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

On 2026-08-12, Gold closed at 4408.9 USD/oz, up 0.59% on the day. It trades at 48.3% of its 52-week range. Its RSI(14) of 68.34 is in the 88th percentile of its history since 2000, and its 20-day return of +9.02% in the 94th percentile. Its 20/50/200-day moving averages are 4137.34 / 4163.68 / 4472.6 USD/oz, with price +6.56% / +5.89% / -1.42% against them. Its 52-week range is 3310.1–5586.2 USD/oz; it closed 21.08% below the high and 33.20% above the low. Its 20-day volatility is 1.411% daily, in the 81st percentile of its history since 2000. Its 14-day average true range (ATR) is 73.21 USD/oz, 1.66% of price. It has returned +3.84% over 5 days and -3.22% over 60 days.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-08-12, prior 2026-08-11)
    close       4408.90
    change      +25.90  (+0.591%)
  range            (as of 2026-08-12)
    range       27.70
    close pos   9.4% of range
  moving averages  (as of 2026-08-12)
     20d MA     4137.34   price above by +6.56%
     50d MA     4163.68   price above by +5.89%
    200d MA     4472.60   price below by -1.42%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-12)
    20d stdev   1.411% daily ≈ 22.4% annualized (×√252)   (81st pct of own history, since 2000 (5678 obs))
    vs easing-2024 avg  1.00× (1.411% vs 1.414% era avg)
  ATR              (as of 2026-08-12)
    ATR(14)    73.21
    ATR%        1.66%   (82nd pct of own history, since 2000 (5684 obs))
    range/ATR   37.8%
  52-week range    (as of 2026-08-12)
    high        5586.20   (-21.08% from high)
    low         3310.10   (+33.20% from low)
  momentum         (as of 2026-08-12)
    RSI(14)     68.34   (88th pct of own history, since 2000 (5684 obs))
  returns          (as of 2026-08-12)
     5d return  +3.84%
    20d return  +9.02%
    60d return  -3.22%
  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      1.4139%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-08-11)
    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 2026-08-12)
    vs DXY      -0.21 (26w)
    vs DXY      -0.28 (52w)
    vs S&P 500  +0.68 (26w)
    vs S&P 500  +0.42 (52w)