COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
834.1 |
833.6 |
-0.5 |
-0.1% |
825.0 |
| High |
834.1 |
844.1 |
10.0 |
1.2% |
844.1 |
| Low |
824.5 |
833.6 |
9.1 |
1.1% |
819.7 |
| Close |
829.7 |
843.1 |
13.4 |
1.6% |
843.1 |
| Range |
9.6 |
10.5 |
0.9 |
9.4% |
24.4 |
| ATR |
13.4 |
13.5 |
0.1 |
0.5% |
0.0 |
| Volume |
2,253 |
2,176 |
-77 |
-3.4% |
5,360 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.8 |
867.9 |
848.9 |
|
| R3 |
861.3 |
857.4 |
846.0 |
|
| R2 |
850.8 |
850.8 |
845.0 |
|
| R1 |
846.9 |
846.9 |
844.1 |
848.9 |
| PP |
840.3 |
840.3 |
840.3 |
841.2 |
| S1 |
836.4 |
836.4 |
842.1 |
838.4 |
| S2 |
829.8 |
829.8 |
841.2 |
|
| S3 |
819.3 |
825.9 |
840.2 |
|
| S4 |
808.8 |
815.4 |
837.3 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
908.8 |
900.4 |
856.5 |
|
| R3 |
884.4 |
876.0 |
849.8 |
|
| R2 |
860.0 |
860.0 |
847.6 |
|
| R1 |
851.6 |
851.6 |
845.3 |
855.8 |
| PP |
835.6 |
835.6 |
835.6 |
837.8 |
| S1 |
827.2 |
827.2 |
840.9 |
831.4 |
| S2 |
811.2 |
811.2 |
838.6 |
|
| S3 |
786.8 |
802.8 |
836.4 |
|
| S4 |
762.4 |
778.4 |
829.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
844.1 |
819.7 |
24.4 |
2.9% |
8.5 |
1.0% |
96% |
True |
False |
1,072 |
| 10 |
849.7 |
819.7 |
30.0 |
3.6% |
9.9 |
1.2% |
78% |
False |
False |
740 |
| 20 |
873.0 |
810.0 |
63.0 |
7.5% |
12.5 |
1.5% |
53% |
False |
False |
897 |
| 40 |
885.7 |
807.6 |
78.1 |
9.3% |
14.3 |
1.7% |
45% |
False |
False |
1,247 |
| 60 |
885.7 |
762.4 |
123.3 |
14.6% |
12.7 |
1.5% |
65% |
False |
False |
1,248 |
| 80 |
885.7 |
714.5 |
171.2 |
20.3% |
11.6 |
1.4% |
75% |
False |
False |
1,108 |
| 100 |
885.7 |
686.0 |
199.7 |
23.7% |
10.4 |
1.2% |
79% |
False |
False |
1,013 |
| 120 |
885.7 |
686.0 |
199.7 |
23.7% |
9.2 |
1.1% |
79% |
False |
False |
989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
888.7 |
|
2.618 |
871.6 |
|
1.618 |
861.1 |
|
1.000 |
854.6 |
|
0.618 |
850.6 |
|
HIGH |
844.1 |
|
0.618 |
840.1 |
|
0.500 |
838.9 |
|
0.382 |
837.6 |
|
LOW |
833.6 |
|
0.618 |
827.1 |
|
1.000 |
823.1 |
|
1.618 |
816.6 |
|
2.618 |
806.1 |
|
4.250 |
789.0 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
841.7 |
840.2 |
| PP |
840.3 |
837.2 |
| S1 |
838.9 |
834.3 |
|