COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
847.5 |
873.0 |
25.5 |
3.0% |
839.4 |
| High |
874.0 |
892.0 |
18.0 |
2.1% |
874.0 |
| Low |
843.4 |
873.0 |
29.6 |
3.5% |
829.8 |
| Close |
871.2 |
875.3 |
4.1 |
0.5% |
871.2 |
| Range |
30.6 |
19.0 |
-11.6 |
-37.9% |
44.2 |
| ATR |
28.2 |
27.7 |
-0.5 |
-1.9% |
0.0 |
| Volume |
20,523 |
23,559 |
3,036 |
14.8% |
197,607 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.1 |
925.2 |
885.8 |
|
| R3 |
918.1 |
906.2 |
880.5 |
|
| R2 |
899.1 |
899.1 |
878.8 |
|
| R1 |
887.2 |
887.2 |
877.0 |
893.2 |
| PP |
880.1 |
880.1 |
880.1 |
883.1 |
| S1 |
868.2 |
868.2 |
873.6 |
874.2 |
| S2 |
861.1 |
861.1 |
871.8 |
|
| S3 |
842.1 |
849.2 |
870.1 |
|
| S4 |
823.1 |
830.2 |
864.9 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990.9 |
975.3 |
895.5 |
|
| R3 |
946.7 |
931.1 |
883.4 |
|
| R2 |
902.5 |
902.5 |
879.3 |
|
| R1 |
886.9 |
886.9 |
875.3 |
894.7 |
| PP |
858.3 |
858.3 |
858.3 |
862.3 |
| S1 |
842.7 |
842.7 |
867.1 |
850.5 |
| S2 |
814.1 |
814.1 |
863.1 |
|
| S3 |
769.9 |
798.5 |
859.0 |
|
| S4 |
725.7 |
754.3 |
846.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
892.0 |
829.8 |
62.2 |
7.1% |
20.0 |
2.3% |
73% |
True |
False |
44,233 |
| 10 |
892.0 |
821.0 |
71.0 |
8.1% |
24.5 |
2.8% |
76% |
True |
False |
76,786 |
| 20 |
892.0 |
741.2 |
150.8 |
17.2% |
27.2 |
3.1% |
89% |
True |
False |
81,588 |
| 40 |
892.0 |
699.6 |
192.4 |
22.0% |
27.7 |
3.2% |
91% |
True |
False |
52,029 |
| 60 |
938.8 |
688.0 |
250.8 |
28.7% |
32.5 |
3.7% |
75% |
False |
False |
35,902 |
| 80 |
938.8 |
688.0 |
250.8 |
28.7% |
33.5 |
3.8% |
75% |
False |
False |
28,002 |
| 100 |
938.8 |
688.0 |
250.8 |
28.7% |
31.0 |
3.5% |
75% |
False |
False |
22,850 |
| 120 |
1,004.1 |
688.0 |
316.1 |
36.1% |
28.7 |
3.3% |
59% |
False |
False |
19,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
972.8 |
|
2.618 |
941.7 |
|
1.618 |
922.7 |
|
1.000 |
911.0 |
|
0.618 |
903.7 |
|
HIGH |
892.0 |
|
0.618 |
884.7 |
|
0.500 |
882.5 |
|
0.382 |
880.3 |
|
LOW |
873.0 |
|
0.618 |
861.3 |
|
1.000 |
854.0 |
|
1.618 |
842.3 |
|
2.618 |
823.3 |
|
4.250 |
792.3 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
882.5 |
871.4 |
| PP |
880.1 |
867.6 |
| S1 |
877.7 |
863.7 |
|