COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
748.4 |
770.0 |
21.6 |
2.9% |
815.5 |
| High |
766.4 |
787.9 |
21.5 |
2.8% |
818.5 |
| Low |
746.0 |
764.4 |
18.4 |
2.5% |
736.4 |
| Close |
761.0 |
783.8 |
22.8 |
3.0% |
761.0 |
| Range |
20.4 |
23.5 |
3.1 |
15.2% |
82.1 |
| ATR |
24.3 |
24.5 |
0.2 |
0.8% |
0.0 |
| Volume |
5,350 |
5,279 |
-71 |
-1.3% |
27,353 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849.2 |
840.0 |
796.7 |
|
| R3 |
825.7 |
816.5 |
790.3 |
|
| R2 |
802.2 |
802.2 |
788.1 |
|
| R1 |
793.0 |
793.0 |
786.0 |
797.6 |
| PP |
778.7 |
778.7 |
778.7 |
781.0 |
| S1 |
769.5 |
769.5 |
781.6 |
774.1 |
| S2 |
755.2 |
755.2 |
779.5 |
|
| S3 |
731.7 |
746.0 |
777.3 |
|
| S4 |
708.2 |
722.5 |
770.9 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,018.3 |
971.7 |
806.2 |
|
| R3 |
936.2 |
889.6 |
783.6 |
|
| R2 |
854.1 |
854.1 |
776.1 |
|
| R1 |
807.5 |
807.5 |
768.5 |
789.8 |
| PP |
772.0 |
772.0 |
772.0 |
763.1 |
| S1 |
725.4 |
725.4 |
753.5 |
707.7 |
| S2 |
689.9 |
689.9 |
745.9 |
|
| S3 |
607.8 |
643.3 |
738.4 |
|
| S4 |
525.7 |
561.2 |
715.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
805.6 |
736.4 |
69.2 |
8.8% |
25.4 |
3.2% |
68% |
False |
False |
5,277 |
| 10 |
838.1 |
736.4 |
101.7 |
13.0% |
26.4 |
3.4% |
47% |
False |
False |
5,157 |
| 20 |
845.7 |
736.4 |
109.3 |
13.9% |
22.6 |
2.9% |
43% |
False |
False |
5,173 |
| 40 |
982.0 |
736.4 |
245.6 |
31.3% |
22.9 |
2.9% |
19% |
False |
False |
6,767 |
| 60 |
994.5 |
736.4 |
258.1 |
32.9% |
21.9 |
2.8% |
18% |
False |
False |
5,380 |
| 80 |
994.5 |
736.4 |
258.1 |
32.9% |
20.7 |
2.6% |
18% |
False |
False |
4,223 |
| 100 |
994.5 |
736.4 |
258.1 |
32.9% |
19.5 |
2.5% |
18% |
False |
False |
3,474 |
| 120 |
994.5 |
736.4 |
258.1 |
32.9% |
19.1 |
2.4% |
18% |
False |
False |
3,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
887.8 |
|
2.618 |
849.4 |
|
1.618 |
825.9 |
|
1.000 |
811.4 |
|
0.618 |
802.4 |
|
HIGH |
787.9 |
|
0.618 |
778.9 |
|
0.500 |
776.2 |
|
0.382 |
773.4 |
|
LOW |
764.4 |
|
0.618 |
749.9 |
|
1.000 |
740.9 |
|
1.618 |
726.4 |
|
2.618 |
702.9 |
|
4.250 |
664.5 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
781.3 |
776.6 |
| PP |
778.7 |
769.4 |
| S1 |
776.2 |
762.2 |
|