COMEX Gold Future February 2009
Trading Metrics calculated at close of trading on 27-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
957.2 |
972.5 |
15.3 |
1.6% |
1,029.5 |
High |
968.5 |
972.5 |
4.0 |
0.4% |
1,045.0 |
Low |
956.5 |
964.7 |
8.2 |
0.9% |
927.2 |
Close |
968.9 |
968.9 |
0.0 |
0.0% |
937.4 |
Range |
12.0 |
7.8 |
-4.2 |
-35.0% |
117.8 |
ATR |
17.5 |
16.8 |
-0.7 |
-4.0% |
0.0 |
Volume |
359 |
273 |
-86 |
-24.0% |
1,882 |
|
Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
992.1 |
988.3 |
973.2 |
|
R3 |
984.3 |
980.5 |
971.0 |
|
R2 |
976.5 |
976.5 |
970.3 |
|
R1 |
972.7 |
972.7 |
969.6 |
970.7 |
PP |
968.7 |
968.7 |
968.7 |
967.7 |
S1 |
964.9 |
964.9 |
968.2 |
962.9 |
S2 |
960.9 |
960.9 |
967.5 |
|
S3 |
953.1 |
957.1 |
966.8 |
|
S4 |
945.3 |
949.3 |
964.6 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.3 |
1,248.1 |
1,002.2 |
|
R3 |
1,205.5 |
1,130.3 |
969.8 |
|
R2 |
1,087.7 |
1,087.7 |
959.0 |
|
R1 |
1,012.5 |
1,012.5 |
948.2 |
991.2 |
PP |
969.9 |
969.9 |
969.9 |
959.2 |
S1 |
894.7 |
894.7 |
926.6 |
873.4 |
S2 |
852.1 |
852.1 |
915.8 |
|
S3 |
734.3 |
776.9 |
905.0 |
|
S4 |
616.5 |
659.1 |
872.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
972.5 |
927.2 |
45.3 |
4.7% |
15.2 |
1.6% |
92% |
True |
False |
355 |
10 |
1,045.0 |
927.2 |
117.8 |
12.2% |
18.3 |
1.9% |
35% |
False |
False |
368 |
20 |
1,045.0 |
927.2 |
117.8 |
12.2% |
12.4 |
1.3% |
35% |
False |
False |
390 |
40 |
1,045.0 |
910.0 |
135.0 |
13.9% |
8.4 |
0.9% |
44% |
False |
False |
538 |
60 |
1,045.0 |
888.0 |
157.0 |
16.2% |
7.2 |
0.7% |
52% |
False |
False |
505 |
80 |
1,045.0 |
824.6 |
220.4 |
22.7% |
5.4 |
0.6% |
65% |
False |
False |
461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,005.7 |
2.618 |
992.9 |
1.618 |
985.1 |
1.000 |
980.3 |
0.618 |
977.3 |
HIGH |
972.5 |
0.618 |
969.5 |
0.500 |
968.6 |
0.382 |
967.7 |
LOW |
964.7 |
0.618 |
959.9 |
1.000 |
956.9 |
1.618 |
952.1 |
2.618 |
944.3 |
4.250 |
931.6 |
|
|
Fisher Pivots for day following 27-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
968.8 |
963.5 |
PP |
968.7 |
958.0 |
S1 |
968.6 |
952.6 |
|