COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
770.0 |
788.0 |
18.0 |
2.3% |
815.5 |
| High |
787.9 |
790.3 |
2.4 |
0.3% |
818.5 |
| Low |
764.4 |
772.5 |
8.1 |
1.1% |
736.4 |
| Close |
783.8 |
777.1 |
-6.7 |
-0.9% |
761.0 |
| Range |
23.5 |
17.8 |
-5.7 |
-24.3% |
82.1 |
| ATR |
24.5 |
24.0 |
-0.5 |
-1.9% |
0.0 |
| Volume |
5,279 |
6,285 |
1,006 |
19.1% |
27,353 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
833.4 |
823.0 |
786.9 |
|
| R3 |
815.6 |
805.2 |
782.0 |
|
| R2 |
797.8 |
797.8 |
780.4 |
|
| R1 |
787.4 |
787.4 |
778.7 |
783.7 |
| PP |
780.0 |
780.0 |
780.0 |
778.1 |
| S1 |
769.6 |
769.6 |
775.5 |
765.9 |
| S2 |
762.2 |
762.2 |
773.8 |
|
| S3 |
744.4 |
751.8 |
772.2 |
|
| S4 |
726.6 |
734.0 |
767.3 |
|
|
| 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 |
790.3 |
736.4 |
53.9 |
6.9% |
23.1 |
3.0% |
76% |
True |
False |
5,867 |
| 10 |
820.3 |
736.4 |
83.9 |
10.8% |
23.6 |
3.0% |
49% |
False |
False |
5,550 |
| 20 |
845.7 |
736.4 |
109.3 |
14.1% |
22.7 |
2.9% |
37% |
False |
False |
5,118 |
| 40 |
982.0 |
736.4 |
245.6 |
31.6% |
23.0 |
3.0% |
17% |
False |
False |
6,858 |
| 60 |
994.5 |
736.4 |
258.1 |
33.2% |
22.0 |
2.8% |
16% |
False |
False |
5,476 |
| 80 |
994.5 |
736.4 |
258.1 |
33.2% |
20.7 |
2.7% |
16% |
False |
False |
4,297 |
| 100 |
994.5 |
736.4 |
258.1 |
33.2% |
19.5 |
2.5% |
16% |
False |
False |
3,534 |
| 120 |
994.5 |
736.4 |
258.1 |
33.2% |
19.1 |
2.5% |
16% |
False |
False |
3,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
866.0 |
|
2.618 |
836.9 |
|
1.618 |
819.1 |
|
1.000 |
808.1 |
|
0.618 |
801.3 |
|
HIGH |
790.3 |
|
0.618 |
783.5 |
|
0.500 |
781.4 |
|
0.382 |
779.3 |
|
LOW |
772.5 |
|
0.618 |
761.5 |
|
1.000 |
754.7 |
|
1.618 |
743.7 |
|
2.618 |
725.9 |
|
4.250 |
696.9 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
781.4 |
774.1 |
| PP |
780.0 |
771.1 |
| S1 |
778.5 |
768.2 |
|