COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
906.0 |
896.4 |
-9.6 |
-1.1% |
773.2 |
| High |
915.2 |
907.8 |
-7.4 |
-0.8% |
926.0 |
| Low |
885.0 |
880.4 |
-4.6 |
-0.5% |
767.4 |
| Close |
891.2 |
895.0 |
3.8 |
0.4% |
864.7 |
| Range |
30.2 |
27.4 |
-2.8 |
-9.3% |
158.6 |
| ATR |
36.7 |
36.1 |
-0.7 |
-1.8% |
0.0 |
| Volume |
189,775 |
152,405 |
-37,370 |
-19.7% |
1,119,231 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976.6 |
963.2 |
910.1 |
|
| R3 |
949.2 |
935.8 |
902.5 |
|
| R2 |
921.8 |
921.8 |
900.0 |
|
| R1 |
908.4 |
908.4 |
897.5 |
901.4 |
| PP |
894.4 |
894.4 |
894.4 |
890.9 |
| S1 |
881.0 |
881.0 |
892.5 |
874.0 |
| S2 |
867.0 |
867.0 |
890.0 |
|
| S3 |
839.6 |
853.6 |
887.5 |
|
| S4 |
812.2 |
826.2 |
879.9 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.5 |
1,255.2 |
951.9 |
|
| R3 |
1,169.9 |
1,096.6 |
908.3 |
|
| R2 |
1,011.3 |
1,011.3 |
893.8 |
|
| R1 |
938.0 |
938.0 |
879.2 |
974.7 |
| PP |
852.7 |
852.7 |
852.7 |
871.0 |
| S1 |
779.4 |
779.4 |
850.2 |
816.1 |
| S2 |
694.1 |
694.1 |
835.6 |
|
| S3 |
535.5 |
620.8 |
821.1 |
|
| S4 |
376.9 |
462.2 |
777.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926.0 |
828.5 |
97.5 |
10.9% |
49.6 |
5.5% |
68% |
False |
False |
228,523 |
| 10 |
926.0 |
739.8 |
186.2 |
20.8% |
43.0 |
4.8% |
83% |
False |
False |
202,649 |
| 20 |
926.0 |
739.8 |
186.2 |
20.8% |
33.9 |
3.8% |
83% |
False |
False |
173,822 |
| 40 |
934.5 |
739.8 |
194.7 |
21.8% |
28.9 |
3.2% |
80% |
False |
False |
153,989 |
| 60 |
999.4 |
739.8 |
259.6 |
29.0% |
25.8 |
2.9% |
60% |
False |
False |
110,293 |
| 80 |
999.4 |
739.8 |
259.6 |
29.0% |
24.2 |
2.7% |
60% |
False |
False |
83,619 |
| 100 |
999.4 |
739.8 |
259.6 |
29.0% |
23.0 |
2.6% |
60% |
False |
False |
67,399 |
| 120 |
999.4 |
739.8 |
259.6 |
29.0% |
22.3 |
2.5% |
60% |
False |
False |
56,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,024.3 |
|
2.618 |
979.5 |
|
1.618 |
952.1 |
|
1.000 |
935.2 |
|
0.618 |
924.7 |
|
HIGH |
907.8 |
|
0.618 |
897.3 |
|
0.500 |
894.1 |
|
0.382 |
890.9 |
|
LOW |
880.4 |
|
0.618 |
863.5 |
|
1.000 |
853.0 |
|
1.618 |
836.1 |
|
2.618 |
808.7 |
|
4.250 |
764.0 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
894.7 |
893.6 |
| PP |
894.4 |
892.1 |
| S1 |
894.1 |
890.7 |
|