COMEX Gold Future April 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
825.1 |
827.0 |
1.9 |
0.2% |
758.1 |
| High |
829.5 |
845.0 |
15.5 |
1.9% |
835.4 |
| Low |
810.0 |
822.9 |
12.9 |
1.6% |
758.1 |
| Close |
822.0 |
837.9 |
15.9 |
1.9% |
822.0 |
| Range |
19.5 |
22.1 |
2.6 |
13.3% |
77.3 |
| ATR |
26.6 |
26.3 |
-0.3 |
-1.0% |
0.0 |
| Volume |
1,511 |
2,215 |
704 |
46.6% |
6,569 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
901.6 |
891.8 |
850.1 |
|
| R3 |
879.5 |
869.7 |
844.0 |
|
| R2 |
857.4 |
857.4 |
842.0 |
|
| R1 |
847.6 |
847.6 |
839.9 |
852.5 |
| PP |
835.3 |
835.3 |
835.3 |
837.7 |
| S1 |
825.5 |
825.5 |
835.9 |
830.4 |
| S2 |
813.2 |
813.2 |
833.8 |
|
| S3 |
791.1 |
803.4 |
831.8 |
|
| S4 |
769.0 |
781.3 |
825.7 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,037.1 |
1,006.8 |
864.5 |
|
| R3 |
959.8 |
929.5 |
843.3 |
|
| R2 |
882.5 |
882.5 |
836.2 |
|
| R1 |
852.2 |
852.2 |
829.1 |
867.4 |
| PP |
805.2 |
805.2 |
805.2 |
812.7 |
| S1 |
774.9 |
774.9 |
814.9 |
790.1 |
| S2 |
727.9 |
727.9 |
807.8 |
|
| S3 |
650.6 |
697.6 |
800.7 |
|
| S4 |
573.3 |
620.3 |
779.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
845.0 |
766.4 |
78.6 |
9.4% |
24.6 |
2.9% |
91% |
True |
False |
1,581 |
| 10 |
845.0 |
743.5 |
101.5 |
12.1% |
24.1 |
2.9% |
93% |
True |
False |
1,200 |
| 20 |
845.0 |
734.5 |
110.5 |
13.2% |
24.6 |
2.9% |
94% |
True |
False |
1,163 |
| 40 |
845.0 |
689.7 |
155.3 |
18.5% |
25.9 |
3.1% |
95% |
True |
False |
1,058 |
| 60 |
938.2 |
689.7 |
248.5 |
29.7% |
27.4 |
3.3% |
60% |
False |
False |
927 |
| 80 |
938.2 |
689.7 |
248.5 |
29.7% |
23.8 |
2.8% |
60% |
False |
False |
925 |
| 100 |
946.6 |
689.7 |
256.9 |
30.7% |
20.2 |
2.4% |
58% |
False |
False |
973 |
| 120 |
1,005.3 |
689.7 |
315.6 |
37.7% |
18.3 |
2.2% |
47% |
False |
False |
915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
938.9 |
|
2.618 |
902.9 |
|
1.618 |
880.8 |
|
1.000 |
867.1 |
|
0.618 |
858.7 |
|
HIGH |
845.0 |
|
0.618 |
836.6 |
|
0.500 |
834.0 |
|
0.382 |
831.3 |
|
LOW |
822.9 |
|
0.618 |
809.2 |
|
1.000 |
800.8 |
|
1.618 |
787.1 |
|
2.618 |
765.0 |
|
4.250 |
729.0 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
836.6 |
833.5 |
| PP |
835.3 |
829.1 |
| S1 |
834.0 |
824.7 |
|