COMEX Gold Future October 2008
Trading Metrics calculated at close of trading on 30-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
871.3 |
904.8 |
33.5 |
3.8% |
877.0 |
High |
919.0 |
912.5 |
-6.5 |
-0.7% |
910.5 |
Low |
866.4 |
855.0 |
-11.4 |
-1.3% |
864.0 |
Close |
888.2 |
874.2 |
-14.0 |
-1.6% |
882.9 |
Range |
52.6 |
57.5 |
4.9 |
9.3% |
46.5 |
ATR |
36.8 |
38.3 |
1.5 |
4.0% |
0.0 |
Volume |
13,695 |
2,943 |
-10,752 |
-78.5% |
29,940 |
|
Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,053.1 |
1,021.1 |
905.8 |
|
R3 |
995.6 |
963.6 |
890.0 |
|
R2 |
938.1 |
938.1 |
884.7 |
|
R1 |
906.1 |
906.1 |
879.5 |
893.4 |
PP |
880.6 |
880.6 |
880.6 |
874.2 |
S1 |
848.6 |
848.6 |
868.9 |
835.9 |
S2 |
823.1 |
823.1 |
863.7 |
|
S3 |
765.6 |
791.1 |
858.4 |
|
S4 |
708.1 |
733.6 |
842.6 |
|
|
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 |
855.0 |
64.0 |
7.3% |
41.8 |
4.8% |
30% |
False |
True |
7,579 |
10 |
922.0 |
774.8 |
147.2 |
16.8% |
52.0 |
5.9% |
68% |
False |
False |
7,239 |
20 |
922.0 |
736.4 |
185.6 |
21.2% |
37.8 |
4.3% |
74% |
False |
False |
6,395 |
40 |
922.0 |
736.4 |
185.6 |
21.2% |
30.8 |
3.5% |
74% |
False |
False |
6,539 |
60 |
994.5 |
736.4 |
258.1 |
29.5% |
27.3 |
3.1% |
53% |
False |
False |
6,358 |
80 |
994.5 |
736.4 |
258.1 |
29.5% |
25.1 |
2.9% |
53% |
False |
False |
5,134 |
100 |
994.5 |
736.4 |
258.1 |
29.5% |
23.3 |
2.7% |
53% |
False |
False |
4,218 |
120 |
994.5 |
736.4 |
258.1 |
29.5% |
22.0 |
2.5% |
53% |
False |
False |
3,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,156.9 |
2.618 |
1,063.0 |
1.618 |
1,005.5 |
1.000 |
970.0 |
0.618 |
948.0 |
HIGH |
912.5 |
0.618 |
890.5 |
0.500 |
883.8 |
0.382 |
877.0 |
LOW |
855.0 |
0.618 |
819.5 |
1.000 |
797.5 |
1.618 |
762.0 |
2.618 |
704.5 |
4.250 |
610.6 |
|
|
Fisher Pivots for day following 30-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
883.8 |
887.0 |
PP |
880.6 |
882.7 |
S1 |
877.4 |
878.5 |
|