COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
774.8 |
861.4 |
86.6 |
11.2% |
815.5 |
| High |
869.2 |
922.0 |
52.8 |
6.1% |
818.5 |
| Low |
774.8 |
833.1 |
58.3 |
7.5% |
736.4 |
| Close |
847.1 |
893.2 |
46.1 |
5.4% |
761.0 |
| Range |
94.4 |
88.9 |
-5.5 |
-5.8% |
82.1 |
| ATR |
29.0 |
33.3 |
4.3 |
14.7% |
0.0 |
| Volume |
6,711 |
9,809 |
3,098 |
46.2% |
27,353 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,149.5 |
1,110.2 |
942.1 |
|
| R3 |
1,060.6 |
1,021.3 |
917.6 |
|
| R2 |
971.7 |
971.7 |
909.5 |
|
| R1 |
932.4 |
932.4 |
901.3 |
952.1 |
| PP |
882.8 |
882.8 |
882.8 |
892.6 |
| S1 |
843.5 |
843.5 |
885.1 |
863.2 |
| S2 |
793.9 |
793.9 |
876.9 |
|
| S3 |
705.0 |
754.6 |
868.8 |
|
| S4 |
616.1 |
665.7 |
844.3 |
|
|
| 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 |
922.0 |
746.0 |
176.0 |
19.7% |
49.0 |
5.5% |
84% |
True |
False |
6,686 |
| 10 |
922.0 |
736.4 |
185.6 |
20.8% |
37.9 |
4.2% |
84% |
True |
False |
6,025 |
| 20 |
922.0 |
736.4 |
185.6 |
20.8% |
29.3 |
3.3% |
84% |
True |
False |
5,383 |
| 40 |
940.2 |
736.4 |
203.8 |
22.8% |
25.9 |
2.9% |
77% |
False |
False |
7,127 |
| 60 |
994.5 |
736.4 |
258.1 |
28.9% |
24.4 |
2.7% |
61% |
False |
False |
5,698 |
| 80 |
994.5 |
736.4 |
258.1 |
28.9% |
22.7 |
2.5% |
61% |
False |
False |
4,497 |
| 100 |
994.5 |
736.4 |
258.1 |
28.9% |
21.1 |
2.4% |
61% |
False |
False |
3,695 |
| 120 |
994.5 |
736.4 |
258.1 |
28.9% |
20.1 |
2.2% |
61% |
False |
False |
3,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,299.8 |
|
2.618 |
1,154.7 |
|
1.618 |
1,065.8 |
|
1.000 |
1,010.9 |
|
0.618 |
976.9 |
|
HIGH |
922.0 |
|
0.618 |
888.0 |
|
0.500 |
877.6 |
|
0.382 |
867.1 |
|
LOW |
833.1 |
|
0.618 |
778.2 |
|
1.000 |
744.2 |
|
1.618 |
689.3 |
|
2.618 |
600.4 |
|
4.250 |
455.3 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
888.0 |
877.9 |
| PP |
882.8 |
862.6 |
| S1 |
877.6 |
847.3 |
|