COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
798.0 |
803.8 |
5.8 |
0.7% |
861.1 |
| High |
807.0 |
803.8 |
-3.2 |
-0.4% |
861.1 |
| Low |
773.8 |
787.5 |
13.7 |
1.8% |
773.8 |
| Close |
785.1 |
787.6 |
2.5 |
0.3% |
785.1 |
| Range |
33.2 |
16.3 |
-16.9 |
-50.9% |
87.3 |
| ATR |
37.1 |
35.8 |
-1.3 |
-3.5% |
0.0 |
| Volume |
34 |
55 |
21 |
61.8% |
492 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.9 |
831.0 |
796.6 |
|
| R3 |
825.6 |
814.7 |
792.1 |
|
| R2 |
809.3 |
809.3 |
790.6 |
|
| R1 |
798.4 |
798.4 |
789.1 |
795.7 |
| PP |
793.0 |
793.0 |
793.0 |
791.6 |
| S1 |
782.1 |
782.1 |
786.1 |
779.4 |
| S2 |
776.7 |
776.7 |
784.6 |
|
| S3 |
760.4 |
765.8 |
783.1 |
|
| S4 |
744.1 |
749.5 |
778.6 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,068.6 |
1,014.1 |
833.1 |
|
| R3 |
981.3 |
926.8 |
809.1 |
|
| R2 |
894.0 |
894.0 |
801.1 |
|
| R1 |
839.5 |
839.5 |
793.1 |
823.1 |
| PP |
806.7 |
806.7 |
806.7 |
798.5 |
| S1 |
752.2 |
752.2 |
777.1 |
735.8 |
| S2 |
719.4 |
719.4 |
769.1 |
|
| S3 |
632.1 |
664.9 |
761.1 |
|
| S4 |
544.8 |
577.6 |
737.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
848.7 |
773.8 |
74.9 |
9.5% |
27.4 |
3.5% |
18% |
False |
False |
88 |
| 10 |
925.7 |
773.8 |
151.9 |
19.3% |
35.0 |
4.4% |
9% |
False |
False |
148 |
| 20 |
925.7 |
773.8 |
151.9 |
19.3% |
35.7 |
4.5% |
9% |
False |
False |
2,385 |
| 40 |
925.7 |
736.4 |
189.3 |
24.0% |
33.8 |
4.3% |
27% |
False |
False |
3,935 |
| 60 |
937.8 |
736.4 |
201.4 |
25.6% |
30.3 |
3.8% |
25% |
False |
False |
5,506 |
| 80 |
994.5 |
736.4 |
258.1 |
32.8% |
27.8 |
3.5% |
20% |
False |
False |
4,997 |
| 100 |
994.5 |
736.4 |
258.1 |
32.8% |
25.8 |
3.3% |
20% |
False |
False |
4,173 |
| 120 |
994.5 |
736.4 |
258.1 |
32.8% |
24.0 |
3.0% |
20% |
False |
False |
3,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
873.1 |
|
2.618 |
846.5 |
|
1.618 |
830.2 |
|
1.000 |
820.1 |
|
0.618 |
813.9 |
|
HIGH |
803.8 |
|
0.618 |
797.6 |
|
0.500 |
795.7 |
|
0.382 |
793.7 |
|
LOW |
787.5 |
|
0.618 |
777.4 |
|
1.000 |
771.2 |
|
1.618 |
761.1 |
|
2.618 |
744.8 |
|
4.250 |
718.2 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
795.7 |
809.9 |
| PP |
793.0 |
802.5 |
| S1 |
790.3 |
795.0 |
|