COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
945.9 |
920.8 |
-25.1 |
-2.7% |
966.8 |
| High |
949.3 |
931.4 |
-17.9 |
-1.9% |
989.6 |
| Low |
917.5 |
915.9 |
-1.6 |
-0.2% |
950.2 |
| Close |
922.8 |
922.3 |
-0.5 |
-0.1% |
958.0 |
| Range |
31.8 |
15.5 |
-16.3 |
-51.3% |
39.4 |
| ATR |
22.6 |
22.1 |
-0.5 |
-2.2% |
0.0 |
| Volume |
193,292 |
203,965 |
10,673 |
5.5% |
953,686 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
969.7 |
961.5 |
930.8 |
|
| R3 |
954.2 |
946.0 |
926.6 |
|
| R2 |
938.7 |
938.7 |
925.1 |
|
| R1 |
930.5 |
930.5 |
923.7 |
934.6 |
| PP |
923.2 |
923.2 |
923.2 |
925.3 |
| S1 |
915.0 |
915.0 |
920.9 |
919.1 |
| S2 |
907.7 |
907.7 |
919.5 |
|
| S3 |
892.2 |
899.5 |
918.0 |
|
| S4 |
876.7 |
884.0 |
913.8 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,084.1 |
1,060.5 |
979.7 |
|
| R3 |
1,044.7 |
1,021.1 |
968.8 |
|
| R2 |
1,005.3 |
1,005.3 |
965.2 |
|
| R1 |
981.7 |
981.7 |
961.6 |
973.8 |
| PP |
965.9 |
965.9 |
965.9 |
962.0 |
| S1 |
942.3 |
942.3 |
954.4 |
934.4 |
| S2 |
926.5 |
926.5 |
950.8 |
|
| S3 |
887.1 |
902.9 |
947.2 |
|
| S4 |
847.7 |
863.5 |
936.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
977.0 |
915.9 |
61.1 |
6.6% |
22.1 |
2.4% |
10% |
False |
True |
169,877 |
| 10 |
989.6 |
915.9 |
73.7 |
8.0% |
23.1 |
2.5% |
9% |
False |
True |
171,179 |
| 20 |
989.6 |
886.6 |
103.0 |
11.2% |
22.1 |
2.4% |
35% |
False |
False |
149,623 |
| 40 |
989.6 |
859.6 |
130.0 |
14.1% |
21.2 |
2.3% |
48% |
False |
False |
133,346 |
| 60 |
989.6 |
850.5 |
139.1 |
15.1% |
20.2 |
2.2% |
52% |
False |
False |
96,285 |
| 80 |
989.6 |
850.5 |
139.1 |
15.1% |
20.0 |
2.2% |
52% |
False |
False |
73,578 |
| 100 |
1,040.3 |
850.5 |
189.8 |
20.6% |
21.1 |
2.3% |
38% |
False |
False |
59,240 |
| 120 |
1,040.3 |
850.5 |
189.8 |
20.6% |
19.9 |
2.2% |
38% |
False |
False |
49,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
997.3 |
|
2.618 |
972.0 |
|
1.618 |
956.5 |
|
1.000 |
946.9 |
|
0.618 |
941.0 |
|
HIGH |
931.4 |
|
0.618 |
925.5 |
|
0.500 |
923.7 |
|
0.382 |
921.8 |
|
LOW |
915.9 |
|
0.618 |
906.3 |
|
1.000 |
900.4 |
|
1.618 |
890.8 |
|
2.618 |
875.3 |
|
4.250 |
850.0 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
923.7 |
946.5 |
| PP |
923.2 |
938.4 |
| S1 |
922.8 |
930.4 |
|