COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
739.8 |
745.0 |
5.2 |
0.7% |
727.0 |
| High |
768.9 |
749.9 |
-19.0 |
-2.5% |
770.0 |
| Low |
738.4 |
725.5 |
-12.9 |
-1.7% |
721.8 |
| Close |
746.5 |
732.8 |
-13.7 |
-1.8% |
734.2 |
| Range |
30.5 |
24.4 |
-6.1 |
-20.0% |
48.2 |
| ATR |
38.8 |
37.8 |
-1.0 |
-2.7% |
0.0 |
| Volume |
82,885 |
119,397 |
36,512 |
44.1% |
515,123 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.3 |
795.4 |
746.2 |
|
| R3 |
784.9 |
771.0 |
739.5 |
|
| R2 |
760.5 |
760.5 |
737.3 |
|
| R1 |
746.6 |
746.6 |
735.0 |
741.4 |
| PP |
736.1 |
736.1 |
736.1 |
733.4 |
| S1 |
722.2 |
722.2 |
730.6 |
717.0 |
| S2 |
711.7 |
711.7 |
728.3 |
|
| S3 |
687.3 |
697.8 |
726.1 |
|
| S4 |
662.9 |
673.4 |
719.4 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.6 |
858.6 |
760.7 |
|
| R3 |
838.4 |
810.4 |
747.5 |
|
| R2 |
790.2 |
790.2 |
743.0 |
|
| R1 |
762.2 |
762.2 |
738.6 |
776.2 |
| PP |
742.0 |
742.0 |
742.0 |
749.0 |
| S1 |
714.0 |
714.0 |
729.8 |
728.0 |
| S2 |
693.8 |
693.8 |
725.4 |
|
| S3 |
645.6 |
665.8 |
720.9 |
|
| S4 |
597.4 |
617.6 |
707.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
770.0 |
725.5 |
44.5 |
6.1% |
28.5 |
3.9% |
16% |
False |
True |
110,074 |
| 10 |
778.3 |
717.1 |
61.2 |
8.4% |
31.8 |
4.3% |
26% |
False |
False |
104,851 |
| 20 |
859.2 |
681.0 |
178.2 |
24.3% |
38.1 |
5.2% |
29% |
False |
False |
110,490 |
| 40 |
936.3 |
681.0 |
255.3 |
34.8% |
44.4 |
6.1% |
20% |
False |
False |
139,360 |
| 60 |
936.3 |
681.0 |
255.3 |
34.8% |
37.4 |
5.1% |
20% |
False |
False |
140,280 |
| 80 |
987.1 |
681.0 |
306.1 |
41.8% |
33.9 |
4.6% |
17% |
False |
False |
133,526 |
| 100 |
999.4 |
681.0 |
318.4 |
43.4% |
31.0 |
4.2% |
16% |
False |
False |
109,053 |
| 120 |
999.4 |
681.0 |
318.4 |
43.4% |
29.1 |
4.0% |
16% |
False |
False |
91,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.6 |
|
2.618 |
813.8 |
|
1.618 |
789.4 |
|
1.000 |
774.3 |
|
0.618 |
765.0 |
|
HIGH |
749.9 |
|
0.618 |
740.6 |
|
0.500 |
737.7 |
|
0.382 |
734.8 |
|
LOW |
725.5 |
|
0.618 |
710.4 |
|
1.000 |
701.1 |
|
1.618 |
686.0 |
|
2.618 |
661.6 |
|
4.250 |
621.8 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
737.7 |
747.2 |
| PP |
736.1 |
742.4 |
| S1 |
734.4 |
737.6 |
|