COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
930.3 |
948.0 |
17.7 |
1.9% |
913.4 |
| High |
953.0 |
952.6 |
-0.4 |
0.0% |
937.2 |
| Low |
930.3 |
939.2 |
8.9 |
1.0% |
880.5 |
| Close |
949.3 |
951.4 |
2.1 |
0.2% |
936.0 |
| Range |
22.7 |
13.4 |
-9.3 |
-41.0% |
56.7 |
| ATR |
19.1 |
18.7 |
-0.4 |
-2.1% |
0.0 |
| Volume |
2,352 |
2,985 |
633 |
26.9% |
5,490 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987.9 |
983.1 |
958.8 |
|
| R3 |
974.5 |
969.7 |
955.1 |
|
| R2 |
961.1 |
961.1 |
953.9 |
|
| R1 |
956.3 |
956.3 |
952.6 |
958.7 |
| PP |
947.7 |
947.7 |
947.7 |
949.0 |
| S1 |
942.9 |
942.9 |
950.2 |
945.3 |
| S2 |
934.3 |
934.3 |
948.9 |
|
| S3 |
920.9 |
929.5 |
947.7 |
|
| S4 |
907.5 |
916.1 |
944.0 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,088.0 |
1,068.7 |
967.2 |
|
| R3 |
1,031.3 |
1,012.0 |
951.6 |
|
| R2 |
974.6 |
974.6 |
946.4 |
|
| R1 |
955.3 |
955.3 |
941.2 |
965.0 |
| PP |
917.9 |
917.9 |
917.9 |
922.7 |
| S1 |
898.6 |
898.6 |
930.8 |
908.3 |
| S2 |
861.2 |
861.2 |
925.6 |
|
| S3 |
804.5 |
841.9 |
920.4 |
|
| S4 |
747.8 |
785.2 |
904.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
953.0 |
892.2 |
60.8 |
6.4% |
20.9 |
2.2% |
97% |
False |
False |
1,810 |
| 10 |
953.0 |
880.5 |
72.5 |
7.6% |
19.1 |
2.0% |
98% |
False |
False |
1,379 |
| 20 |
953.0 |
865.0 |
88.0 |
9.2% |
18.2 |
1.9% |
98% |
False |
False |
1,167 |
| 40 |
953.0 |
865.0 |
88.0 |
9.2% |
17.0 |
1.8% |
98% |
False |
False |
850 |
| 60 |
960.3 |
855.0 |
105.3 |
11.1% |
16.5 |
1.7% |
92% |
False |
False |
736 |
| 80 |
1,034.3 |
855.0 |
179.3 |
18.8% |
17.2 |
1.8% |
54% |
False |
False |
714 |
| 100 |
1,034.3 |
855.0 |
179.3 |
18.8% |
16.4 |
1.7% |
54% |
False |
False |
604 |
| 120 |
1,034.3 |
855.0 |
179.3 |
18.8% |
15.3 |
1.6% |
54% |
False |
False |
516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,009.6 |
|
2.618 |
987.7 |
|
1.618 |
974.3 |
|
1.000 |
966.0 |
|
0.618 |
960.9 |
|
HIGH |
952.6 |
|
0.618 |
947.5 |
|
0.500 |
945.9 |
|
0.382 |
944.3 |
|
LOW |
939.2 |
|
0.618 |
930.9 |
|
1.000 |
925.8 |
|
1.618 |
917.5 |
|
2.618 |
904.1 |
|
4.250 |
882.3 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
949.6 |
947.2 |
| PP |
947.7 |
943.1 |
| S1 |
945.9 |
938.9 |
|