COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
735.2 |
745.8 |
10.6 |
1.4% |
740.0 |
| High |
753.4 |
802.8 |
49.4 |
6.6% |
802.8 |
| Low |
732.6 |
742.5 |
9.9 |
1.4% |
729.6 |
| Close |
748.7 |
791.8 |
43.1 |
5.8% |
791.8 |
| Range |
20.8 |
60.3 |
39.5 |
189.9% |
73.2 |
| ATR |
34.2 |
36.1 |
1.9 |
5.4% |
0.0 |
| Volume |
143,008 |
118,163 |
-24,845 |
-17.4% |
574,018 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
959.9 |
936.2 |
825.0 |
|
| R3 |
899.6 |
875.9 |
808.4 |
|
| R2 |
839.3 |
839.3 |
802.9 |
|
| R1 |
815.6 |
815.6 |
797.3 |
827.5 |
| PP |
779.0 |
779.0 |
779.0 |
785.0 |
| S1 |
755.3 |
755.3 |
786.3 |
767.2 |
| S2 |
718.7 |
718.7 |
780.7 |
|
| S3 |
658.4 |
695.0 |
775.2 |
|
| S4 |
598.1 |
634.7 |
758.6 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994.3 |
966.3 |
832.1 |
|
| R3 |
921.1 |
893.1 |
811.9 |
|
| R2 |
847.9 |
847.9 |
805.2 |
|
| R1 |
819.9 |
819.9 |
798.5 |
833.9 |
| PP |
774.7 |
774.7 |
774.7 |
781.8 |
| S1 |
746.7 |
746.7 |
785.1 |
760.7 |
| S2 |
701.5 |
701.5 |
778.4 |
|
| S3 |
628.3 |
673.5 |
771.7 |
|
| S4 |
555.1 |
600.3 |
751.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
802.8 |
729.6 |
73.2 |
9.2% |
29.8 |
3.8% |
85% |
True |
False |
114,803 |
| 10 |
802.8 |
698.2 |
104.6 |
13.2% |
30.5 |
3.9% |
89% |
True |
False |
113,755 |
| 20 |
802.8 |
698.2 |
104.6 |
13.2% |
32.0 |
4.0% |
89% |
True |
False |
111,724 |
| 40 |
936.3 |
681.0 |
255.3 |
32.2% |
39.9 |
5.0% |
43% |
False |
False |
122,477 |
| 60 |
936.3 |
681.0 |
255.3 |
32.2% |
38.7 |
4.9% |
43% |
False |
False |
140,490 |
| 80 |
936.3 |
681.0 |
255.3 |
32.2% |
34.9 |
4.4% |
43% |
False |
False |
138,936 |
| 100 |
999.4 |
681.0 |
318.4 |
40.2% |
31.9 |
4.0% |
35% |
False |
False |
118,033 |
| 120 |
999.4 |
681.0 |
318.4 |
40.2% |
30.0 |
3.8% |
35% |
False |
False |
99,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,059.1 |
|
2.618 |
960.7 |
|
1.618 |
900.4 |
|
1.000 |
863.1 |
|
0.618 |
840.1 |
|
HIGH |
802.8 |
|
0.618 |
779.8 |
|
0.500 |
772.7 |
|
0.382 |
765.5 |
|
LOW |
742.5 |
|
0.618 |
705.2 |
|
1.000 |
682.2 |
|
1.618 |
644.9 |
|
2.618 |
584.6 |
|
4.250 |
486.2 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
785.4 |
783.6 |
| PP |
779.0 |
775.3 |
| S1 |
772.7 |
767.1 |
|