COMEX Gold Future October 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 |
933.9 |
932.7 |
-1.2 |
-0.1% |
963.8 |
| High |
940.2 |
937.8 |
-2.4 |
-0.3% |
982.0 |
| Low |
923.5 |
927.5 |
4.0 |
0.4% |
921.0 |
| Close |
931.8 |
932.7 |
0.9 |
0.1% |
931.8 |
| Range |
16.7 |
10.3 |
-6.4 |
-38.3% |
61.0 |
| ATR |
20.7 |
20.0 |
-0.7 |
-3.6% |
0.0 |
| Volume |
9,202 |
4,979 |
-4,223 |
-45.9% |
22,340 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
963.6 |
958.4 |
938.4 |
|
| R3 |
953.3 |
948.1 |
935.5 |
|
| R2 |
943.0 |
943.0 |
934.6 |
|
| R1 |
937.8 |
937.8 |
933.6 |
937.9 |
| PP |
932.7 |
932.7 |
932.7 |
932.7 |
| S1 |
927.5 |
927.5 |
931.8 |
927.6 |
| S2 |
922.4 |
922.4 |
930.8 |
|
| S3 |
912.1 |
917.2 |
929.9 |
|
| S4 |
901.8 |
906.9 |
927.0 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,127.9 |
1,090.9 |
965.4 |
|
| R3 |
1,066.9 |
1,029.9 |
948.6 |
|
| R2 |
1,005.9 |
1,005.9 |
943.0 |
|
| R1 |
968.9 |
968.9 |
937.4 |
956.9 |
| PP |
944.9 |
944.9 |
944.9 |
939.0 |
| S1 |
907.9 |
907.9 |
926.2 |
895.9 |
| S2 |
883.9 |
883.9 |
920.6 |
|
| S3 |
822.9 |
846.9 |
915.0 |
|
| S4 |
761.9 |
785.9 |
898.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
982.0 |
921.0 |
61.0 |
6.5% |
21.5 |
2.3% |
19% |
False |
False |
4,930 |
| 10 |
994.5 |
921.0 |
73.5 |
7.9% |
20.5 |
2.2% |
16% |
False |
False |
4,385 |
| 20 |
994.5 |
918.2 |
76.3 |
8.2% |
19.9 |
2.1% |
19% |
False |
False |
3,671 |
| 40 |
994.5 |
865.0 |
129.5 |
13.9% |
18.8 |
2.0% |
52% |
False |
False |
2,283 |
| 60 |
994.5 |
865.0 |
129.5 |
13.9% |
17.7 |
1.9% |
52% |
False |
False |
1,701 |
| 80 |
994.5 |
855.0 |
139.5 |
15.0% |
17.3 |
1.9% |
56% |
False |
False |
1,437 |
| 100 |
1,034.3 |
855.0 |
179.3 |
19.2% |
17.7 |
1.9% |
43% |
False |
False |
1,243 |
| 120 |
1,034.3 |
855.0 |
179.3 |
19.2% |
16.5 |
1.8% |
43% |
False |
False |
1,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
981.6 |
|
2.618 |
964.8 |
|
1.618 |
954.5 |
|
1.000 |
948.1 |
|
0.618 |
944.2 |
|
HIGH |
937.8 |
|
0.618 |
933.9 |
|
0.500 |
932.7 |
|
0.382 |
931.4 |
|
LOW |
927.5 |
|
0.618 |
921.1 |
|
1.000 |
917.2 |
|
1.618 |
910.8 |
|
2.618 |
900.5 |
|
4.250 |
883.7 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
932.7 |
932.0 |
| PP |
932.7 |
931.3 |
| S1 |
932.7 |
930.6 |
|