COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
883.0 |
884.0 |
1.0 |
0.1% |
914.7 |
| High |
886.2 |
905.5 |
19.3 |
2.2% |
920.3 |
| Low |
871.0 |
879.3 |
8.3 |
1.0% |
869.0 |
| Close |
882.5 |
896.0 |
13.5 |
1.5% |
882.5 |
| Range |
15.2 |
26.2 |
11.0 |
72.4% |
51.3 |
| ATR |
19.2 |
19.7 |
0.5 |
2.6% |
0.0 |
| Volume |
4,886 |
2,457 |
-2,429 |
-49.7% |
23,496 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972.2 |
960.3 |
910.4 |
|
| R3 |
946.0 |
934.1 |
903.2 |
|
| R2 |
919.8 |
919.8 |
900.8 |
|
| R1 |
907.9 |
907.9 |
898.4 |
913.9 |
| PP |
893.6 |
893.6 |
893.6 |
896.6 |
| S1 |
881.7 |
881.7 |
893.6 |
887.7 |
| S2 |
867.4 |
867.4 |
891.2 |
|
| S3 |
841.2 |
855.5 |
888.8 |
|
| S4 |
815.0 |
829.3 |
881.6 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,044.5 |
1,014.8 |
910.7 |
|
| R3 |
993.2 |
963.5 |
896.6 |
|
| R2 |
941.9 |
941.9 |
891.9 |
|
| R1 |
912.2 |
912.2 |
887.2 |
901.4 |
| PP |
890.6 |
890.6 |
890.6 |
885.2 |
| S1 |
860.9 |
860.9 |
877.8 |
850.1 |
| S2 |
839.3 |
839.3 |
873.1 |
|
| S3 |
788.0 |
809.6 |
868.4 |
|
| S4 |
736.7 |
758.3 |
854.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
906.2 |
869.0 |
37.2 |
4.2% |
22.1 |
2.5% |
73% |
False |
False |
4,563 |
| 10 |
920.3 |
869.0 |
51.3 |
5.7% |
19.7 |
2.2% |
53% |
False |
False |
3,396 |
| 20 |
948.1 |
869.0 |
79.1 |
8.8% |
18.8 |
2.1% |
34% |
False |
False |
3,210 |
| 40 |
948.1 |
858.8 |
89.3 |
10.0% |
18.2 |
2.0% |
42% |
False |
False |
2,448 |
| 60 |
971.2 |
858.8 |
112.4 |
12.5% |
19.4 |
2.2% |
33% |
False |
False |
2,178 |
| 80 |
1,048.0 |
858.8 |
189.2 |
21.1% |
20.6 |
2.3% |
20% |
False |
False |
1,893 |
| 100 |
1,048.0 |
858.8 |
189.2 |
21.1% |
19.9 |
2.2% |
20% |
False |
False |
1,692 |
| 120 |
1,048.0 |
854.8 |
193.2 |
21.6% |
19.7 |
2.2% |
21% |
False |
False |
1,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,016.9 |
|
2.618 |
974.1 |
|
1.618 |
947.9 |
|
1.000 |
931.7 |
|
0.618 |
921.7 |
|
HIGH |
905.5 |
|
0.618 |
895.5 |
|
0.500 |
892.4 |
|
0.382 |
889.3 |
|
LOW |
879.3 |
|
0.618 |
863.1 |
|
1.000 |
853.1 |
|
1.618 |
836.9 |
|
2.618 |
810.7 |
|
4.250 |
768.0 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
894.8 |
893.1 |
| PP |
893.6 |
890.2 |
| S1 |
892.4 |
887.3 |
|