COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
858.3 |
826.4 |
-31.9 |
-3.7% |
912.7 |
| High |
863.4 |
826.4 |
-37.0 |
-4.3% |
915.3 |
| Low |
818.0 |
803.6 |
-14.4 |
-1.8% |
851.1 |
| Close |
821.5 |
808.2 |
-13.3 |
-1.6% |
857.8 |
| Range |
45.4 |
22.8 |
-22.6 |
-49.8% |
64.2 |
| ATR |
21.8 |
21.8 |
0.1 |
0.3% |
0.0 |
| Volume |
303 |
286 |
-17 |
-5.6% |
6,704 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881.1 |
867.5 |
820.7 |
|
| R3 |
858.3 |
844.7 |
814.5 |
|
| R2 |
835.5 |
835.5 |
812.4 |
|
| R1 |
821.9 |
821.9 |
810.3 |
817.3 |
| PP |
812.7 |
812.7 |
812.7 |
810.5 |
| S1 |
799.1 |
799.1 |
806.1 |
794.5 |
| S2 |
789.9 |
789.9 |
804.0 |
|
| S3 |
767.1 |
776.3 |
801.9 |
|
| S4 |
744.3 |
753.5 |
795.7 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,067.3 |
1,026.8 |
893.1 |
|
| R3 |
1,003.1 |
962.6 |
875.5 |
|
| R2 |
938.9 |
938.9 |
869.6 |
|
| R1 |
898.4 |
898.4 |
863.7 |
886.6 |
| PP |
874.7 |
874.7 |
874.7 |
868.8 |
| S1 |
834.2 |
834.2 |
851.9 |
822.4 |
| S2 |
810.5 |
810.5 |
846.0 |
|
| S3 |
746.3 |
770.0 |
840.1 |
|
| S4 |
682.1 |
705.8 |
822.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
885.6 |
803.6 |
82.0 |
10.1% |
22.1 |
2.7% |
6% |
False |
True |
608 |
| 10 |
925.6 |
803.6 |
122.0 |
15.1% |
21.3 |
2.6% |
4% |
False |
True |
25,691 |
| 20 |
982.5 |
803.6 |
178.9 |
22.1% |
21.1 |
2.6% |
3% |
False |
True |
99,189 |
| 40 |
989.6 |
803.6 |
186.0 |
23.0% |
20.7 |
2.6% |
2% |
False |
True |
112,547 |
| 60 |
989.6 |
803.6 |
186.0 |
23.0% |
20.5 |
2.5% |
2% |
False |
True |
105,966 |
| 80 |
989.6 |
803.6 |
186.0 |
23.0% |
20.0 |
2.5% |
2% |
False |
True |
82,228 |
| 100 |
989.6 |
803.6 |
186.0 |
23.0% |
20.4 |
2.5% |
2% |
False |
True |
66,401 |
| 120 |
1,040.3 |
803.6 |
236.7 |
29.3% |
20.7 |
2.6% |
2% |
False |
True |
55,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
923.3 |
|
2.618 |
886.1 |
|
1.618 |
863.3 |
|
1.000 |
849.2 |
|
0.618 |
840.5 |
|
HIGH |
826.4 |
|
0.618 |
817.7 |
|
0.500 |
815.0 |
|
0.382 |
812.3 |
|
LOW |
803.6 |
|
0.618 |
789.5 |
|
1.000 |
780.8 |
|
1.618 |
766.7 |
|
2.618 |
743.9 |
|
4.250 |
706.7 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
815.0 |
836.6 |
| PP |
812.7 |
827.1 |
| S1 |
810.5 |
817.7 |
|