COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
809.6 |
820.0 |
10.4 |
1.3% |
755.2 |
| High |
835.3 |
829.7 |
-5.6 |
-0.7% |
835.3 |
| Low |
802.5 |
807.5 |
5.0 |
0.6% |
754.1 |
| Close |
826.6 |
820.5 |
-6.1 |
-0.7% |
820.5 |
| Range |
32.8 |
22.2 |
-10.6 |
-32.3% |
81.2 |
| ATR |
31.3 |
30.6 |
-0.6 |
-2.1% |
0.0 |
| Volume |
112,525 |
104,526 |
-7,999 |
-7.1% |
473,442 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.8 |
875.4 |
832.7 |
|
| R3 |
863.6 |
853.2 |
826.6 |
|
| R2 |
841.4 |
841.4 |
824.6 |
|
| R1 |
831.0 |
831.0 |
822.5 |
836.2 |
| PP |
819.2 |
819.2 |
819.2 |
821.9 |
| S1 |
808.8 |
808.8 |
818.5 |
814.0 |
| S2 |
797.0 |
797.0 |
816.4 |
|
| S3 |
774.8 |
786.6 |
814.4 |
|
| S4 |
752.6 |
764.4 |
808.3 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,046.9 |
1,014.9 |
865.2 |
|
| R3 |
965.7 |
933.7 |
842.8 |
|
| R2 |
884.5 |
884.5 |
835.4 |
|
| R1 |
852.5 |
852.5 |
827.9 |
868.5 |
| PP |
803.3 |
803.3 |
803.3 |
811.3 |
| S1 |
771.3 |
771.3 |
813.1 |
787.3 |
| S2 |
722.1 |
722.1 |
805.6 |
|
| S3 |
640.9 |
690.1 |
798.2 |
|
| S4 |
559.7 |
608.9 |
775.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
835.3 |
754.1 |
81.2 |
9.9% |
28.3 |
3.5% |
82% |
False |
False |
94,688 |
| 10 |
835.3 |
741.2 |
94.1 |
11.5% |
29.9 |
3.6% |
84% |
False |
False |
86,389 |
| 20 |
835.3 |
726.5 |
108.8 |
13.3% |
28.8 |
3.5% |
86% |
False |
False |
60,708 |
| 40 |
835.3 |
688.0 |
147.3 |
18.0% |
31.5 |
3.8% |
90% |
False |
False |
33,638 |
| 60 |
938.8 |
688.0 |
250.8 |
30.6% |
35.0 |
4.3% |
53% |
False |
False |
23,869 |
| 80 |
938.8 |
688.0 |
250.8 |
30.6% |
32.7 |
4.0% |
53% |
False |
False |
18,537 |
| 100 |
948.4 |
688.0 |
260.4 |
31.7% |
29.9 |
3.6% |
51% |
False |
False |
15,361 |
| 120 |
1,004.1 |
688.0 |
316.1 |
38.5% |
27.9 |
3.4% |
42% |
False |
False |
13,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
924.1 |
|
2.618 |
887.8 |
|
1.618 |
865.6 |
|
1.000 |
851.9 |
|
0.618 |
843.4 |
|
HIGH |
829.7 |
|
0.618 |
821.2 |
|
0.500 |
818.6 |
|
0.382 |
816.0 |
|
LOW |
807.5 |
|
0.618 |
793.8 |
|
1.000 |
785.3 |
|
1.618 |
771.6 |
|
2.618 |
749.4 |
|
4.250 |
713.2 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
819.9 |
815.3 |
| PP |
819.2 |
810.0 |
| S1 |
818.6 |
804.8 |
|