COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
871.9 |
866.0 |
-5.9 |
-0.7% |
842.1 |
| High |
873.0 |
892.0 |
19.0 |
2.2% |
872.5 |
| Low |
861.0 |
866.0 |
5.0 |
0.6% |
839.9 |
| Close |
865.9 |
888.0 |
22.1 |
2.6% |
871.0 |
| Range |
12.0 |
26.0 |
14.0 |
116.7% |
32.6 |
| ATR |
12.9 |
13.8 |
0.9 |
7.3% |
0.0 |
| Volume |
1,695 |
1,001 |
-694 |
-40.9% |
2,235 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960.0 |
950.0 |
902.3 |
|
| R3 |
934.0 |
924.0 |
895.2 |
|
| R2 |
908.0 |
908.0 |
892.8 |
|
| R1 |
898.0 |
898.0 |
890.4 |
903.0 |
| PP |
882.0 |
882.0 |
882.0 |
884.5 |
| S1 |
872.0 |
872.0 |
885.6 |
877.0 |
| S2 |
856.0 |
856.0 |
883.2 |
|
| S3 |
830.0 |
846.0 |
880.9 |
|
| S4 |
804.0 |
820.0 |
873.7 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958.9 |
947.6 |
888.9 |
|
| R3 |
926.3 |
915.0 |
880.0 |
|
| R2 |
893.7 |
893.7 |
877.0 |
|
| R1 |
882.4 |
882.4 |
874.0 |
888.1 |
| PP |
861.1 |
861.1 |
861.1 |
864.0 |
| S1 |
849.8 |
849.8 |
868.0 |
855.5 |
| S2 |
828.5 |
828.5 |
865.0 |
|
| S3 |
795.9 |
817.2 |
862.0 |
|
| S4 |
763.3 |
784.6 |
853.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
892.0 |
839.9 |
52.1 |
5.9% |
15.4 |
1.7% |
92% |
True |
False |
769 |
| 10 |
892.0 |
824.5 |
67.5 |
7.6% |
11.8 |
1.3% |
94% |
True |
False |
983 |
| 20 |
892.0 |
818.9 |
73.1 |
8.2% |
11.4 |
1.3% |
95% |
True |
False |
834 |
| 40 |
892.0 |
807.6 |
84.4 |
9.5% |
14.3 |
1.6% |
95% |
True |
False |
1,161 |
| 60 |
892.0 |
769.4 |
122.6 |
13.8% |
12.9 |
1.4% |
97% |
True |
False |
1,224 |
| 80 |
892.0 |
744.4 |
147.6 |
16.6% |
12.1 |
1.4% |
97% |
True |
False |
1,133 |
| 100 |
892.0 |
686.0 |
206.0 |
23.2% |
10.8 |
1.2% |
98% |
True |
False |
1,046 |
| 120 |
892.0 |
686.0 |
206.0 |
23.2% |
9.8 |
1.1% |
98% |
True |
False |
962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,002.5 |
|
2.618 |
960.1 |
|
1.618 |
934.1 |
|
1.000 |
918.0 |
|
0.618 |
908.1 |
|
HIGH |
892.0 |
|
0.618 |
882.1 |
|
0.500 |
879.0 |
|
0.382 |
875.9 |
|
LOW |
866.0 |
|
0.618 |
849.9 |
|
1.000 |
840.0 |
|
1.618 |
823.9 |
|
2.618 |
797.9 |
|
4.250 |
755.5 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
885.0 |
884.0 |
| PP |
882.0 |
880.0 |
| S1 |
879.0 |
876.1 |
|