COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
903.7 |
885.5 |
-18.2 |
-2.0% |
872.6 |
| High |
909.7 |
896.5 |
-13.2 |
-1.5% |
911.0 |
| Low |
877.4 |
884.4 |
7.0 |
0.8% |
868.7 |
| Close |
887.2 |
891.6 |
4.4 |
0.5% |
903.7 |
| Range |
32.3 |
12.1 |
-20.2 |
-62.5% |
42.3 |
| ATR |
20.5 |
19.9 |
-0.6 |
-2.9% |
0.0 |
| Volume |
90,239 |
130,319 |
40,080 |
44.4% |
547,137 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.1 |
921.5 |
898.3 |
|
| R3 |
915.0 |
909.4 |
894.9 |
|
| R2 |
902.9 |
902.9 |
893.8 |
|
| R1 |
897.3 |
897.3 |
892.7 |
900.1 |
| PP |
890.8 |
890.8 |
890.8 |
892.3 |
| S1 |
885.2 |
885.2 |
890.5 |
888.0 |
| S2 |
878.7 |
878.7 |
889.4 |
|
| S3 |
866.6 |
873.1 |
888.3 |
|
| S4 |
854.5 |
861.0 |
884.9 |
|
|
| 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 |
877.4 |
33.6 |
3.8% |
18.9 |
2.1% |
42% |
False |
False |
114,586 |
| 10 |
911.0 |
859.6 |
51.4 |
5.8% |
19.4 |
2.2% |
62% |
False |
False |
117,563 |
| 20 |
913.8 |
859.6 |
54.2 |
6.1% |
20.4 |
2.3% |
59% |
False |
False |
117,244 |
| 40 |
940.1 |
850.5 |
89.6 |
10.0% |
19.2 |
2.2% |
46% |
False |
False |
67,556 |
| 60 |
959.5 |
850.5 |
109.0 |
12.2% |
19.4 |
2.2% |
38% |
False |
False |
46,681 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.3% |
21.0 |
2.3% |
22% |
False |
False |
35,486 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.3% |
19.5 |
2.2% |
22% |
False |
False |
28,793 |
| 120 |
1,040.3 |
850.5 |
189.8 |
21.3% |
18.8 |
2.1% |
22% |
False |
False |
24,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
947.9 |
|
2.618 |
928.2 |
|
1.618 |
916.1 |
|
1.000 |
908.6 |
|
0.618 |
904.0 |
|
HIGH |
896.5 |
|
0.618 |
891.9 |
|
0.500 |
890.5 |
|
0.382 |
889.0 |
|
LOW |
884.4 |
|
0.618 |
876.9 |
|
1.000 |
872.3 |
|
1.618 |
864.8 |
|
2.618 |
852.7 |
|
4.250 |
833.0 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
891.2 |
893.8 |
| PP |
890.8 |
893.0 |
| S1 |
890.5 |
892.3 |
|