COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
879.9 |
892.8 |
12.9 |
1.5% |
899.1 |
| High |
894.7 |
893.2 |
-1.5 |
-0.2% |
913.7 |
| Low |
879.9 |
869.0 |
-10.9 |
-1.2% |
876.3 |
| Close |
892.2 |
881.3 |
-10.9 |
-1.2% |
907.7 |
| Range |
14.8 |
24.2 |
9.4 |
63.5% |
37.4 |
| ATR |
19.2 |
19.5 |
0.4 |
1.9% |
0.0 |
| Volume |
6,126 |
3,680 |
-2,446 |
-39.9% |
9,077 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
953.8 |
941.7 |
894.6 |
|
| R3 |
929.6 |
917.5 |
888.0 |
|
| R2 |
905.4 |
905.4 |
885.7 |
|
| R1 |
893.3 |
893.3 |
883.5 |
887.3 |
| PP |
881.2 |
881.2 |
881.2 |
878.1 |
| S1 |
869.1 |
869.1 |
879.1 |
863.1 |
| S2 |
857.0 |
857.0 |
876.9 |
|
| S3 |
832.8 |
844.9 |
874.6 |
|
| S4 |
808.6 |
820.7 |
868.0 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,011.4 |
997.0 |
928.3 |
|
| R3 |
974.0 |
959.6 |
918.0 |
|
| R2 |
936.6 |
936.6 |
914.6 |
|
| R1 |
922.2 |
922.2 |
911.1 |
929.4 |
| PP |
899.2 |
899.2 |
899.2 |
902.9 |
| S1 |
884.8 |
884.8 |
904.3 |
892.0 |
| S2 |
861.8 |
861.8 |
900.8 |
|
| S3 |
824.4 |
847.4 |
897.4 |
|
| S4 |
787.0 |
810.0 |
887.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
920.3 |
869.0 |
51.3 |
5.8% |
21.8 |
2.5% |
24% |
False |
True |
4,427 |
| 10 |
920.3 |
869.0 |
51.3 |
5.8% |
18.9 |
2.1% |
24% |
False |
True |
3,137 |
| 20 |
948.1 |
869.0 |
79.1 |
9.0% |
18.6 |
2.1% |
16% |
False |
True |
3,016 |
| 40 |
961.3 |
858.8 |
102.5 |
11.6% |
18.6 |
2.1% |
22% |
False |
False |
2,318 |
| 60 |
971.2 |
858.8 |
112.4 |
12.8% |
19.7 |
2.2% |
20% |
False |
False |
2,111 |
| 80 |
1,048.0 |
858.8 |
189.2 |
21.5% |
20.4 |
2.3% |
12% |
False |
False |
1,829 |
| 100 |
1,048.0 |
858.8 |
189.2 |
21.5% |
19.9 |
2.3% |
12% |
False |
False |
1,632 |
| 120 |
1,048.0 |
839.9 |
208.1 |
23.6% |
19.6 |
2.2% |
20% |
False |
False |
1,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
996.1 |
|
2.618 |
956.6 |
|
1.618 |
932.4 |
|
1.000 |
917.4 |
|
0.618 |
908.2 |
|
HIGH |
893.2 |
|
0.618 |
884.0 |
|
0.500 |
881.1 |
|
0.382 |
878.2 |
|
LOW |
869.0 |
|
0.618 |
854.0 |
|
1.000 |
844.8 |
|
1.618 |
829.8 |
|
2.618 |
805.6 |
|
4.250 |
766.2 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
881.2 |
887.6 |
| PP |
881.2 |
885.5 |
| S1 |
881.1 |
883.4 |
|