COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
928.0 |
940.1 |
12.1 |
1.3% |
913.3 |
| High |
942.0 |
947.0 |
5.0 |
0.5% |
942.0 |
| Low |
922.0 |
929.6 |
7.6 |
0.8% |
884.8 |
| Close |
940.7 |
937.7 |
-3.0 |
-0.3% |
940.7 |
| Range |
20.0 |
17.4 |
-2.6 |
-13.0% |
57.2 |
| ATR |
20.0 |
19.9 |
-0.2 |
-0.9% |
0.0 |
| Volume |
3,858 |
8,849 |
4,991 |
129.4% |
15,993 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990.3 |
981.4 |
947.3 |
|
| R3 |
972.9 |
964.0 |
942.5 |
|
| R2 |
955.5 |
955.5 |
940.9 |
|
| R1 |
946.6 |
946.6 |
939.3 |
942.4 |
| PP |
938.1 |
938.1 |
938.1 |
936.0 |
| S1 |
929.2 |
929.2 |
936.1 |
925.0 |
| S2 |
920.7 |
920.7 |
934.5 |
|
| S3 |
903.3 |
911.8 |
932.9 |
|
| S4 |
885.9 |
894.4 |
928.1 |
|
|
| 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 |
947.0 |
884.8 |
62.2 |
6.6% |
19.5 |
2.1% |
85% |
True |
False |
4,453 |
| 10 |
947.0 |
884.8 |
62.2 |
6.6% |
19.0 |
2.0% |
85% |
True |
False |
3,560 |
| 20 |
947.0 |
869.0 |
78.0 |
8.3% |
19.3 |
2.1% |
88% |
True |
False |
3,478 |
| 40 |
948.1 |
869.0 |
79.1 |
8.4% |
18.3 |
2.0% |
87% |
False |
False |
3,048 |
| 60 |
968.4 |
858.8 |
109.6 |
11.7% |
18.6 |
2.0% |
72% |
False |
False |
2,448 |
| 80 |
1,048.0 |
858.8 |
189.2 |
20.2% |
20.4 |
2.2% |
42% |
False |
False |
2,214 |
| 100 |
1,048.0 |
858.8 |
189.2 |
20.2% |
20.0 |
2.1% |
42% |
False |
False |
1,953 |
| 120 |
1,048.0 |
858.8 |
189.2 |
20.2% |
19.9 |
2.1% |
42% |
False |
False |
1,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,021.0 |
|
2.618 |
992.6 |
|
1.618 |
975.2 |
|
1.000 |
964.4 |
|
0.618 |
957.8 |
|
HIGH |
947.0 |
|
0.618 |
940.4 |
|
0.500 |
938.3 |
|
0.382 |
936.2 |
|
LOW |
929.6 |
|
0.618 |
918.8 |
|
1.000 |
912.2 |
|
1.618 |
901.4 |
|
2.618 |
884.0 |
|
4.250 |
855.7 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
938.3 |
932.4 |
| PP |
938.1 |
927.1 |
| S1 |
937.9 |
921.9 |
|