COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
729.0 |
738.0 |
9.0 |
1.2% |
789.5 |
| High |
749.4 |
750.0 |
0.6 |
0.1% |
812.3 |
| Low |
688.0 |
711.0 |
23.0 |
3.3% |
688.0 |
| Close |
732.5 |
745.2 |
12.7 |
1.7% |
732.5 |
| Range |
61.4 |
39.0 |
-22.4 |
-36.5% |
124.3 |
| ATR |
42.0 |
41.8 |
-0.2 |
-0.5% |
0.0 |
| Volume |
3,047 |
2,998 |
-49 |
-1.6% |
15,855 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
852.4 |
837.8 |
766.7 |
|
| R3 |
813.4 |
798.8 |
755.9 |
|
| R2 |
774.4 |
774.4 |
752.4 |
|
| R1 |
759.8 |
759.8 |
748.8 |
767.1 |
| PP |
735.4 |
735.4 |
735.4 |
739.1 |
| S1 |
720.8 |
720.8 |
741.6 |
728.1 |
| S2 |
696.4 |
696.4 |
738.1 |
|
| S3 |
657.4 |
681.8 |
734.5 |
|
| S4 |
618.4 |
642.8 |
723.8 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,117.2 |
1,049.1 |
800.9 |
|
| R3 |
992.9 |
924.8 |
766.7 |
|
| R2 |
868.6 |
868.6 |
755.3 |
|
| R1 |
800.5 |
800.5 |
743.9 |
772.4 |
| PP |
744.3 |
744.3 |
744.3 |
730.2 |
| S1 |
676.2 |
676.2 |
721.1 |
648.1 |
| S2 |
620.0 |
620.0 |
709.7 |
|
| S3 |
495.7 |
551.9 |
698.3 |
|
| S4 |
371.4 |
427.6 |
664.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
807.5 |
688.0 |
119.5 |
16.0% |
45.5 |
6.1% |
48% |
False |
False |
3,324 |
| 10 |
862.0 |
688.0 |
174.0 |
23.3% |
40.2 |
5.4% |
33% |
False |
False |
2,671 |
| 20 |
938.8 |
688.0 |
250.8 |
33.7% |
42.8 |
5.7% |
23% |
False |
False |
3,519 |
| 40 |
938.8 |
688.0 |
250.8 |
33.7% |
38.6 |
5.2% |
23% |
False |
False |
3,829 |
| 60 |
938.8 |
688.0 |
250.8 |
33.7% |
32.3 |
4.3% |
23% |
False |
False |
3,387 |
| 80 |
1,004.1 |
688.0 |
316.1 |
42.4% |
28.4 |
3.8% |
18% |
False |
False |
2,887 |
| 100 |
1,004.1 |
688.0 |
316.1 |
42.4% |
25.3 |
3.4% |
18% |
False |
False |
2,436 |
| 120 |
1,004.1 |
688.0 |
316.1 |
42.4% |
22.8 |
3.1% |
18% |
False |
False |
2,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
915.8 |
|
2.618 |
852.1 |
|
1.618 |
813.1 |
|
1.000 |
789.0 |
|
0.618 |
774.1 |
|
HIGH |
750.0 |
|
0.618 |
735.1 |
|
0.500 |
730.5 |
|
0.382 |
725.9 |
|
LOW |
711.0 |
|
0.618 |
686.9 |
|
1.000 |
672.0 |
|
1.618 |
647.9 |
|
2.618 |
608.9 |
|
4.250 |
545.3 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
740.3 |
736.5 |
| PP |
735.4 |
727.7 |
| S1 |
730.5 |
719.0 |
|