COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
902.0 |
902.8 |
0.8 |
0.1% |
889.1 |
| High |
903.9 |
933.0 |
29.1 |
3.2% |
925.0 |
| Low |
892.0 |
902.8 |
10.8 |
1.2% |
889.0 |
| Close |
896.8 |
929.4 |
32.6 |
3.6% |
918.4 |
| Range |
11.9 |
30.2 |
18.3 |
153.8% |
36.0 |
| ATR |
13.5 |
15.1 |
1.6 |
12.0% |
0.0 |
| Volume |
266 |
556 |
290 |
109.0% |
1,031 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,012.3 |
1,001.1 |
946.0 |
|
| R3 |
982.1 |
970.9 |
937.7 |
|
| R2 |
951.9 |
951.9 |
934.9 |
|
| R1 |
940.7 |
940.7 |
932.2 |
946.3 |
| PP |
921.7 |
921.7 |
921.7 |
924.6 |
| S1 |
910.5 |
910.5 |
926.6 |
916.1 |
| S2 |
891.5 |
891.5 |
923.9 |
|
| S3 |
861.3 |
880.3 |
921.1 |
|
| S4 |
831.1 |
850.1 |
912.8 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,018.8 |
1,004.6 |
938.2 |
|
| R3 |
982.8 |
968.6 |
928.3 |
|
| R2 |
946.8 |
946.8 |
925.0 |
|
| R1 |
932.6 |
932.6 |
921.7 |
939.7 |
| PP |
910.8 |
910.8 |
910.8 |
914.4 |
| S1 |
896.6 |
896.6 |
915.1 |
903.7 |
| S2 |
874.8 |
874.8 |
911.8 |
|
| S3 |
838.8 |
860.6 |
908.5 |
|
| S4 |
802.8 |
824.6 |
898.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
933.0 |
892.0 |
41.0 |
4.4% |
15.6 |
1.7% |
91% |
True |
False |
1,035 |
| 10 |
933.0 |
883.0 |
50.0 |
5.4% |
12.3 |
1.3% |
93% |
True |
False |
608 |
| 20 |
933.0 |
877.3 |
55.7 |
6.0% |
11.2 |
1.2% |
94% |
True |
False |
417 |
| 40 |
949.9 |
871.0 |
78.9 |
8.5% |
10.6 |
1.1% |
74% |
False |
False |
601 |
| 60 |
967.0 |
870.0 |
97.0 |
10.4% |
9.8 |
1.1% |
61% |
False |
False |
516 |
| 80 |
1,045.0 |
870.0 |
175.0 |
18.8% |
10.6 |
1.1% |
34% |
False |
False |
446 |
| 100 |
1,045.0 |
870.0 |
175.0 |
18.8% |
9.5 |
1.0% |
34% |
False |
False |
523 |
| 120 |
1,045.0 |
870.0 |
175.0 |
18.8% |
9.0 |
1.0% |
34% |
False |
False |
509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,061.4 |
|
2.618 |
1,012.1 |
|
1.618 |
981.9 |
|
1.000 |
963.2 |
|
0.618 |
951.7 |
|
HIGH |
933.0 |
|
0.618 |
921.5 |
|
0.500 |
917.9 |
|
0.382 |
914.3 |
|
LOW |
902.8 |
|
0.618 |
884.1 |
|
1.000 |
872.6 |
|
1.618 |
853.9 |
|
2.618 |
823.7 |
|
4.250 |
774.5 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
925.6 |
923.8 |
| PP |
921.7 |
918.1 |
| S1 |
917.9 |
912.5 |
|