mercatusdata

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

On 2026-10-15, Gold closed at 4170.1 USD/oz, up 1.51% on the day. At the 2026-10-15 close, Gold was 15.3% of the way from its 52-week low to its high. At the 2026-10-15 close, Gold had an RSI(14) of 42.41, in the 19th percentile of its history since 2000, and its 20-day return of -5.22% was in the 9th percentile. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-15 close, the 20/50/200-day moving averages of Gold were 4226.3 / 4372.13 / 4523.02 USD/oz, with price -1.33% / -4.62% / -7.80% against them. At the 2026-10-15 close, the 52-week range of Gold was 3913.7–5586.2 USD/oz; it closed 25.35% below the high and 6.55% above the low. Its 20-day volatility is 1.153% daily, in the 66th percentile of its history since 2000. Its 14-day average true range (ATR) is 85.42 USD/oz, 2.05% of price. It has returned +0.32% over 5 days and +0.56% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-15.

=== GOLD  (USD/oz) ===
  price & change   (as of 2026-10-15, prior 2026-10-14)
    close       4170.10
    change      +62.20  (+1.514%)
  range            (as of 2026-10-15)
    range       76.80
    close pos   64.1% of range
  moving averages  (as of 2026-10-15)
     20d MA     4226.30   price below by -1.33%
     50d MA     4372.13   price below by -4.62%
    200d MA     4523.02   price below by -7.80%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-15)
    20d stdev   1.153% daily ≈ 18.3% annualised (×√252)   (66th pct of own history, since 2000 (5722 obs))
    vs easing-2024 avg  0.82× (1.153% vs 1.408% era avg)
  ATR              (as of 2026-10-15)
    ATR(14)    85.42
    ATR%        2.05%   (91st pct of own history, since 2000 (5728 obs))
    range/ATR   89.9%
  52-week range    (as of 2026-10-15)
    high        5586.20   (-25.35% from high)
    low         3913.70   (+6.55% from low)
  momentum         (as of 2026-10-15)
    RSI(14)     42.41   (19th pct of own history, since 2000 (5728 obs))
  returns          (as of 2026-10-15)
     5d return  +0.32%
    20d return  -5.22%
    60d return  +0.56%
  volatility by rate-era
    pre-crisis (through 2008) 1.39%   (from 2000-08-31)
    ZIRP (2009–2015)         1.18%
    tightening (2015–2018)   0.84%
    ZIRP (2019–2021)         1.08%
    tightening (2022–2023)   0.94%
    easing (2024– )          1.41%
  real-yield sensitivity (gold weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10)  (as of 2026-10-14)
    vs real yield (Δ) -0.31 (26w)
    vs real yield (Δ) -0.45 (52w)
  cross-asset sensitivity (gold weekly returns vs the US dollar index (DXY) and S&P 500)  (as of 2026-10-15)
    vs DXY      -0.44 (26w)
    vs DXY      -0.34 (52w)
    vs S&P 500  +0.51 (26w)
    vs S&P 500  +0.41 (52w)