COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
936.7 |
938.5 |
1.8 |
0.2% |
966.8 |
| High |
945.2 |
943.1 |
-2.1 |
-0.2% |
987.1 |
| Low |
928.7 |
932.6 |
3.9 |
0.4% |
925.9 |
| Close |
936.9 |
937.8 |
0.9 |
0.1% |
936.9 |
| Range |
16.5 |
10.5 |
-6.0 |
-36.4% |
61.2 |
| ATR |
20.9 |
20.2 |
-0.7 |
-3.6% |
0.0 |
| Volume |
47,780 |
55,704 |
7,924 |
16.6% |
137,434 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
969.3 |
964.1 |
943.6 |
|
| R3 |
958.8 |
953.6 |
940.7 |
|
| R2 |
948.3 |
948.3 |
939.7 |
|
| R1 |
943.1 |
943.1 |
938.8 |
940.5 |
| PP |
937.8 |
937.8 |
937.8 |
936.5 |
| S1 |
932.6 |
932.6 |
936.8 |
930.0 |
| S2 |
927.3 |
927.3 |
935.9 |
|
| S3 |
916.8 |
922.1 |
934.9 |
|
| S4 |
906.3 |
911.6 |
932.0 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,133.6 |
1,096.4 |
970.6 |
|
| R3 |
1,072.4 |
1,035.2 |
953.7 |
|
| R2 |
1,011.2 |
1,011.2 |
948.1 |
|
| R1 |
974.0 |
974.0 |
942.5 |
962.0 |
| PP |
950.0 |
950.0 |
950.0 |
944.0 |
| S1 |
912.8 |
912.8 |
931.3 |
900.8 |
| S2 |
888.8 |
888.8 |
925.7 |
|
| S3 |
827.6 |
851.6 |
920.1 |
|
| S4 |
766.4 |
790.4 |
903.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
987.1 |
925.9 |
61.2 |
6.5% |
21.7 |
2.3% |
19% |
False |
False |
35,977 |
| 10 |
999.4 |
925.9 |
73.5 |
7.8% |
20.6 |
2.2% |
16% |
False |
False |
28,482 |
| 20 |
999.4 |
923.4 |
76.0 |
8.1% |
19.9 |
2.1% |
19% |
False |
False |
19,042 |
| 40 |
999.4 |
869.0 |
130.4 |
13.9% |
19.6 |
2.1% |
53% |
False |
False |
11,260 |
| 60 |
999.4 |
869.0 |
130.4 |
13.9% |
18.8 |
2.0% |
53% |
False |
False |
8,379 |
| 80 |
999.4 |
858.8 |
140.6 |
15.0% |
18.9 |
2.0% |
56% |
False |
False |
6,596 |
| 100 |
1,048.0 |
858.8 |
189.2 |
20.2% |
20.3 |
2.2% |
42% |
False |
False |
5,580 |
| 120 |
1,048.0 |
858.8 |
189.2 |
20.2% |
20.0 |
2.1% |
42% |
False |
False |
4,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
987.7 |
|
2.618 |
970.6 |
|
1.618 |
960.1 |
|
1.000 |
953.6 |
|
0.618 |
949.6 |
|
HIGH |
943.1 |
|
0.618 |
939.1 |
|
0.500 |
937.9 |
|
0.382 |
936.6 |
|
LOW |
932.6 |
|
0.618 |
926.1 |
|
1.000 |
922.1 |
|
1.618 |
915.6 |
|
2.618 |
905.1 |
|
4.250 |
888.0 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
937.9 |
937.1 |
| PP |
937.8 |
936.3 |
| S1 |
937.8 |
935.6 |
|