COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
819.4 |
818.6 |
-0.8 |
-0.1% |
863.4 |
| High |
824.5 |
845.0 |
20.5 |
2.5% |
872.7 |
| Low |
805.2 |
816.6 |
11.4 |
1.4% |
777.7 |
| Close |
816.3 |
839.0 |
22.7 |
2.8% |
792.1 |
| Range |
19.3 |
28.4 |
9.1 |
47.2% |
95.0 |
| ATR |
24.5 |
24.8 |
0.3 |
1.2% |
0.0 |
| Volume |
137,358 |
126,543 |
-10,815 |
-7.9% |
859,103 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
918.7 |
907.3 |
854.6 |
|
| R3 |
890.3 |
878.9 |
846.8 |
|
| R2 |
861.9 |
861.9 |
844.2 |
|
| R1 |
850.5 |
850.5 |
841.6 |
856.2 |
| PP |
833.5 |
833.5 |
833.5 |
836.4 |
| S1 |
822.1 |
822.1 |
836.4 |
827.8 |
| S2 |
805.1 |
805.1 |
833.8 |
|
| S3 |
776.7 |
793.7 |
831.2 |
|
| S4 |
748.3 |
765.3 |
823.4 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,099.2 |
1,040.6 |
844.4 |
|
| R3 |
1,004.2 |
945.6 |
818.2 |
|
| R2 |
909.2 |
909.2 |
809.5 |
|
| R1 |
850.6 |
850.6 |
800.8 |
832.4 |
| PP |
814.2 |
814.2 |
814.2 |
805.1 |
| S1 |
755.6 |
755.6 |
783.4 |
737.4 |
| S2 |
719.2 |
719.2 |
774.7 |
|
| S3 |
624.2 |
660.6 |
766.0 |
|
| S4 |
529.2 |
565.6 |
739.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
845.0 |
777.7 |
67.3 |
8.0% |
26.6 |
3.2% |
91% |
True |
False |
137,278 |
| 10 |
881.3 |
777.7 |
103.6 |
12.3% |
28.8 |
3.4% |
59% |
False |
False |
150,777 |
| 20 |
945.2 |
777.7 |
167.5 |
20.0% |
23.7 |
2.8% |
37% |
False |
False |
127,928 |
| 40 |
999.4 |
777.7 |
221.7 |
26.4% |
22.0 |
2.6% |
28% |
False |
False |
71,215 |
| 60 |
999.4 |
777.7 |
221.7 |
26.4% |
21.1 |
2.5% |
28% |
False |
False |
48,504 |
| 80 |
999.4 |
777.7 |
221.7 |
26.4% |
20.1 |
2.4% |
28% |
False |
False |
37,015 |
| 100 |
999.4 |
777.7 |
221.7 |
26.4% |
19.9 |
2.4% |
28% |
False |
False |
29,852 |
| 120 |
1,048.0 |
777.7 |
270.3 |
32.2% |
21.0 |
2.5% |
23% |
False |
False |
25,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
965.7 |
|
2.618 |
919.4 |
|
1.618 |
891.0 |
|
1.000 |
873.4 |
|
0.618 |
862.6 |
|
HIGH |
845.0 |
|
0.618 |
834.2 |
|
0.500 |
830.8 |
|
0.382 |
827.4 |
|
LOW |
816.6 |
|
0.618 |
799.0 |
|
1.000 |
788.2 |
|
1.618 |
770.6 |
|
2.618 |
742.2 |
|
4.250 |
695.9 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
836.3 |
831.4 |
| PP |
833.5 |
823.8 |
| S1 |
830.8 |
816.3 |
|