COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
838.1 |
804.6 |
-33.5 |
-4.0% |
826.6 |
| High |
838.1 |
809.4 |
-28.7 |
-3.4% |
845.7 |
| Low |
791.6 |
790.0 |
-1.6 |
-0.2% |
808.1 |
| Close |
806.6 |
804.3 |
-2.3 |
-0.3% |
831.2 |
| Range |
46.5 |
19.4 |
-27.1 |
-58.3% |
37.6 |
| ATR |
23.1 |
22.8 |
-0.3 |
-1.1% |
0.0 |
| Volume |
2,355 |
7,178 |
4,823 |
204.8% |
23,809 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
859.4 |
851.3 |
815.0 |
|
| R3 |
840.0 |
831.9 |
809.6 |
|
| R2 |
820.6 |
820.6 |
807.9 |
|
| R1 |
812.5 |
812.5 |
806.1 |
806.9 |
| PP |
801.2 |
801.2 |
801.2 |
798.4 |
| S1 |
793.1 |
793.1 |
802.5 |
787.5 |
| S2 |
781.8 |
781.8 |
800.7 |
|
| S3 |
762.4 |
773.7 |
799.0 |
|
| S4 |
743.0 |
754.3 |
793.6 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
941.1 |
923.8 |
851.9 |
|
| R3 |
903.5 |
886.2 |
841.5 |
|
| R2 |
865.9 |
865.9 |
838.1 |
|
| R1 |
848.6 |
848.6 |
834.6 |
857.3 |
| PP |
828.3 |
828.3 |
828.3 |
832.7 |
| S1 |
811.0 |
811.0 |
827.8 |
819.7 |
| S2 |
790.7 |
790.7 |
824.3 |
|
| S3 |
753.1 |
773.4 |
820.9 |
|
| S4 |
715.5 |
735.8 |
810.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
845.7 |
790.0 |
55.7 |
6.9% |
21.6 |
2.7% |
26% |
False |
True |
5,290 |
| 10 |
845.7 |
790.0 |
55.7 |
6.9% |
20.4 |
2.5% |
26% |
False |
True |
4,911 |
| 20 |
890.2 |
774.0 |
116.2 |
14.4% |
23.6 |
2.9% |
26% |
False |
False |
6,392 |
| 40 |
994.5 |
774.0 |
220.5 |
27.4% |
22.1 |
2.7% |
14% |
False |
False |
6,426 |
| 60 |
994.5 |
774.0 |
220.5 |
27.4% |
20.9 |
2.6% |
14% |
False |
False |
4,820 |
| 80 |
994.5 |
774.0 |
220.5 |
27.4% |
19.8 |
2.5% |
14% |
False |
False |
3,760 |
| 100 |
994.5 |
774.0 |
220.5 |
27.4% |
18.9 |
2.3% |
14% |
False |
False |
3,085 |
| 120 |
1,034.3 |
774.0 |
260.3 |
32.4% |
19.1 |
2.4% |
12% |
False |
False |
2,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
891.9 |
|
2.618 |
860.2 |
|
1.618 |
840.8 |
|
1.000 |
828.8 |
|
0.618 |
821.4 |
|
HIGH |
809.4 |
|
0.618 |
802.0 |
|
0.500 |
799.7 |
|
0.382 |
797.4 |
|
LOW |
790.0 |
|
0.618 |
778.0 |
|
1.000 |
770.6 |
|
1.618 |
758.6 |
|
2.618 |
739.2 |
|
4.250 |
707.6 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
802.8 |
815.1 |
| PP |
801.2 |
811.5 |
| S1 |
799.7 |
807.9 |
|