COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
752.7 |
773.2 |
20.5 |
2.7% |
815.6 |
| High |
770.5 |
791.4 |
20.9 |
2.7% |
823.0 |
| Low |
749.2 |
767.4 |
18.2 |
2.4% |
739.8 |
| Close |
764.5 |
787.0 |
22.5 |
2.9% |
764.5 |
| Range |
21.3 |
24.0 |
2.7 |
12.7% |
83.2 |
| ATR |
24.7 |
24.9 |
0.2 |
0.6% |
0.0 |
| Volume |
185,675 |
150,632 |
-35,043 |
-18.9% |
925,678 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853.9 |
844.5 |
800.2 |
|
| R3 |
829.9 |
820.5 |
793.6 |
|
| R2 |
805.9 |
805.9 |
791.4 |
|
| R1 |
796.5 |
796.5 |
789.2 |
801.2 |
| PP |
781.9 |
781.9 |
781.9 |
784.3 |
| S1 |
772.5 |
772.5 |
784.8 |
777.2 |
| S2 |
757.9 |
757.9 |
782.6 |
|
| S3 |
733.9 |
748.5 |
780.4 |
|
| S4 |
709.9 |
724.5 |
773.8 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,025.4 |
978.1 |
810.3 |
|
| R3 |
942.2 |
894.9 |
787.4 |
|
| R2 |
859.0 |
859.0 |
779.8 |
|
| R1 |
811.7 |
811.7 |
772.1 |
793.8 |
| PP |
775.8 |
775.8 |
775.8 |
766.8 |
| S1 |
728.5 |
728.5 |
756.9 |
710.6 |
| S2 |
692.6 |
692.6 |
749.2 |
|
| S3 |
609.4 |
645.3 |
741.6 |
|
| S4 |
526.2 |
562.1 |
718.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
809.5 |
739.8 |
69.7 |
8.9% |
26.0 |
3.3% |
68% |
False |
False |
179,878 |
| 10 |
842.8 |
739.8 |
103.0 |
13.1% |
27.0 |
3.4% |
46% |
False |
False |
161,699 |
| 20 |
849.7 |
739.8 |
109.9 |
14.0% |
23.3 |
3.0% |
43% |
False |
False |
141,428 |
| 40 |
987.1 |
739.8 |
247.3 |
31.4% |
23.4 |
3.0% |
19% |
False |
False |
123,795 |
| 60 |
999.4 |
739.8 |
259.6 |
33.0% |
22.3 |
2.8% |
18% |
False |
False |
86,072 |
| 80 |
999.4 |
739.8 |
259.6 |
33.0% |
21.4 |
2.7% |
18% |
False |
False |
65,359 |
| 100 |
999.4 |
739.8 |
259.6 |
33.0% |
20.5 |
2.6% |
18% |
False |
False |
52,689 |
| 120 |
999.4 |
739.8 |
259.6 |
33.0% |
20.6 |
2.6% |
18% |
False |
False |
44,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
893.4 |
|
2.618 |
854.2 |
|
1.618 |
830.2 |
|
1.000 |
815.4 |
|
0.618 |
806.2 |
|
HIGH |
791.4 |
|
0.618 |
782.2 |
|
0.500 |
779.4 |
|
0.382 |
776.6 |
|
LOW |
767.4 |
|
0.618 |
752.6 |
|
1.000 |
743.4 |
|
1.618 |
728.6 |
|
2.618 |
704.6 |
|
4.250 |
665.4 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
784.5 |
779.9 |
| PP |
781.9 |
772.7 |
| S1 |
779.4 |
765.6 |
|