COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
777.2 |
752.3 |
-24.9 |
-3.2% |
838.1 |
| High |
783.8 |
757.9 |
-25.9 |
-3.3% |
838.1 |
| Low |
751.5 |
736.4 |
-15.1 |
-2.0% |
790.0 |
| Close |
758.9 |
742.1 |
-16.8 |
-2.2% |
798.8 |
| Range |
32.3 |
21.5 |
-10.8 |
-33.4% |
48.1 |
| ATR |
24.4 |
24.3 |
-0.1 |
-0.6% |
0.0 |
| Volume |
5,774 |
6,651 |
877 |
15.2% |
18,943 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
810.0 |
797.5 |
753.9 |
|
| R3 |
788.5 |
776.0 |
748.0 |
|
| R2 |
767.0 |
767.0 |
746.0 |
|
| R1 |
754.5 |
754.5 |
744.1 |
750.0 |
| PP |
745.5 |
745.5 |
745.5 |
743.2 |
| S1 |
733.0 |
733.0 |
740.1 |
728.5 |
| S2 |
724.0 |
724.0 |
738.2 |
|
| S3 |
702.5 |
711.5 |
736.2 |
|
| S4 |
681.0 |
690.0 |
730.3 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
953.3 |
924.1 |
825.3 |
|
| R3 |
905.2 |
876.0 |
812.0 |
|
| R2 |
857.1 |
857.1 |
807.6 |
|
| R1 |
827.9 |
827.9 |
803.2 |
818.5 |
| PP |
809.0 |
809.0 |
809.0 |
804.2 |
| S1 |
779.8 |
779.8 |
794.4 |
770.4 |
| S2 |
760.9 |
760.9 |
790.0 |
|
| S3 |
712.8 |
731.7 |
785.6 |
|
| S4 |
664.7 |
683.6 |
772.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
820.3 |
736.4 |
83.9 |
11.3% |
26.7 |
3.6% |
7% |
False |
True |
5,363 |
| 10 |
845.7 |
736.4 |
109.3 |
14.7% |
24.9 |
3.3% |
5% |
False |
True |
5,042 |
| 20 |
845.7 |
736.4 |
109.3 |
14.7% |
23.7 |
3.2% |
5% |
False |
True |
5,325 |
| 40 |
984.5 |
736.4 |
248.1 |
33.4% |
22.8 |
3.1% |
2% |
False |
True |
6,633 |
| 60 |
994.5 |
736.4 |
258.1 |
34.8% |
21.7 |
2.9% |
2% |
False |
True |
5,219 |
| 80 |
994.5 |
736.4 |
258.1 |
34.8% |
20.5 |
2.8% |
2% |
False |
True |
4,136 |
| 100 |
994.5 |
736.4 |
258.1 |
34.8% |
19.5 |
2.6% |
2% |
False |
True |
3,378 |
| 120 |
994.5 |
736.4 |
258.1 |
34.8% |
19.0 |
2.6% |
2% |
False |
True |
2,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
849.3 |
|
2.618 |
814.2 |
|
1.618 |
792.7 |
|
1.000 |
779.4 |
|
0.618 |
771.2 |
|
HIGH |
757.9 |
|
0.618 |
749.7 |
|
0.500 |
747.2 |
|
0.382 |
744.6 |
|
LOW |
736.4 |
|
0.618 |
723.1 |
|
1.000 |
714.9 |
|
1.618 |
701.6 |
|
2.618 |
680.1 |
|
4.250 |
645.0 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
747.2 |
771.0 |
| PP |
745.5 |
761.4 |
| S1 |
743.8 |
751.7 |
|