COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
806.4 |
801.0 |
-5.4 |
-0.7% |
842.2 |
| High |
819.5 |
824.2 |
4.7 |
0.6% |
842.8 |
| Low |
798.1 |
794.8 |
-3.3 |
-0.4% |
793.7 |
| Close |
803.2 |
802.8 |
-0.4 |
0.0% |
802.8 |
| Range |
21.4 |
29.4 |
8.0 |
37.4% |
49.1 |
| ATR |
23.2 |
23.6 |
0.4 |
1.9% |
0.0 |
| Volume |
126,776 |
132,047 |
5,271 |
4.2% |
540,686 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
895.5 |
878.5 |
819.0 |
|
| R3 |
866.1 |
849.1 |
810.9 |
|
| R2 |
836.7 |
836.7 |
808.2 |
|
| R1 |
819.7 |
819.7 |
805.5 |
828.2 |
| PP |
807.3 |
807.3 |
807.3 |
811.5 |
| S1 |
790.3 |
790.3 |
800.1 |
798.8 |
| S2 |
777.9 |
777.9 |
797.4 |
|
| S3 |
748.5 |
760.9 |
794.7 |
|
| S4 |
719.1 |
731.5 |
786.6 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960.4 |
930.7 |
829.8 |
|
| R3 |
911.3 |
881.6 |
816.3 |
|
| R2 |
862.2 |
862.2 |
811.8 |
|
| R1 |
832.5 |
832.5 |
807.3 |
822.8 |
| PP |
813.1 |
813.1 |
813.1 |
808.3 |
| S1 |
783.4 |
783.4 |
798.3 |
773.7 |
| S2 |
764.0 |
764.0 |
793.8 |
|
| S3 |
714.9 |
734.3 |
789.3 |
|
| S4 |
665.8 |
685.2 |
775.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
844.2 |
793.7 |
50.5 |
6.3% |
25.7 |
3.2% |
18% |
False |
False |
134,861 |
| 10 |
849.7 |
793.7 |
56.0 |
7.0% |
21.5 |
2.7% |
16% |
False |
False |
122,728 |
| 20 |
881.3 |
777.7 |
103.6 |
12.9% |
25.1 |
3.1% |
24% |
False |
False |
136,753 |
| 40 |
999.4 |
777.7 |
221.7 |
27.6% |
22.9 |
2.9% |
11% |
False |
False |
99,958 |
| 60 |
999.4 |
777.7 |
221.7 |
27.6% |
21.5 |
2.7% |
11% |
False |
False |
68,436 |
| 80 |
999.4 |
777.7 |
221.7 |
27.6% |
20.8 |
2.6% |
11% |
False |
False |
52,081 |
| 100 |
999.4 |
777.7 |
221.7 |
27.6% |
20.3 |
2.5% |
11% |
False |
False |
41,989 |
| 120 |
999.4 |
777.7 |
221.7 |
27.6% |
20.6 |
2.6% |
11% |
False |
False |
35,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
949.2 |
|
2.618 |
901.2 |
|
1.618 |
871.8 |
|
1.000 |
853.6 |
|
0.618 |
842.4 |
|
HIGH |
824.2 |
|
0.618 |
813.0 |
|
0.500 |
809.5 |
|
0.382 |
806.0 |
|
LOW |
794.8 |
|
0.618 |
776.6 |
|
1.000 |
765.4 |
|
1.618 |
747.2 |
|
2.618 |
717.8 |
|
4.250 |
669.9 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
809.5 |
809.0 |
| PP |
807.3 |
806.9 |
| S1 |
805.0 |
804.9 |
|