COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
897.0 |
928.0 |
31.0 |
3.5% |
913.3 |
| High |
929.5 |
942.0 |
12.5 |
1.3% |
942.0 |
| Low |
896.7 |
922.0 |
25.3 |
2.8% |
884.8 |
| Close |
924.4 |
940.7 |
16.3 |
1.8% |
940.7 |
| Range |
32.8 |
20.0 |
-12.8 |
-39.0% |
57.2 |
| ATR |
20.0 |
20.0 |
0.0 |
0.0% |
0.0 |
| Volume |
3,378 |
3,858 |
480 |
14.2% |
15,993 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994.9 |
987.8 |
951.7 |
|
| R3 |
974.9 |
967.8 |
946.2 |
|
| R2 |
954.9 |
954.9 |
944.4 |
|
| R1 |
947.8 |
947.8 |
942.5 |
951.4 |
| PP |
934.9 |
934.9 |
934.9 |
936.7 |
| S1 |
927.8 |
927.8 |
938.9 |
931.4 |
| S2 |
914.9 |
914.9 |
937.0 |
|
| S3 |
894.9 |
907.8 |
935.2 |
|
| S4 |
874.9 |
887.8 |
929.7 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,094.1 |
1,074.6 |
972.2 |
|
| R3 |
1,036.9 |
1,017.4 |
956.4 |
|
| R2 |
979.7 |
979.7 |
951.2 |
|
| R1 |
960.2 |
960.2 |
945.9 |
970.0 |
| PP |
922.5 |
922.5 |
922.5 |
927.4 |
| S1 |
903.0 |
903.0 |
935.5 |
912.8 |
| S2 |
865.3 |
865.3 |
930.2 |
|
| S3 |
808.1 |
845.8 |
925.0 |
|
| S4 |
750.9 |
788.6 |
909.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
942.0 |
884.8 |
57.2 |
6.1% |
22.3 |
2.4% |
98% |
True |
False |
3,198 |
| 10 |
942.0 |
879.3 |
62.7 |
6.7% |
19.8 |
2.1% |
98% |
True |
False |
2,921 |
| 20 |
942.0 |
869.0 |
73.0 |
7.8% |
19.3 |
2.0% |
98% |
True |
False |
3,089 |
| 40 |
948.1 |
869.0 |
79.1 |
8.4% |
18.2 |
1.9% |
91% |
False |
False |
2,861 |
| 60 |
968.4 |
858.8 |
109.6 |
11.7% |
18.6 |
2.0% |
75% |
False |
False |
2,325 |
| 80 |
1,048.0 |
858.8 |
189.2 |
20.1% |
20.4 |
2.2% |
43% |
False |
False |
2,117 |
| 100 |
1,048.0 |
858.8 |
189.2 |
20.1% |
20.0 |
2.1% |
43% |
False |
False |
1,879 |
| 120 |
1,048.0 |
858.8 |
189.2 |
20.1% |
20.0 |
2.1% |
43% |
False |
False |
1,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,027.0 |
|
2.618 |
994.4 |
|
1.618 |
974.4 |
|
1.000 |
962.0 |
|
0.618 |
954.4 |
|
HIGH |
942.0 |
|
0.618 |
934.4 |
|
0.500 |
932.0 |
|
0.382 |
929.6 |
|
LOW |
922.0 |
|
0.618 |
909.6 |
|
1.000 |
902.0 |
|
1.618 |
889.6 |
|
2.618 |
869.6 |
|
4.250 |
837.0 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
937.8 |
931.6 |
| PP |
934.9 |
922.5 |
| S1 |
932.0 |
913.4 |
|