COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
927.6 |
929.0 |
1.4 |
0.2% |
957.3 |
| High |
935.2 |
932.9 |
-2.3 |
-0.2% |
977.0 |
| Low |
918.5 |
922.4 |
3.9 |
0.4% |
915.9 |
| Close |
926.8 |
927.7 |
0.9 |
0.1% |
926.8 |
| Range |
16.7 |
10.5 |
-6.2 |
-37.1% |
61.1 |
| ATR |
21.7 |
20.9 |
-0.8 |
-3.7% |
0.0 |
| Volume |
174,083 |
157,770 |
-16,313 |
-9.4% |
792,029 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959.2 |
953.9 |
933.5 |
|
| R3 |
948.7 |
943.4 |
930.6 |
|
| R2 |
938.2 |
938.2 |
929.6 |
|
| R1 |
932.9 |
932.9 |
928.7 |
930.3 |
| PP |
927.7 |
927.7 |
927.7 |
926.4 |
| S1 |
922.4 |
922.4 |
926.7 |
919.8 |
| S2 |
917.2 |
917.2 |
925.8 |
|
| S3 |
906.7 |
911.9 |
924.8 |
|
| S4 |
896.2 |
901.4 |
921.9 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,123.2 |
1,086.1 |
960.4 |
|
| R3 |
1,062.1 |
1,025.0 |
943.6 |
|
| R2 |
1,001.0 |
1,001.0 |
938.0 |
|
| R1 |
963.9 |
963.9 |
932.4 |
951.9 |
| PP |
939.9 |
939.9 |
939.9 |
933.9 |
| S1 |
902.8 |
902.8 |
921.2 |
890.8 |
| S2 |
878.8 |
878.8 |
915.6 |
|
| S3 |
817.7 |
841.7 |
910.0 |
|
| S4 |
756.6 |
780.6 |
893.2 |
|
|
| 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% |
21.9 |
2.4% |
19% |
False |
False |
165,156 |
| 10 |
989.6 |
915.9 |
73.7 |
7.9% |
21.0 |
2.3% |
16% |
False |
False |
173,801 |
| 20 |
989.6 |
913.0 |
76.6 |
8.3% |
20.7 |
2.2% |
19% |
False |
False |
153,399 |
| 40 |
989.6 |
859.6 |
130.0 |
14.0% |
20.6 |
2.2% |
52% |
False |
False |
134,786 |
| 60 |
989.6 |
859.6 |
130.0 |
14.0% |
19.9 |
2.1% |
52% |
False |
False |
101,511 |
| 80 |
989.6 |
850.5 |
139.1 |
15.0% |
19.9 |
2.1% |
55% |
False |
False |
77,683 |
| 100 |
1,040.3 |
850.5 |
189.8 |
20.5% |
20.8 |
2.2% |
41% |
False |
False |
62,537 |
| 120 |
1,040.3 |
850.5 |
189.8 |
20.5% |
19.9 |
2.1% |
41% |
False |
False |
52,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
977.5 |
|
2.618 |
960.4 |
|
1.618 |
949.9 |
|
1.000 |
943.4 |
|
0.618 |
939.4 |
|
HIGH |
932.9 |
|
0.618 |
928.9 |
|
0.500 |
927.7 |
|
0.382 |
926.4 |
|
LOW |
922.4 |
|
0.618 |
915.9 |
|
1.000 |
911.9 |
|
1.618 |
905.4 |
|
2.618 |
894.9 |
|
4.250 |
877.8 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
927.7 |
927.0 |
| PP |
927.7 |
926.3 |
| S1 |
927.7 |
925.6 |
|