COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
910.4 |
913.3 |
2.9 |
0.3% |
884.0 |
| High |
919.5 |
919.3 |
-0.2 |
0.0% |
920.0 |
| Low |
907.8 |
888.0 |
-19.8 |
-2.2% |
879.3 |
| Close |
913.2 |
896.7 |
-16.5 |
-1.8% |
913.2 |
| Range |
11.7 |
31.3 |
19.6 |
167.5% |
40.7 |
| ATR |
18.5 |
19.4 |
0.9 |
4.9% |
0.0 |
| Volume |
3,201 |
2,573 |
-628 |
-19.6% |
13,222 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
995.2 |
977.3 |
913.9 |
|
| R3 |
963.9 |
946.0 |
905.3 |
|
| R2 |
932.6 |
932.6 |
902.4 |
|
| R1 |
914.7 |
914.7 |
899.6 |
908.0 |
| PP |
901.3 |
901.3 |
901.3 |
898.0 |
| S1 |
883.4 |
883.4 |
893.8 |
876.7 |
| S2 |
870.0 |
870.0 |
891.0 |
|
| S3 |
838.7 |
852.1 |
888.1 |
|
| S4 |
807.4 |
820.8 |
879.5 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,026.3 |
1,010.4 |
935.6 |
|
| R3 |
985.6 |
969.7 |
924.4 |
|
| R2 |
944.9 |
944.9 |
920.7 |
|
| R1 |
929.0 |
929.0 |
916.9 |
937.0 |
| PP |
904.2 |
904.2 |
904.2 |
908.1 |
| S1 |
888.3 |
888.3 |
909.5 |
896.3 |
| S2 |
863.5 |
863.5 |
905.7 |
|
| S3 |
822.8 |
847.6 |
902.0 |
|
| S4 |
782.1 |
806.9 |
890.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
920.0 |
885.9 |
34.1 |
3.8% |
18.4 |
2.0% |
32% |
False |
False |
2,667 |
| 10 |
920.0 |
869.0 |
51.0 |
5.7% |
20.2 |
2.3% |
54% |
False |
False |
3,615 |
| 20 |
942.8 |
869.0 |
73.8 |
8.2% |
19.8 |
2.2% |
38% |
False |
False |
3,191 |
| 40 |
948.1 |
858.8 |
89.3 |
10.0% |
18.4 |
2.1% |
42% |
False |
False |
2,653 |
| 60 |
968.4 |
858.8 |
109.6 |
12.2% |
19.0 |
2.1% |
35% |
False |
False |
2,214 |
| 80 |
1,048.0 |
858.8 |
189.2 |
21.1% |
20.7 |
2.3% |
20% |
False |
False |
1,994 |
| 100 |
1,048.0 |
858.8 |
189.2 |
21.1% |
19.9 |
2.2% |
20% |
False |
False |
1,790 |
| 120 |
1,048.0 |
858.8 |
189.2 |
21.1% |
19.9 |
2.2% |
20% |
False |
False |
1,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,052.3 |
|
2.618 |
1,001.2 |
|
1.618 |
969.9 |
|
1.000 |
950.6 |
|
0.618 |
938.6 |
|
HIGH |
919.3 |
|
0.618 |
907.3 |
|
0.500 |
903.7 |
|
0.382 |
900.0 |
|
LOW |
888.0 |
|
0.618 |
868.7 |
|
1.000 |
856.7 |
|
1.618 |
837.4 |
|
2.618 |
806.1 |
|
4.250 |
755.0 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
903.7 |
904.0 |
| PP |
901.3 |
901.6 |
| S1 |
899.0 |
899.1 |
|