COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
827.3 |
829.3 |
2.0 |
0.2% |
795.5 |
| High |
836.0 |
841.4 |
5.4 |
0.6% |
845.0 |
| Low |
812.0 |
826.0 |
14.0 |
1.7% |
787.5 |
| Close |
828.1 |
834.0 |
5.9 |
0.7% |
833.5 |
| Range |
24.0 |
15.4 |
-8.6 |
-35.8% |
57.5 |
| ATR |
23.4 |
22.9 |
-0.6 |
-2.4% |
0.0 |
| Volume |
79,936 |
140,256 |
60,320 |
75.5% |
655,514 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880.0 |
872.4 |
842.5 |
|
| R3 |
864.6 |
857.0 |
838.2 |
|
| R2 |
849.2 |
849.2 |
836.8 |
|
| R1 |
841.6 |
841.6 |
835.4 |
845.4 |
| PP |
833.8 |
833.8 |
833.8 |
835.7 |
| S1 |
826.2 |
826.2 |
832.6 |
830.0 |
| S2 |
818.4 |
818.4 |
831.2 |
|
| S3 |
803.0 |
810.8 |
829.8 |
|
| S4 |
787.6 |
795.4 |
825.5 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994.5 |
971.5 |
865.1 |
|
| R3 |
937.0 |
914.0 |
849.3 |
|
| R2 |
879.5 |
879.5 |
844.0 |
|
| R1 |
856.5 |
856.5 |
838.8 |
868.0 |
| PP |
822.0 |
822.0 |
822.0 |
827.8 |
| S1 |
799.0 |
799.0 |
828.2 |
810.5 |
| S2 |
764.5 |
764.5 |
823.0 |
|
| S3 |
707.0 |
741.5 |
817.7 |
|
| S4 |
649.5 |
684.0 |
801.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
845.0 |
812.0 |
33.0 |
4.0% |
19.2 |
2.3% |
67% |
False |
False |
115,137 |
| 10 |
845.0 |
777.7 |
67.3 |
8.1% |
23.3 |
2.8% |
84% |
False |
False |
129,317 |
| 20 |
934.5 |
777.7 |
156.8 |
18.8% |
23.4 |
2.8% |
36% |
False |
False |
136,854 |
| 40 |
999.4 |
777.7 |
221.7 |
26.6% |
21.8 |
2.6% |
25% |
False |
False |
81,867 |
| 60 |
999.4 |
777.7 |
221.7 |
26.6% |
21.1 |
2.5% |
25% |
False |
False |
55,865 |
| 80 |
999.4 |
777.7 |
221.7 |
26.6% |
20.2 |
2.4% |
25% |
False |
False |
42,521 |
| 100 |
999.4 |
777.7 |
221.7 |
26.6% |
19.8 |
2.4% |
25% |
False |
False |
34,291 |
| 120 |
1,048.0 |
777.7 |
270.3 |
32.4% |
20.9 |
2.5% |
21% |
False |
False |
28,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
906.9 |
|
2.618 |
881.7 |
|
1.618 |
866.3 |
|
1.000 |
856.8 |
|
0.618 |
850.9 |
|
HIGH |
841.4 |
|
0.618 |
835.5 |
|
0.500 |
833.7 |
|
0.382 |
831.9 |
|
LOW |
826.0 |
|
0.618 |
816.5 |
|
1.000 |
810.6 |
|
1.618 |
801.1 |
|
2.618 |
785.7 |
|
4.250 |
760.6 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
833.9 |
831.6 |
| PP |
833.8 |
829.1 |
| S1 |
833.7 |
826.7 |
|