COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
819.2 |
815.2 |
-4.0 |
-0.5% |
860.3 |
| High |
820.0 |
841.1 |
21.1 |
2.6% |
868.5 |
| Low |
801.6 |
814.9 |
13.3 |
1.7% |
774.0 |
| Close |
812.4 |
835.0 |
22.6 |
2.8% |
788.4 |
| Range |
18.4 |
26.2 |
7.8 |
42.4% |
94.5 |
| ATR |
24.1 |
24.4 |
0.3 |
1.4% |
0.0 |
| Volume |
6,285 |
4,751 |
-1,534 |
-24.4% |
43,424 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908.9 |
898.2 |
849.4 |
|
| R3 |
882.7 |
872.0 |
842.2 |
|
| R2 |
856.5 |
856.5 |
839.8 |
|
| R1 |
845.8 |
845.8 |
837.4 |
851.2 |
| PP |
830.3 |
830.3 |
830.3 |
833.0 |
| S1 |
819.6 |
819.6 |
832.6 |
825.0 |
| S2 |
804.1 |
804.1 |
830.2 |
|
| S3 |
777.9 |
793.4 |
827.8 |
|
| S4 |
751.7 |
767.2 |
820.6 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,093.8 |
1,035.6 |
840.4 |
|
| R3 |
999.3 |
941.1 |
814.4 |
|
| R2 |
904.8 |
904.8 |
805.7 |
|
| R1 |
846.6 |
846.6 |
797.1 |
828.5 |
| PP |
810.3 |
810.3 |
810.3 |
801.2 |
| S1 |
752.1 |
752.1 |
779.7 |
734.0 |
| S2 |
715.8 |
715.8 |
771.1 |
|
| S3 |
621.3 |
657.6 |
762.4 |
|
| S4 |
526.8 |
563.1 |
736.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
841.1 |
774.0 |
67.1 |
8.0% |
25.7 |
3.1% |
91% |
True |
False |
6,187 |
| 10 |
877.3 |
774.0 |
103.3 |
12.4% |
28.1 |
3.4% |
59% |
False |
False |
7,208 |
| 20 |
940.2 |
774.0 |
166.2 |
19.9% |
23.2 |
2.8% |
37% |
False |
False |
8,872 |
| 40 |
994.5 |
774.0 |
220.5 |
26.4% |
22.2 |
2.7% |
28% |
False |
False |
5,965 |
| 60 |
994.5 |
774.0 |
220.5 |
26.4% |
20.6 |
2.5% |
28% |
False |
False |
4,272 |
| 80 |
994.5 |
774.0 |
220.5 |
26.4% |
19.2 |
2.3% |
28% |
False |
False |
3,325 |
| 100 |
994.5 |
774.0 |
220.5 |
26.4% |
18.4 |
2.2% |
28% |
False |
False |
2,790 |
| 120 |
1,034.3 |
774.0 |
260.3 |
31.2% |
18.8 |
2.2% |
23% |
False |
False |
2,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
952.5 |
|
2.618 |
909.7 |
|
1.618 |
883.5 |
|
1.000 |
867.3 |
|
0.618 |
857.3 |
|
HIGH |
841.1 |
|
0.618 |
831.1 |
|
0.500 |
828.0 |
|
0.382 |
824.9 |
|
LOW |
814.9 |
|
0.618 |
798.7 |
|
1.000 |
788.7 |
|
1.618 |
772.5 |
|
2.618 |
746.3 |
|
4.250 |
703.6 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
832.7 |
827.6 |
| PP |
830.3 |
820.1 |
| S1 |
828.0 |
812.7 |
|