COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
956.8 |
962.5 |
5.7 |
0.6% |
919.8 |
| High |
962.5 |
962.5 |
0.0 |
0.0% |
945.1 |
| Low |
956.8 |
945.0 |
-11.8 |
-1.2% |
892.0 |
| Close |
961.1 |
948.1 |
-13.0 |
-1.4% |
945.7 |
| Range |
5.7 |
17.5 |
11.8 |
207.0% |
53.1 |
| ATR |
15.0 |
15.2 |
0.2 |
1.2% |
0.0 |
| Volume |
632 |
1,568 |
936 |
148.1% |
5,135 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,004.4 |
993.7 |
957.7 |
|
| R3 |
986.9 |
976.2 |
952.9 |
|
| R2 |
969.4 |
969.4 |
951.3 |
|
| R1 |
958.7 |
958.7 |
949.7 |
955.3 |
| PP |
951.9 |
951.9 |
951.9 |
950.2 |
| S1 |
941.2 |
941.2 |
946.5 |
937.8 |
| S2 |
934.4 |
934.4 |
944.9 |
|
| S3 |
916.9 |
923.7 |
943.3 |
|
| S4 |
899.4 |
906.2 |
938.5 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,086.9 |
1,069.4 |
974.9 |
|
| R3 |
1,033.8 |
1,016.3 |
960.3 |
|
| R2 |
980.7 |
980.7 |
955.4 |
|
| R1 |
963.2 |
963.2 |
950.6 |
972.0 |
| PP |
927.6 |
927.6 |
927.6 |
932.0 |
| S1 |
910.1 |
910.1 |
940.8 |
918.9 |
| S2 |
874.5 |
874.5 |
936.0 |
|
| S3 |
821.4 |
857.0 |
931.1 |
|
| S4 |
768.3 |
803.9 |
916.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
962.5 |
929.0 |
33.5 |
3.5% |
15.4 |
1.6% |
57% |
True |
False |
746 |
| 10 |
962.5 |
892.0 |
70.5 |
7.4% |
15.5 |
1.6% |
80% |
True |
False |
890 |
| 20 |
962.5 |
877.3 |
85.2 |
9.0% |
13.3 |
1.4% |
83% |
True |
False |
573 |
| 40 |
962.5 |
877.3 |
85.2 |
9.0% |
11.5 |
1.2% |
83% |
True |
False |
617 |
| 60 |
967.0 |
870.0 |
97.0 |
10.2% |
10.6 |
1.1% |
81% |
False |
False |
554 |
| 80 |
1,045.0 |
870.0 |
175.0 |
18.5% |
11.4 |
1.2% |
45% |
False |
False |
483 |
| 100 |
1,045.0 |
870.0 |
175.0 |
18.5% |
10.2 |
1.1% |
45% |
False |
False |
532 |
| 120 |
1,045.0 |
870.0 |
175.0 |
18.5% |
9.3 |
1.0% |
45% |
False |
False |
536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,036.9 |
|
2.618 |
1,008.3 |
|
1.618 |
990.8 |
|
1.000 |
980.0 |
|
0.618 |
973.3 |
|
HIGH |
962.5 |
|
0.618 |
955.8 |
|
0.500 |
953.8 |
|
0.382 |
951.7 |
|
LOW |
945.0 |
|
0.618 |
934.2 |
|
1.000 |
927.5 |
|
1.618 |
916.7 |
|
2.618 |
899.2 |
|
4.250 |
870.6 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
953.8 |
951.3 |
| PP |
951.9 |
950.2 |
| S1 |
950.0 |
949.2 |
|