COMEX Gold Future October 2008
Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
883.0 |
879.1 |
-3.9 |
-0.4% |
877.0 |
High |
894.4 |
910.5 |
16.1 |
1.8% |
910.5 |
Low |
864.1 |
867.8 |
3.7 |
0.4% |
864.0 |
Close |
878.0 |
882.9 |
4.9 |
0.6% |
882.9 |
Range |
30.3 |
42.7 |
12.4 |
40.9% |
46.5 |
ATR |
35.1 |
35.6 |
0.5 |
1.6% |
0.0 |
Volume |
5,874 |
11,053 |
5,179 |
88.2% |
29,940 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,015.2 |
991.7 |
906.4 |
|
R3 |
972.5 |
949.0 |
894.6 |
|
R2 |
929.8 |
929.8 |
890.7 |
|
R1 |
906.3 |
906.3 |
886.8 |
918.1 |
PP |
887.1 |
887.1 |
887.1 |
892.9 |
S1 |
863.6 |
863.6 |
879.0 |
875.4 |
S2 |
844.4 |
844.4 |
875.1 |
|
S3 |
801.7 |
820.9 |
871.2 |
|
S4 |
759.0 |
778.2 |
859.4 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,025.3 |
1,000.6 |
908.5 |
|
R3 |
978.8 |
954.1 |
895.7 |
|
R2 |
932.3 |
932.3 |
891.4 |
|
R1 |
907.6 |
907.6 |
887.2 |
920.0 |
PP |
885.8 |
885.8 |
885.8 |
892.0 |
S1 |
861.1 |
861.1 |
878.6 |
873.5 |
S2 |
839.3 |
839.3 |
874.4 |
|
S3 |
792.8 |
814.6 |
870.1 |
|
S4 |
746.3 |
768.1 |
857.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
910.5 |
864.0 |
46.5 |
5.3% |
34.6 |
3.9% |
41% |
True |
False |
5,988 |
10 |
922.0 |
764.4 |
157.6 |
17.9% |
45.1 |
5.1% |
75% |
False |
False |
6,732 |
20 |
922.0 |
736.4 |
185.6 |
21.0% |
35.1 |
4.0% |
79% |
False |
False |
5,976 |
40 |
922.0 |
736.4 |
185.6 |
21.0% |
28.9 |
3.3% |
79% |
False |
False |
6,671 |
60 |
994.5 |
736.4 |
258.1 |
29.2% |
26.1 |
3.0% |
57% |
False |
False |
6,195 |
80 |
994.5 |
736.4 |
258.1 |
29.2% |
24.1 |
2.7% |
57% |
False |
False |
4,938 |
100 |
994.5 |
736.4 |
258.1 |
29.2% |
22.5 |
2.5% |
57% |
False |
False |
4,057 |
120 |
994.5 |
736.4 |
258.1 |
29.2% |
21.3 |
2.4% |
57% |
False |
False |
3,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,092.0 |
2.618 |
1,022.3 |
1.618 |
979.6 |
1.000 |
953.2 |
0.618 |
936.9 |
HIGH |
910.5 |
0.618 |
894.2 |
0.500 |
889.2 |
0.382 |
884.1 |
LOW |
867.8 |
0.618 |
841.4 |
1.000 |
825.1 |
1.618 |
798.7 |
2.618 |
756.0 |
4.250 |
686.3 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
889.2 |
887.3 |
PP |
887.1 |
885.8 |
S1 |
885.0 |
884.4 |
|