos   41.1% of range
  moving averages  (as of 2026-08-11)
     20d MA     4119.09   price above by +6.41%
     50d MA     4165.00   price above by +5.23%
    200d MA     4471.95   price below by -1.99%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-11)
    20d stdev   1.423% daily ≈ 22.6% annualized (×√252)   (82nd pct of own history, since 2000 (5677 obs))
    vs easing-2024 avg  1.01× (1.423% vs 1.415% era avg)
  ATR              (as of 2026-08-11)
    ATR(14)    74.92
    ATR%        1.71%   (83rd pct of own history, since 2000 (5683 obs))
    range/ATR   58.1%
  52-week range    (as of 2026-08-11)
    high        5586.20   (-21.54% from high)
    low         3281.00   (+33.59% from low)
  momentum         (as of 2026-08-11)
    RSI(14)     67.04   (86th pct of own history, since 2000 (5683 obs))
  returns          (as of 2026-08-11)
     5d return  +7.02%
    20d return  +7.93%
    60d return  -6.31%
  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      1.4148%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-10)
    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 2026-08-11)
    vs DXY      -0.21 (26w)
    vs DXY      -0.29 (52w)
    vs S&P 500  +0.68 (26w)
    vs S&P 500  +0.43 (52w)