COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
900.4 |
903.7 |
3.3 |
0.4% |
872.6 |
| High |
910.1 |
909.7 |
-0.4 |
0.0% |
911.0 |
| Low |
897.8 |
877.4 |
-20.4 |
-2.3% |
868.7 |
| Close |
903.7 |
887.2 |
-16.5 |
-1.8% |
903.7 |
| Range |
12.3 |
32.3 |
20.0 |
162.6% |
42.3 |
| ATR |
19.6 |
20.5 |
0.9 |
4.6% |
0.0 |
| Volume |
151,919 |
90,239 |
-61,680 |
-40.6% |
547,137 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.3 |
970.1 |
905.0 |
|
| R3 |
956.0 |
937.8 |
896.1 |
|
| R2 |
923.7 |
923.7 |
893.1 |
|
| R1 |
905.5 |
905.5 |
890.2 |
898.5 |
| PP |
891.4 |
891.4 |
891.4 |
887.9 |
| S1 |
873.2 |
873.2 |
884.2 |
866.2 |
| S2 |
859.1 |
859.1 |
881.3 |
|
| S3 |
826.8 |
840.9 |
878.3 |
|
| S4 |
794.5 |
808.6 |
869.4 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,021.4 |
1,004.8 |
927.0 |
|
| R3 |
979.1 |
962.5 |
915.3 |
|
| R2 |
936.8 |
936.8 |
911.5 |
|
| R1 |
920.2 |
920.2 |
907.6 |
928.5 |
| PP |
894.5 |
894.5 |
894.5 |
898.6 |
| S1 |
877.9 |
877.9 |
899.8 |
886.2 |
| S2 |
852.2 |
852.2 |
895.9 |
|
| S3 |
809.9 |
835.6 |
892.1 |
|
| S4 |
767.6 |
793.3 |
880.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
911.0 |
876.2 |
34.8 |
3.9% |
19.4 |
2.2% |
32% |
False |
False |
109,501 |
| 10 |
911.0 |
859.6 |
51.4 |
5.8% |
21.3 |
2.4% |
54% |
False |
False |
116,490 |
| 20 |
935.4 |
859.6 |
75.8 |
8.5% |
21.1 |
2.4% |
36% |
False |
False |
112,657 |
| 40 |
940.1 |
850.5 |
89.6 |
10.1% |
19.6 |
2.2% |
41% |
False |
False |
64,698 |
| 60 |
959.5 |
850.5 |
109.0 |
12.3% |
20.0 |
2.3% |
34% |
False |
False |
44,530 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.4% |
20.9 |
2.4% |
19% |
False |
False |
33,901 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.4% |
19.6 |
2.2% |
19% |
False |
False |
27,494 |
| 120 |
1,040.3 |
850.5 |
189.8 |
21.4% |
18.8 |
2.1% |
19% |
False |
False |
23,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,047.0 |
|
2.618 |
994.3 |
|
1.618 |
962.0 |
|
1.000 |
942.0 |
|
0.618 |
929.7 |
|
HIGH |
909.7 |
|
0.618 |
897.4 |
|
0.500 |
893.6 |
|
0.382 |
889.7 |
|
LOW |
877.4 |
|
0.618 |
857.4 |
|
1.000 |
845.1 |
|
1.618 |
825.1 |
|
2.618 |
792.8 |
|
4.250 |
740.1 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
893.6 |
894.2 |
| PP |
891.4 |
891.9 |
| S1 |
889.3 |
889.5 |
|