COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
879.1 |
871.3 |
-7.8 |
-0.9% |
877.0 |
| High |
910.5 |
919.0 |
8.5 |
0.9% |
910.5 |
| Low |
867.8 |
866.4 |
-1.4 |
-0.2% |
864.0 |
| Close |
882.9 |
888.2 |
5.3 |
0.6% |
882.9 |
| Range |
42.7 |
52.6 |
9.9 |
23.2% |
46.5 |
| ATR |
35.6 |
36.8 |
1.2 |
3.4% |
0.0 |
| Volume |
11,053 |
13,695 |
2,642 |
23.9% |
29,940 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,049.0 |
1,021.2 |
917.1 |
|
| R3 |
996.4 |
968.6 |
902.7 |
|
| R2 |
943.8 |
943.8 |
897.8 |
|
| R1 |
916.0 |
916.0 |
893.0 |
929.9 |
| PP |
891.2 |
891.2 |
891.2 |
898.2 |
| S1 |
863.4 |
863.4 |
883.4 |
877.3 |
| S2 |
838.6 |
838.6 |
878.6 |
|
| S3 |
786.0 |
810.8 |
873.7 |
|
| S4 |
733.4 |
758.2 |
859.3 |
|
|
| 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 |
919.0 |
864.1 |
54.9 |
6.2% |
36.3 |
4.1% |
44% |
True |
False |
8,281 |
| 10 |
922.0 |
772.5 |
149.5 |
16.8% |
48.0 |
5.4% |
77% |
False |
False |
7,573 |
| 20 |
922.0 |
736.4 |
185.6 |
20.9% |
37.2 |
4.2% |
82% |
False |
False |
6,365 |
| 40 |
922.0 |
736.4 |
185.6 |
20.9% |
29.9 |
3.4% |
82% |
False |
False |
6,610 |
| 60 |
994.5 |
736.4 |
258.1 |
29.1% |
26.7 |
3.0% |
59% |
False |
False |
6,360 |
| 80 |
994.5 |
736.4 |
258.1 |
29.1% |
24.6 |
2.8% |
59% |
False |
False |
5,104 |
| 100 |
994.5 |
736.4 |
258.1 |
29.1% |
22.8 |
2.6% |
59% |
False |
False |
4,190 |
| 120 |
994.5 |
736.4 |
258.1 |
29.1% |
21.6 |
2.4% |
59% |
False |
False |
3,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,142.6 |
|
2.618 |
1,056.7 |
|
1.618 |
1,004.1 |
|
1.000 |
971.6 |
|
0.618 |
951.5 |
|
HIGH |
919.0 |
|
0.618 |
898.9 |
|
0.500 |
892.7 |
|
0.382 |
886.5 |
|
LOW |
866.4 |
|
0.618 |
833.9 |
|
1.000 |
813.8 |
|
1.618 |
781.3 |
|
2.618 |
728.7 |
|
4.250 |
642.9 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
892.7 |
891.6 |
| PP |
891.2 |
890.4 |
| S1 |
889.7 |
889.3 |
|