COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
888.0 |
919.0 |
31.0 |
3.5% |
903.7 |
| High |
920.3 |
933.0 |
12.7 |
1.4% |
933.0 |
| Low |
886.6 |
912.2 |
25.6 |
2.9% |
875.2 |
| Close |
915.1 |
931.3 |
16.2 |
1.8% |
931.3 |
| Range |
33.7 |
20.8 |
-12.9 |
-38.3% |
57.8 |
| ATR |
21.0 |
21.0 |
0.0 |
-0.1% |
0.0 |
| Volume |
107,935 |
148,400 |
40,465 |
37.5% |
571,110 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987.9 |
980.4 |
942.7 |
|
| R3 |
967.1 |
959.6 |
937.0 |
|
| R2 |
946.3 |
946.3 |
935.1 |
|
| R1 |
938.8 |
938.8 |
933.2 |
942.6 |
| PP |
925.5 |
925.5 |
925.5 |
927.4 |
| S1 |
918.0 |
918.0 |
929.4 |
921.8 |
| S2 |
904.7 |
904.7 |
927.5 |
|
| S3 |
883.9 |
897.2 |
925.6 |
|
| S4 |
863.1 |
876.4 |
919.9 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,086.6 |
1,066.7 |
963.1 |
|
| R3 |
1,028.8 |
1,008.9 |
947.2 |
|
| R2 |
971.0 |
971.0 |
941.9 |
|
| R1 |
951.1 |
951.1 |
936.6 |
961.1 |
| PP |
913.2 |
913.2 |
913.2 |
918.1 |
| S1 |
893.3 |
893.3 |
926.0 |
903.3 |
| S2 |
855.4 |
855.4 |
920.7 |
|
| S3 |
797.6 |
835.5 |
915.4 |
|
| S4 |
739.8 |
777.7 |
899.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
933.0 |
875.2 |
57.8 |
6.2% |
23.3 |
2.5% |
97% |
True |
False |
114,222 |
| 10 |
933.0 |
868.7 |
64.3 |
6.9% |
21.0 |
2.3% |
97% |
True |
False |
111,824 |
| 20 |
933.0 |
859.6 |
73.4 |
7.9% |
20.4 |
2.2% |
98% |
True |
False |
116,172 |
| 40 |
940.1 |
859.6 |
80.5 |
8.6% |
19.4 |
2.1% |
89% |
False |
False |
75,568 |
| 60 |
959.5 |
850.5 |
109.0 |
11.7% |
19.6 |
2.1% |
74% |
False |
False |
52,444 |
| 80 |
1,040.3 |
850.5 |
189.8 |
20.4% |
20.8 |
2.2% |
43% |
False |
False |
39,821 |
| 100 |
1,040.3 |
850.5 |
189.8 |
20.4% |
19.8 |
2.1% |
43% |
False |
False |
32,229 |
| 120 |
1,040.3 |
850.5 |
189.8 |
20.4% |
19.1 |
2.1% |
43% |
False |
False |
27,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,021.4 |
|
2.618 |
987.5 |
|
1.618 |
966.7 |
|
1.000 |
953.8 |
|
0.618 |
945.9 |
|
HIGH |
933.0 |
|
0.618 |
925.1 |
|
0.500 |
922.6 |
|
0.382 |
920.1 |
|
LOW |
912.2 |
|
0.618 |
899.3 |
|
1.000 |
891.4 |
|
1.618 |
878.5 |
|
2.618 |
857.7 |
|
4.250 |
823.8 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
928.4 |
922.2 |
| PP |
925.5 |
913.2 |
| S1 |
922.6 |
904.1 |
|