COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
745.8 |
802.0 |
56.2 |
7.5% |
740.0 |
| High |
802.8 |
830.1 |
27.3 |
3.4% |
802.8 |
| Low |
742.5 |
786.2 |
43.7 |
5.9% |
729.6 |
| Close |
791.8 |
819.5 |
27.7 |
3.5% |
791.8 |
| Range |
60.3 |
43.9 |
-16.4 |
-27.2% |
73.2 |
| ATR |
36.1 |
36.7 |
0.6 |
1.5% |
0.0 |
| Volume |
118,163 |
178,814 |
60,651 |
51.3% |
574,018 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
943.6 |
925.5 |
843.6 |
|
| R3 |
899.7 |
881.6 |
831.6 |
|
| R2 |
855.8 |
855.8 |
827.5 |
|
| R1 |
837.7 |
837.7 |
823.5 |
846.8 |
| PP |
811.9 |
811.9 |
811.9 |
816.5 |
| S1 |
793.8 |
793.8 |
815.5 |
802.9 |
| S2 |
768.0 |
768.0 |
811.5 |
|
| S3 |
724.1 |
749.9 |
807.4 |
|
| S4 |
680.2 |
706.0 |
795.4 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994.3 |
966.3 |
832.1 |
|
| R3 |
921.1 |
893.1 |
811.9 |
|
| R2 |
847.9 |
847.9 |
805.2 |
|
| R1 |
819.9 |
819.9 |
798.5 |
833.9 |
| PP |
774.7 |
774.7 |
774.7 |
781.8 |
| S1 |
746.7 |
746.7 |
785.1 |
760.7 |
| S2 |
701.5 |
701.5 |
778.4 |
|
| S3 |
628.3 |
673.5 |
771.7 |
|
| S4 |
555.1 |
600.3 |
751.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
830.1 |
730.3 |
99.8 |
12.2% |
34.7 |
4.2% |
89% |
True |
False |
124,038 |
| 10 |
830.1 |
698.2 |
131.9 |
16.1% |
31.8 |
3.9% |
92% |
True |
False |
123,347 |
| 20 |
830.1 |
698.2 |
131.9 |
16.1% |
32.2 |
3.9% |
92% |
True |
False |
113,471 |
| 40 |
936.3 |
681.0 |
255.3 |
31.2% |
39.5 |
4.8% |
54% |
False |
False |
122,762 |
| 60 |
936.3 |
681.0 |
255.3 |
31.2% |
39.3 |
4.8% |
54% |
False |
False |
141,243 |
| 80 |
936.3 |
681.0 |
255.3 |
31.2% |
35.2 |
4.3% |
54% |
False |
False |
139,540 |
| 100 |
999.4 |
681.0 |
318.4 |
38.9% |
32.3 |
3.9% |
43% |
False |
False |
119,776 |
| 120 |
999.4 |
681.0 |
318.4 |
38.9% |
30.1 |
3.7% |
43% |
False |
False |
100,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,016.7 |
|
2.618 |
945.0 |
|
1.618 |
901.1 |
|
1.000 |
874.0 |
|
0.618 |
857.2 |
|
HIGH |
830.1 |
|
0.618 |
813.3 |
|
0.500 |
808.2 |
|
0.382 |
803.0 |
|
LOW |
786.2 |
|
0.618 |
759.1 |
|
1.000 |
742.3 |
|
1.618 |
715.2 |
|
2.618 |
671.3 |
|
4.250 |
599.6 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
815.7 |
806.8 |
| PP |
811.9 |
794.1 |
| S1 |
808.2 |
781.4 |
|