COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
937.5 |
953.2 |
15.7 |
1.7% |
913.3 |
| High |
957.6 |
957.7 |
0.1 |
0.0% |
942.0 |
| Low |
933.5 |
943.3 |
9.8 |
1.0% |
884.8 |
| Close |
954.1 |
956.2 |
2.1 |
0.2% |
940.7 |
| Range |
24.1 |
14.4 |
-9.7 |
-40.2% |
57.2 |
| ATR |
20.2 |
19.7 |
-0.4 |
-2.0% |
0.0 |
| Volume |
3,671 |
6,705 |
3,034 |
82.6% |
15,993 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
995.6 |
990.3 |
964.1 |
|
| R3 |
981.2 |
975.9 |
960.2 |
|
| R2 |
966.8 |
966.8 |
958.8 |
|
| R1 |
961.5 |
961.5 |
957.5 |
964.2 |
| PP |
952.4 |
952.4 |
952.4 |
953.7 |
| S1 |
947.1 |
947.1 |
954.9 |
949.8 |
| S2 |
938.0 |
938.0 |
953.6 |
|
| S3 |
923.6 |
932.7 |
952.2 |
|
| S4 |
909.2 |
918.3 |
948.3 |
|
|
| 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 |
957.7 |
896.7 |
61.0 |
6.4% |
21.7 |
2.3% |
98% |
True |
False |
5,292 |
| 10 |
957.7 |
884.8 |
72.9 |
7.6% |
20.0 |
2.1% |
98% |
True |
False |
4,055 |
| 20 |
957.7 |
869.0 |
88.7 |
9.3% |
19.7 |
2.1% |
98% |
True |
False |
3,862 |
| 40 |
957.7 |
869.0 |
88.7 |
9.3% |
18.6 |
1.9% |
98% |
True |
False |
3,175 |
| 60 |
968.4 |
858.8 |
109.6 |
11.5% |
18.4 |
1.9% |
89% |
False |
False |
2,573 |
| 80 |
1,048.0 |
858.8 |
189.2 |
19.8% |
20.4 |
2.1% |
51% |
False |
False |
2,328 |
| 100 |
1,048.0 |
858.8 |
189.2 |
19.8% |
20.1 |
2.1% |
51% |
False |
False |
2,030 |
| 120 |
1,048.0 |
858.8 |
189.2 |
19.8% |
20.0 |
2.1% |
51% |
False |
False |
1,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,018.9 |
|
2.618 |
995.4 |
|
1.618 |
981.0 |
|
1.000 |
972.1 |
|
0.618 |
966.6 |
|
HIGH |
957.7 |
|
0.618 |
952.2 |
|
0.500 |
950.5 |
|
0.382 |
948.8 |
|
LOW |
943.3 |
|
0.618 |
934.4 |
|
1.000 |
928.9 |
|
1.618 |
920.0 |
|
2.618 |
905.6 |
|
4.250 |
882.1 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
954.3 |
952.0 |
| PP |
952.4 |
947.8 |
| S1 |
950.5 |
943.7 |
|