COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
860.1 |
871.9 |
11.8 |
1.4% |
842.1 |
| High |
872.5 |
873.0 |
0.5 |
0.1% |
872.5 |
| Low |
860.1 |
861.0 |
0.9 |
0.1% |
839.9 |
| Close |
871.0 |
865.9 |
-5.1 |
-0.6% |
871.0 |
| Range |
12.4 |
12.0 |
-0.4 |
-3.2% |
32.6 |
| ATR |
12.9 |
12.9 |
-0.1 |
-0.5% |
0.0 |
| Volume |
730 |
1,695 |
965 |
132.2% |
2,235 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.6 |
896.3 |
872.5 |
|
| R3 |
890.6 |
884.3 |
869.2 |
|
| R2 |
878.6 |
878.6 |
868.1 |
|
| R1 |
872.3 |
872.3 |
867.0 |
869.5 |
| PP |
866.6 |
866.6 |
866.6 |
865.2 |
| S1 |
860.3 |
860.3 |
864.8 |
857.5 |
| S2 |
854.6 |
854.6 |
863.7 |
|
| S3 |
842.6 |
848.3 |
862.6 |
|
| S4 |
830.6 |
836.3 |
859.3 |
|
|
| 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 |
873.0 |
839.9 |
33.1 |
3.8% |
11.4 |
1.3% |
79% |
True |
False |
786 |
| 10 |
873.0 |
819.7 |
53.3 |
6.2% |
9.9 |
1.1% |
87% |
True |
False |
929 |
| 20 |
873.0 |
810.0 |
63.0 |
7.3% |
11.0 |
1.3% |
89% |
True |
False |
805 |
| 40 |
885.7 |
807.6 |
78.1 |
9.0% |
13.9 |
1.6% |
75% |
False |
False |
1,212 |
| 60 |
885.7 |
769.4 |
116.3 |
13.4% |
12.6 |
1.5% |
83% |
False |
False |
1,237 |
| 80 |
885.7 |
740.5 |
145.2 |
16.8% |
11.9 |
1.4% |
86% |
False |
False |
1,122 |
| 100 |
885.7 |
686.0 |
199.7 |
23.1% |
10.6 |
1.2% |
90% |
False |
False |
1,040 |
| 120 |
885.7 |
686.0 |
199.7 |
23.1% |
9.6 |
1.1% |
90% |
False |
False |
958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
924.0 |
|
2.618 |
904.4 |
|
1.618 |
892.4 |
|
1.000 |
885.0 |
|
0.618 |
880.4 |
|
HIGH |
873.0 |
|
0.618 |
868.4 |
|
0.500 |
867.0 |
|
0.382 |
865.6 |
|
LOW |
861.0 |
|
0.618 |
853.6 |
|
1.000 |
849.0 |
|
1.618 |
841.6 |
|
2.618 |
829.6 |
|
4.250 |
810.0 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
867.0 |
865.2 |
| PP |
866.6 |
864.6 |
| S1 |
866.3 |
863.9 |
|