COMEX Gold Future October 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 |
905.0 |
913.4 |
8.4 |
0.9% |
879.5 |
| High |
913.5 |
913.7 |
0.2 |
0.0% |
914.6 |
| Low |
903.2 |
882.4 |
-20.8 |
-2.3% |
876.3 |
| Close |
908.4 |
891.9 |
-16.5 |
-1.8% |
908.4 |
| Range |
10.3 |
31.3 |
21.0 |
203.9% |
38.3 |
| ATR |
17.2 |
18.2 |
1.0 |
5.8% |
0.0 |
| Volume |
517 |
246 |
-271 |
-52.4% |
4,740 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989.9 |
972.2 |
909.1 |
|
| R3 |
958.6 |
940.9 |
900.5 |
|
| R2 |
927.3 |
927.3 |
897.6 |
|
| R1 |
909.6 |
909.6 |
894.8 |
902.8 |
| PP |
896.0 |
896.0 |
896.0 |
892.6 |
| S1 |
878.3 |
878.3 |
889.0 |
871.5 |
| S2 |
864.7 |
864.7 |
886.2 |
|
| S3 |
833.4 |
847.0 |
883.3 |
|
| S4 |
802.1 |
815.7 |
874.7 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.7 |
999.8 |
929.5 |
|
| R3 |
976.4 |
961.5 |
918.9 |
|
| R2 |
938.1 |
938.1 |
915.4 |
|
| R1 |
923.2 |
923.2 |
911.9 |
930.7 |
| PP |
899.8 |
899.8 |
899.8 |
903.5 |
| S1 |
884.9 |
884.9 |
904.9 |
892.4 |
| S2 |
861.5 |
861.5 |
901.4 |
|
| S3 |
823.2 |
846.6 |
897.9 |
|
| S4 |
784.9 |
808.3 |
887.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
914.6 |
882.4 |
32.2 |
3.6% |
17.3 |
1.9% |
30% |
False |
True |
814 |
| 10 |
914.6 |
865.0 |
49.6 |
5.6% |
18.3 |
2.1% |
54% |
False |
False |
918 |
| 20 |
938.8 |
865.0 |
73.8 |
8.3% |
18.4 |
2.1% |
36% |
False |
False |
755 |
| 40 |
941.9 |
855.0 |
86.9 |
9.7% |
16.4 |
1.8% |
42% |
False |
False |
625 |
| 60 |
960.3 |
855.0 |
105.3 |
11.8% |
16.3 |
1.8% |
35% |
False |
False |
634 |
| 80 |
1,034.3 |
855.0 |
179.3 |
20.1% |
17.1 |
1.9% |
21% |
False |
False |
577 |
| 100 |
1,034.3 |
855.0 |
179.3 |
20.1% |
15.5 |
1.7% |
21% |
False |
False |
484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,046.7 |
|
2.618 |
995.6 |
|
1.618 |
964.3 |
|
1.000 |
945.0 |
|
0.618 |
933.0 |
|
HIGH |
913.7 |
|
0.618 |
901.7 |
|
0.500 |
898.1 |
|
0.382 |
894.4 |
|
LOW |
882.4 |
|
0.618 |
863.1 |
|
1.000 |
851.1 |
|
1.618 |
831.8 |
|
2.618 |
800.5 |
|
4.250 |
749.4 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
898.1 |
898.5 |
| PP |
896.0 |
896.3 |
| S1 |
894.0 |
894.1 |
|