COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
900.7 |
897.0 |
-3.7 |
-0.4% |
884.0 |
| High |
901.3 |
929.5 |
28.2 |
3.1% |
920.0 |
| Low |
884.8 |
896.7 |
11.9 |
1.3% |
879.3 |
| Close |
891.7 |
924.4 |
32.7 |
3.7% |
913.2 |
| Range |
16.5 |
32.8 |
16.3 |
98.8% |
40.7 |
| ATR |
18.7 |
20.0 |
1.4 |
7.3% |
0.0 |
| Volume |
2,098 |
3,378 |
1,280 |
61.0% |
13,222 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,015.3 |
1,002.6 |
942.4 |
|
| R3 |
982.5 |
969.8 |
933.4 |
|
| R2 |
949.7 |
949.7 |
930.4 |
|
| R1 |
937.0 |
937.0 |
927.4 |
943.4 |
| PP |
916.9 |
916.9 |
916.9 |
920.0 |
| S1 |
904.2 |
904.2 |
921.4 |
910.6 |
| S2 |
884.1 |
884.1 |
918.4 |
|
| S3 |
851.3 |
871.4 |
915.4 |
|
| S4 |
818.5 |
838.6 |
906.4 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,026.3 |
1,010.4 |
935.6 |
|
| R3 |
985.6 |
969.7 |
924.4 |
|
| R2 |
944.9 |
944.9 |
920.7 |
|
| R1 |
929.0 |
929.0 |
916.9 |
937.0 |
| PP |
904.2 |
904.2 |
904.2 |
908.1 |
| S1 |
888.3 |
888.3 |
909.5 |
896.3 |
| S2 |
863.5 |
863.5 |
905.7 |
|
| S3 |
822.8 |
847.6 |
902.0 |
|
| S4 |
782.1 |
806.9 |
890.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
929.5 |
884.8 |
44.7 |
4.8% |
20.7 |
2.2% |
89% |
True |
False |
3,067 |
| 10 |
929.5 |
871.0 |
58.5 |
6.3% |
19.4 |
2.1% |
91% |
True |
False |
3,024 |
| 20 |
929.5 |
869.0 |
60.5 |
6.5% |
19.1 |
2.1% |
92% |
True |
False |
3,080 |
| 40 |
948.1 |
858.8 |
89.3 |
9.7% |
18.1 |
2.0% |
73% |
False |
False |
2,815 |
| 60 |
968.4 |
858.8 |
109.6 |
11.9% |
18.5 |
2.0% |
60% |
False |
False |
2,276 |
| 80 |
1,048.0 |
858.8 |
189.2 |
20.5% |
20.5 |
2.2% |
35% |
False |
False |
2,085 |
| 100 |
1,048.0 |
858.8 |
189.2 |
20.5% |
19.9 |
2.2% |
35% |
False |
False |
1,865 |
| 120 |
1,048.0 |
858.8 |
189.2 |
20.5% |
20.0 |
2.2% |
35% |
False |
False |
1,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,068.9 |
|
2.618 |
1,015.4 |
|
1.618 |
982.6 |
|
1.000 |
962.3 |
|
0.618 |
949.8 |
|
HIGH |
929.5 |
|
0.618 |
917.0 |
|
0.500 |
913.1 |
|
0.382 |
909.2 |
|
LOW |
896.7 |
|
0.618 |
876.4 |
|
1.000 |
863.9 |
|
1.618 |
843.6 |
|
2.618 |
810.8 |
|
4.250 |
757.3 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
920.6 |
918.7 |
| PP |
916.9 |
912.9 |
| S1 |
913.1 |
907.2 |
|