COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
877.0 |
902.2 |
25.2 |
2.9% |
770.0 |
| High |
908.2 |
910.0 |
1.8 |
0.2% |
922.0 |
| Low |
864.0 |
880.3 |
16.3 |
1.9% |
764.4 |
| Close |
904.3 |
885.9 |
-18.4 |
-2.0% |
861.0 |
| Range |
44.2 |
29.7 |
-14.5 |
-32.8% |
157.6 |
| ATR |
36.6 |
36.1 |
-0.5 |
-1.4% |
0.0 |
| Volume |
2,230 |
6,450 |
4,220 |
189.2% |
37,381 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981.2 |
963.2 |
902.2 |
|
| R3 |
951.5 |
933.5 |
894.1 |
|
| R2 |
921.8 |
921.8 |
891.3 |
|
| R1 |
903.8 |
903.8 |
888.6 |
898.0 |
| PP |
892.1 |
892.1 |
892.1 |
889.1 |
| S1 |
874.1 |
874.1 |
883.2 |
868.3 |
| S2 |
862.4 |
862.4 |
880.5 |
|
| S3 |
832.7 |
844.4 |
877.7 |
|
| S4 |
803.0 |
814.7 |
869.6 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.9 |
1,249.1 |
947.7 |
|
| R3 |
1,164.3 |
1,091.5 |
904.3 |
|
| R2 |
1,006.7 |
1,006.7 |
889.9 |
|
| R1 |
933.9 |
933.9 |
875.4 |
970.3 |
| PP |
849.1 |
849.1 |
849.1 |
867.4 |
| S1 |
776.3 |
776.3 |
846.6 |
812.7 |
| S2 |
691.5 |
691.5 |
832.1 |
|
| S3 |
533.9 |
618.7 |
817.7 |
|
| S4 |
376.3 |
461.1 |
774.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
922.0 |
774.8 |
147.2 |
16.6% |
62.1 |
7.0% |
75% |
False |
False |
6,899 |
| 10 |
922.0 |
736.4 |
185.6 |
21.0% |
42.6 |
4.8% |
81% |
False |
False |
6,383 |
| 20 |
922.0 |
736.4 |
185.6 |
21.0% |
32.9 |
3.7% |
81% |
False |
False |
5,644 |
| 40 |
937.8 |
736.4 |
201.4 |
22.7% |
28.1 |
3.2% |
74% |
False |
False |
7,104 |
| 60 |
994.5 |
736.4 |
258.1 |
29.1% |
25.4 |
2.9% |
58% |
False |
False |
5,959 |
| 80 |
994.5 |
736.4 |
258.1 |
29.1% |
23.4 |
2.6% |
58% |
False |
False |
4,693 |
| 100 |
994.5 |
736.4 |
258.1 |
29.1% |
21.8 |
2.5% |
58% |
False |
False |
3,862 |
| 120 |
994.5 |
736.4 |
258.1 |
29.1% |
20.9 |
2.4% |
58% |
False |
False |
3,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,036.2 |
|
2.618 |
987.8 |
|
1.618 |
958.1 |
|
1.000 |
939.7 |
|
0.618 |
928.4 |
|
HIGH |
910.0 |
|
0.618 |
898.7 |
|
0.500 |
895.2 |
|
0.382 |
891.6 |
|
LOW |
880.3 |
|
0.618 |
861.9 |
|
1.000 |
850.6 |
|
1.618 |
832.2 |
|
2.618 |
802.5 |
|
4.250 |
754.1 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
895.2 |
879.7 |
| PP |
892.1 |
873.5 |
| S1 |
889.0 |
867.3 |
|