COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
849.0 |
840.5 |
-8.5 |
-1.0% |
825.0 |
| High |
849.8 |
849.6 |
-0.2 |
0.0% |
883.6 |
| Low |
829.8 |
835.4 |
5.6 |
0.7% |
821.0 |
| Close |
838.1 |
848.0 |
9.9 |
1.2% |
837.4 |
| Range |
20.0 |
14.2 |
-5.8 |
-29.0% |
62.6 |
| ATR |
29.1 |
28.1 |
-1.1 |
-3.7% |
0.0 |
| Volume |
54,710 |
48,854 |
-5,856 |
-10.7% |
546,702 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.9 |
881.7 |
855.8 |
|
| R3 |
872.7 |
867.5 |
851.9 |
|
| R2 |
858.5 |
858.5 |
850.6 |
|
| R1 |
853.3 |
853.3 |
849.3 |
855.9 |
| PP |
844.3 |
844.3 |
844.3 |
845.7 |
| S1 |
839.1 |
839.1 |
846.7 |
841.7 |
| S2 |
830.1 |
830.1 |
845.4 |
|
| S3 |
815.9 |
824.9 |
844.1 |
|
| S4 |
801.7 |
810.7 |
840.2 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,035.1 |
998.9 |
871.8 |
|
| R3 |
972.5 |
936.3 |
854.6 |
|
| R2 |
909.9 |
909.9 |
848.9 |
|
| R1 |
873.7 |
873.7 |
843.1 |
891.8 |
| PP |
847.3 |
847.3 |
847.3 |
856.4 |
| S1 |
811.1 |
811.1 |
831.7 |
829.2 |
| S2 |
784.7 |
784.7 |
825.9 |
|
| S3 |
722.1 |
748.5 |
820.2 |
|
| S4 |
659.5 |
685.9 |
803.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
879.6 |
829.8 |
49.8 |
5.9% |
21.2 |
2.5% |
37% |
False |
False |
88,644 |
| 10 |
883.6 |
802.5 |
81.1 |
9.6% |
25.1 |
3.0% |
56% |
False |
False |
94,083 |
| 20 |
883.6 |
741.2 |
142.4 |
16.8% |
26.1 |
3.1% |
75% |
False |
False |
86,974 |
| 40 |
883.6 |
699.6 |
184.0 |
21.7% |
28.5 |
3.4% |
81% |
False |
False |
51,088 |
| 60 |
938.8 |
688.0 |
250.8 |
29.6% |
32.8 |
3.9% |
64% |
False |
False |
35,263 |
| 80 |
938.8 |
688.0 |
250.8 |
29.6% |
33.3 |
3.9% |
64% |
False |
False |
27,494 |
| 100 |
938.8 |
688.0 |
250.8 |
29.6% |
30.8 |
3.6% |
64% |
False |
False |
22,456 |
| 120 |
1,004.1 |
688.0 |
316.1 |
37.3% |
28.5 |
3.4% |
51% |
False |
False |
18,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
910.0 |
|
2.618 |
886.8 |
|
1.618 |
872.6 |
|
1.000 |
863.8 |
|
0.618 |
858.4 |
|
HIGH |
849.6 |
|
0.618 |
844.2 |
|
0.500 |
842.5 |
|
0.382 |
840.8 |
|
LOW |
835.4 |
|
0.618 |
826.6 |
|
1.000 |
821.2 |
|
1.618 |
812.4 |
|
2.618 |
798.2 |
|
4.250 |
775.1 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
846.2 |
845.8 |
| PP |
844.3 |
843.6 |
| S1 |
842.5 |
841.4 |
|