COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
871.2 |
883.5 |
12.3 |
1.4% |
891.3 |
| High |
885.9 |
884.9 |
-1.0 |
-0.1% |
905.6 |
| Low |
870.0 |
859.6 |
-10.4 |
-1.2% |
867.7 |
| Close |
882.9 |
872.0 |
-10.9 |
-1.2% |
899.0 |
| Range |
15.9 |
25.3 |
9.4 |
59.1% |
37.9 |
| ATR |
20.2 |
20.5 |
0.4 |
1.8% |
0.0 |
| Volume |
159,441 |
103,590 |
-55,851 |
-35.0% |
546,950 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
948.1 |
935.3 |
885.9 |
|
| R3 |
922.8 |
910.0 |
879.0 |
|
| R2 |
897.5 |
897.5 |
876.6 |
|
| R1 |
884.7 |
884.7 |
874.3 |
878.5 |
| PP |
872.2 |
872.2 |
872.2 |
869.0 |
| S1 |
859.4 |
859.4 |
869.7 |
853.2 |
| S2 |
846.9 |
846.9 |
867.4 |
|
| S3 |
821.6 |
834.1 |
865.0 |
|
| S4 |
796.3 |
808.8 |
858.1 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,004.5 |
989.6 |
919.8 |
|
| R3 |
966.6 |
951.7 |
909.4 |
|
| R2 |
928.7 |
928.7 |
905.9 |
|
| R1 |
913.8 |
913.8 |
902.5 |
921.3 |
| PP |
890.8 |
890.8 |
890.8 |
894.5 |
| S1 |
875.9 |
875.9 |
895.5 |
883.4 |
| S2 |
852.9 |
852.9 |
892.1 |
|
| S3 |
815.0 |
838.0 |
888.6 |
|
| S4 |
777.1 |
800.1 |
878.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
912.5 |
859.6 |
52.9 |
6.1% |
23.5 |
2.7% |
23% |
False |
True |
131,976 |
| 10 |
912.5 |
859.6 |
52.9 |
6.1% |
20.3 |
2.3% |
23% |
False |
True |
122,771 |
| 20 |
940.1 |
859.6 |
80.5 |
9.2% |
19.7 |
2.3% |
15% |
False |
True |
82,928 |
| 40 |
953.0 |
850.5 |
102.5 |
11.8% |
19.6 |
2.3% |
21% |
False |
False |
46,268 |
| 60 |
964.3 |
850.5 |
113.8 |
13.1% |
20.3 |
2.3% |
19% |
False |
False |
31,768 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.8% |
20.4 |
2.3% |
11% |
False |
False |
24,281 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.8% |
19.2 |
2.2% |
11% |
False |
False |
19,746 |
| 120 |
1,040.3 |
830.4 |
209.9 |
24.1% |
18.3 |
2.1% |
20% |
False |
False |
16,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
992.4 |
|
2.618 |
951.1 |
|
1.618 |
925.8 |
|
1.000 |
910.2 |
|
0.618 |
900.5 |
|
HIGH |
884.9 |
|
0.618 |
875.2 |
|
0.500 |
872.3 |
|
0.382 |
869.3 |
|
LOW |
859.6 |
|
0.618 |
844.0 |
|
1.000 |
834.3 |
|
1.618 |
818.7 |
|
2.618 |
793.4 |
|
4.250 |
752.1 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
872.3 |
878.8 |
| PP |
872.2 |
876.5 |
| S1 |
872.1 |
874.3 |
|