COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 28-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
856.2 |
860.1 |
3.9 |
0.5% |
842.1 |
| High |
863.5 |
872.5 |
9.0 |
1.0% |
872.5 |
| Low |
854.8 |
860.1 |
5.3 |
0.6% |
839.9 |
| Close |
860.3 |
871.0 |
10.7 |
1.2% |
871.0 |
| Range |
8.7 |
12.4 |
3.7 |
42.5% |
32.6 |
| ATR |
13.0 |
12.9 |
0.0 |
-0.3% |
0.0 |
| Volume |
263 |
730 |
467 |
177.6% |
2,235 |
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
905.1 |
900.4 |
877.8 |
|
| R3 |
892.7 |
888.0 |
874.4 |
|
| R2 |
880.3 |
880.3 |
873.3 |
|
| R1 |
875.6 |
875.6 |
872.1 |
878.0 |
| PP |
867.9 |
867.9 |
867.9 |
869.0 |
| S1 |
863.2 |
863.2 |
869.9 |
865.6 |
| S2 |
855.5 |
855.5 |
868.7 |
|
| S3 |
843.1 |
850.8 |
867.6 |
|
| S4 |
830.7 |
838.4 |
864.2 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958.9 |
947.6 |
888.9 |
|
| R3 |
926.3 |
915.0 |
880.0 |
|
| R2 |
893.7 |
893.7 |
877.0 |
|
| R1 |
882.4 |
882.4 |
874.0 |
888.1 |
| PP |
861.1 |
861.1 |
861.1 |
864.0 |
| S1 |
849.8 |
849.8 |
868.0 |
855.5 |
| S2 |
828.5 |
828.5 |
865.0 |
|
| S3 |
795.9 |
817.2 |
862.0 |
|
| S4 |
763.3 |
784.6 |
853.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
872.5 |
833.6 |
38.9 |
4.5% |
11.1 |
1.3% |
96% |
True |
False |
882 |
| 10 |
872.5 |
819.7 |
52.8 |
6.1% |
10.0 |
1.2% |
97% |
True |
False |
804 |
| 20 |
872.5 |
810.0 |
62.5 |
7.2% |
11.3 |
1.3% |
98% |
True |
False |
767 |
| 40 |
885.7 |
807.6 |
78.1 |
9.0% |
14.0 |
1.6% |
81% |
False |
False |
1,206 |
| 60 |
885.7 |
769.4 |
116.3 |
13.4% |
12.6 |
1.5% |
87% |
False |
False |
1,254 |
| 80 |
885.7 |
737.8 |
147.9 |
17.0% |
11.8 |
1.4% |
90% |
False |
False |
1,106 |
| 100 |
885.7 |
686.0 |
199.7 |
22.9% |
10.6 |
1.2% |
93% |
False |
False |
1,028 |
| 120 |
885.7 |
686.0 |
199.7 |
22.9% |
9.5 |
1.1% |
93% |
False |
False |
989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
925.2 |
|
2.618 |
905.0 |
|
1.618 |
892.6 |
|
1.000 |
884.9 |
|
0.618 |
880.2 |
|
HIGH |
872.5 |
|
0.618 |
867.8 |
|
0.500 |
866.3 |
|
0.382 |
864.8 |
|
LOW |
860.1 |
|
0.618 |
852.4 |
|
1.000 |
847.7 |
|
1.618 |
840.0 |
|
2.618 |
827.6 |
|
4.250 |
807.4 |
|
|
| Fisher Pivots for day following 28-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
869.4 |
866.1 |
| PP |
867.9 |
861.1 |
| S1 |
866.3 |
856.2 |
|