COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
879.4 |
863.4 |
-16.0 |
-1.8% |
919.0 |
| High |
881.3 |
872.7 |
-8.6 |
-1.0% |
924.1 |
| Low |
857.5 |
824.5 |
-33.0 |
-3.8% |
857.5 |
| Close |
864.8 |
828.3 |
-36.5 |
-4.2% |
864.8 |
| Range |
23.8 |
48.2 |
24.4 |
102.5% |
66.6 |
| ATR |
20.6 |
22.5 |
2.0 |
9.6% |
0.0 |
| Volume |
123,697 |
142,748 |
19,051 |
15.4% |
617,939 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
986.4 |
955.6 |
854.8 |
|
| R3 |
938.2 |
907.4 |
841.6 |
|
| R2 |
890.0 |
890.0 |
837.1 |
|
| R1 |
859.2 |
859.2 |
832.7 |
850.5 |
| PP |
841.8 |
841.8 |
841.8 |
837.5 |
| S1 |
811.0 |
811.0 |
823.9 |
802.3 |
| S2 |
793.6 |
793.6 |
819.5 |
|
| S3 |
745.4 |
762.8 |
815.0 |
|
| S4 |
697.2 |
714.6 |
801.8 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,081.9 |
1,040.0 |
901.4 |
|
| R3 |
1,015.3 |
973.4 |
883.1 |
|
| R2 |
948.7 |
948.7 |
877.0 |
|
| R1 |
906.8 |
906.8 |
870.9 |
894.5 |
| PP |
882.1 |
882.1 |
882.1 |
876.0 |
| S1 |
840.2 |
840.2 |
858.7 |
827.9 |
| S2 |
815.5 |
815.5 |
852.6 |
|
| S3 |
748.9 |
773.6 |
846.5 |
|
| S4 |
682.3 |
707.0 |
828.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
903.9 |
824.5 |
79.4 |
9.6% |
25.4 |
3.1% |
5% |
False |
True |
130,024 |
| 10 |
943.2 |
824.5 |
118.7 |
14.3% |
23.1 |
2.8% |
3% |
False |
True |
121,374 |
| 20 |
999.4 |
824.5 |
174.9 |
21.1% |
21.8 |
2.6% |
2% |
False |
True |
74,928 |
| 40 |
999.4 |
824.5 |
174.9 |
21.1% |
20.4 |
2.5% |
2% |
False |
True |
40,755 |
| 60 |
999.4 |
824.5 |
174.9 |
21.1% |
19.9 |
2.4% |
2% |
False |
True |
28,240 |
| 80 |
999.4 |
824.5 |
174.9 |
21.1% |
19.3 |
2.3% |
2% |
False |
True |
21,601 |
| 100 |
999.4 |
824.5 |
174.9 |
21.1% |
19.8 |
2.4% |
2% |
False |
True |
17,609 |
| 120 |
1,048.0 |
824.5 |
223.5 |
27.0% |
20.5 |
2.5% |
2% |
False |
True |
14,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,077.6 |
|
2.618 |
998.9 |
|
1.618 |
950.7 |
|
1.000 |
920.9 |
|
0.618 |
902.5 |
|
HIGH |
872.7 |
|
0.618 |
854.3 |
|
0.500 |
848.6 |
|
0.382 |
842.9 |
|
LOW |
824.5 |
|
0.618 |
794.7 |
|
1.000 |
776.3 |
|
1.618 |
746.5 |
|
2.618 |
698.3 |
|
4.250 |
619.7 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
848.6 |
858.6 |
| PP |
841.8 |
848.5 |
| S1 |
835.1 |
838.4 |
|