COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
919.0 |
903.7 |
-15.3 |
-1.7% |
938.5 |
| High |
924.1 |
903.9 |
-20.2 |
-2.2% |
943.2 |
| Low |
902.1 |
880.7 |
-21.4 |
-2.4% |
902.7 |
| Close |
907.9 |
886.1 |
-21.8 |
-2.4% |
917.5 |
| Range |
22.0 |
23.2 |
1.2 |
5.5% |
40.5 |
| ATR |
20.5 |
21.0 |
0.5 |
2.3% |
0.0 |
| Volume |
110,565 |
121,038 |
10,473 |
9.5% |
508,766 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959.8 |
946.2 |
898.9 |
|
| R3 |
936.6 |
923.0 |
892.5 |
|
| R2 |
913.4 |
913.4 |
890.4 |
|
| R1 |
899.8 |
899.8 |
888.2 |
895.0 |
| PP |
890.2 |
890.2 |
890.2 |
887.9 |
| S1 |
876.6 |
876.6 |
884.0 |
871.8 |
| S2 |
867.0 |
867.0 |
881.8 |
|
| S3 |
843.8 |
853.4 |
879.7 |
|
| S4 |
820.6 |
830.2 |
873.3 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,042.6 |
1,020.6 |
939.8 |
|
| R3 |
1,002.1 |
980.1 |
928.6 |
|
| R2 |
961.6 |
961.6 |
924.9 |
|
| R1 |
939.6 |
939.6 |
921.2 |
930.4 |
| PP |
921.1 |
921.1 |
921.1 |
916.5 |
| S1 |
899.1 |
899.1 |
913.8 |
889.9 |
| S2 |
880.6 |
880.6 |
910.1 |
|
| S3 |
840.1 |
858.6 |
906.4 |
|
| S4 |
799.6 |
818.1 |
895.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
934.5 |
880.7 |
53.8 |
6.1% |
21.3 |
2.4% |
10% |
False |
True |
120,769 |
| 10 |
959.1 |
880.7 |
78.4 |
8.8% |
20.1 |
2.3% |
7% |
False |
True |
84,227 |
| 20 |
999.4 |
880.7 |
118.7 |
13.4% |
20.8 |
2.3% |
5% |
False |
True |
51,610 |
| 40 |
999.4 |
869.0 |
130.4 |
14.7% |
19.9 |
2.2% |
13% |
False |
False |
27,956 |
| 60 |
999.4 |
869.0 |
130.4 |
14.7% |
19.3 |
2.2% |
13% |
False |
False |
19,536 |
| 80 |
999.4 |
858.8 |
140.6 |
15.9% |
19.2 |
2.2% |
19% |
False |
False |
15,036 |
| 100 |
1,027.2 |
858.8 |
168.4 |
19.0% |
20.3 |
2.3% |
16% |
False |
False |
12,372 |
| 120 |
1,048.0 |
858.8 |
189.2 |
21.4% |
20.4 |
2.3% |
14% |
False |
False |
10,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,002.5 |
|
2.618 |
964.6 |
|
1.618 |
941.4 |
|
1.000 |
927.1 |
|
0.618 |
918.2 |
|
HIGH |
903.9 |
|
0.618 |
895.0 |
|
0.500 |
892.3 |
|
0.382 |
889.6 |
|
LOW |
880.7 |
|
0.618 |
866.4 |
|
1.000 |
857.5 |
|
1.618 |
843.2 |
|
2.618 |
820.0 |
|
4.250 |
782.1 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
892.3 |
903.4 |
| PP |
890.2 |
897.6 |
| S1 |
888.2 |
891.9 |
|