COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
866.0 |
886.6 |
20.6 |
2.4% |
842.1 |
| High |
892.0 |
900.4 |
8.4 |
0.9% |
872.5 |
| Low |
866.0 |
886.3 |
20.3 |
2.3% |
839.9 |
| Close |
888.0 |
897.5 |
9.5 |
1.1% |
871.0 |
| Range |
26.0 |
14.1 |
-11.9 |
-45.8% |
32.6 |
| ATR |
13.8 |
13.8 |
0.0 |
0.1% |
0.0 |
| Volume |
1,001 |
1,139 |
138 |
13.8% |
2,235 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.0 |
931.4 |
905.3 |
|
| R3 |
922.9 |
917.3 |
901.4 |
|
| R2 |
908.8 |
908.8 |
900.1 |
|
| R1 |
903.2 |
903.2 |
898.8 |
906.0 |
| PP |
894.7 |
894.7 |
894.7 |
896.2 |
| S1 |
889.1 |
889.1 |
896.2 |
891.9 |
| S2 |
880.6 |
880.6 |
894.9 |
|
| S3 |
866.5 |
875.0 |
893.6 |
|
| S4 |
852.4 |
860.9 |
889.7 |
|
|
| 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 |
900.4 |
854.8 |
45.6 |
5.1% |
14.6 |
1.6% |
94% |
True |
False |
965 |
| 10 |
900.4 |
824.5 |
75.9 |
8.5% |
12.2 |
1.4% |
96% |
True |
False |
1,079 |
| 20 |
900.4 |
818.9 |
81.5 |
9.1% |
11.5 |
1.3% |
96% |
True |
False |
860 |
| 40 |
900.4 |
807.6 |
92.8 |
10.3% |
14.4 |
1.6% |
97% |
True |
False |
1,150 |
| 60 |
900.4 |
779.5 |
120.9 |
13.5% |
12.9 |
1.4% |
98% |
True |
False |
1,232 |
| 80 |
900.4 |
747.1 |
153.3 |
17.1% |
12.1 |
1.4% |
98% |
True |
False |
1,131 |
| 100 |
900.4 |
686.0 |
214.4 |
23.9% |
10.9 |
1.2% |
99% |
True |
False |
1,057 |
| 120 |
900.4 |
686.0 |
214.4 |
23.9% |
9.9 |
1.1% |
99% |
True |
False |
969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
960.3 |
|
2.618 |
937.3 |
|
1.618 |
923.2 |
|
1.000 |
914.5 |
|
0.618 |
909.1 |
|
HIGH |
900.4 |
|
0.618 |
895.0 |
|
0.500 |
893.4 |
|
0.382 |
891.7 |
|
LOW |
886.3 |
|
0.618 |
877.6 |
|
1.000 |
872.2 |
|
1.618 |
863.5 |
|
2.618 |
849.4 |
|
4.250 |
826.4 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
896.1 |
891.9 |
| PP |
894.7 |
886.3 |
| S1 |
893.4 |
880.7 |
|