COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
963.8 |
963.8 |
0.0 |
0.0% |
972.5 |
| High |
970.0 |
974.1 |
4.1 |
0.4% |
994.5 |
| Low |
955.5 |
961.6 |
6.1 |
0.6% |
955.5 |
| Close |
963.1 |
968.9 |
5.8 |
0.6% |
963.1 |
| Range |
14.5 |
12.5 |
-2.0 |
-13.8% |
39.0 |
| ATR |
20.2 |
19.7 |
-0.6 |
-2.7% |
0.0 |
| Volume |
2,358 |
2,665 |
307 |
13.0% |
19,198 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,005.7 |
999.8 |
975.8 |
|
| R3 |
993.2 |
987.3 |
972.3 |
|
| R2 |
980.7 |
980.7 |
971.2 |
|
| R1 |
974.8 |
974.8 |
970.0 |
977.8 |
| PP |
968.2 |
968.2 |
968.2 |
969.7 |
| S1 |
962.3 |
962.3 |
967.8 |
965.3 |
| S2 |
955.7 |
955.7 |
966.6 |
|
| S3 |
943.2 |
949.8 |
965.5 |
|
| S4 |
930.7 |
937.3 |
962.0 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,088.0 |
1,064.6 |
984.6 |
|
| R3 |
1,049.0 |
1,025.6 |
973.8 |
|
| R2 |
1,010.0 |
1,010.0 |
970.3 |
|
| R1 |
986.6 |
986.6 |
966.7 |
978.8 |
| PP |
971.0 |
971.0 |
971.0 |
967.2 |
| S1 |
947.6 |
947.6 |
959.5 |
939.8 |
| S2 |
932.0 |
932.0 |
956.0 |
|
| S3 |
893.0 |
908.6 |
952.4 |
|
| S4 |
854.0 |
869.6 |
941.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
994.5 |
955.5 |
39.0 |
4.0% |
19.4 |
2.0% |
34% |
False |
False |
3,840 |
| 10 |
994.5 |
918.2 |
76.3 |
7.9% |
20.0 |
2.1% |
66% |
False |
False |
3,480 |
| 20 |
994.5 |
880.5 |
114.0 |
11.8% |
20.0 |
2.1% |
78% |
False |
False |
2,712 |
| 40 |
994.5 |
865.0 |
129.5 |
13.4% |
18.5 |
1.9% |
80% |
False |
False |
1,736 |
| 60 |
994.5 |
855.0 |
139.5 |
14.4% |
17.2 |
1.8% |
82% |
False |
False |
1,319 |
| 80 |
994.5 |
855.0 |
139.5 |
14.4% |
17.1 |
1.8% |
82% |
False |
False |
1,155 |
| 100 |
1,034.3 |
855.0 |
179.3 |
18.5% |
17.5 |
1.8% |
64% |
False |
False |
1,002 |
| 120 |
1,034.3 |
855.0 |
179.3 |
18.5% |
16.1 |
1.7% |
64% |
False |
False |
854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,027.2 |
|
2.618 |
1,006.8 |
|
1.618 |
994.3 |
|
1.000 |
986.6 |
|
0.618 |
981.8 |
|
HIGH |
974.1 |
|
0.618 |
969.3 |
|
0.500 |
967.9 |
|
0.382 |
966.4 |
|
LOW |
961.6 |
|
0.618 |
953.9 |
|
1.000 |
949.1 |
|
1.618 |
941.4 |
|
2.618 |
928.9 |
|
4.250 |
908.5 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
968.6 |
970.0 |
| PP |
968.2 |
969.6 |
| S1 |
967.9 |
969.3 |
|