COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
776.7 |
809.6 |
32.9 |
4.2% |
819.0 |
| High |
813.9 |
835.3 |
21.4 |
2.6% |
820.0 |
| Low |
774.2 |
802.5 |
28.3 |
3.7% |
741.2 |
| Close |
808.8 |
826.6 |
17.8 |
2.2% |
752.2 |
| Range |
39.7 |
32.8 |
-6.9 |
-17.4% |
78.8 |
| ATR |
31.2 |
31.3 |
0.1 |
0.4% |
0.0 |
| Volume |
71,756 |
112,525 |
40,769 |
56.8% |
390,457 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
919.9 |
906.0 |
844.6 |
|
| R3 |
887.1 |
873.2 |
835.6 |
|
| R2 |
854.3 |
854.3 |
832.6 |
|
| R1 |
840.4 |
840.4 |
829.6 |
847.4 |
| PP |
821.5 |
821.5 |
821.5 |
824.9 |
| S1 |
807.6 |
807.6 |
823.6 |
814.6 |
| S2 |
788.7 |
788.7 |
820.6 |
|
| S3 |
755.9 |
774.8 |
817.6 |
|
| S4 |
723.1 |
742.0 |
808.6 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,007.5 |
958.7 |
795.5 |
|
| R3 |
928.7 |
879.9 |
773.9 |
|
| R2 |
849.9 |
849.9 |
766.6 |
|
| R1 |
801.1 |
801.1 |
759.4 |
786.1 |
| PP |
771.1 |
771.1 |
771.1 |
763.7 |
| S1 |
722.3 |
722.3 |
745.0 |
707.3 |
| S2 |
692.3 |
692.3 |
737.8 |
|
| S3 |
613.5 |
643.5 |
730.5 |
|
| S4 |
534.7 |
564.7 |
708.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
835.3 |
741.2 |
94.1 |
11.4% |
30.3 |
3.7% |
91% |
True |
False |
91,906 |
| 10 |
835.3 |
741.2 |
94.1 |
11.4% |
28.8 |
3.5% |
91% |
True |
False |
83,857 |
| 20 |
835.3 |
699.6 |
135.7 |
16.4% |
29.7 |
3.6% |
94% |
True |
False |
56,242 |
| 40 |
854.6 |
688.0 |
166.6 |
20.2% |
32.5 |
3.9% |
83% |
False |
False |
31,077 |
| 60 |
938.8 |
688.0 |
250.8 |
30.3% |
35.9 |
4.3% |
55% |
False |
False |
22,305 |
| 80 |
938.8 |
688.0 |
250.8 |
30.3% |
32.7 |
4.0% |
55% |
False |
False |
17,264 |
| 100 |
964.2 |
688.0 |
276.2 |
33.4% |
30.0 |
3.6% |
50% |
False |
False |
14,320 |
| 120 |
1,004.1 |
688.0 |
316.1 |
38.2% |
27.8 |
3.4% |
44% |
False |
False |
12,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
974.7 |
|
2.618 |
921.2 |
|
1.618 |
888.4 |
|
1.000 |
868.1 |
|
0.618 |
855.6 |
|
HIGH |
835.3 |
|
0.618 |
822.8 |
|
0.500 |
818.9 |
|
0.382 |
815.0 |
|
LOW |
802.5 |
|
0.618 |
782.2 |
|
1.000 |
769.7 |
|
1.618 |
749.4 |
|
2.618 |
716.6 |
|
4.250 |
663.1 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
824.0 |
817.4 |
| PP |
821.5 |
808.1 |
| S1 |
818.9 |
798.9 |
|