COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
780.7 |
755.8 |
-24.9 |
-3.2% |
842.2 |
| High |
787.7 |
762.0 |
-25.7 |
-3.3% |
842.8 |
| Low |
755.1 |
739.8 |
-15.3 |
-2.0% |
793.7 |
| Close |
762.5 |
745.5 |
-17.0 |
-2.2% |
802.8 |
| Range |
32.6 |
22.2 |
-10.4 |
-31.9% |
49.1 |
| ATR |
24.9 |
24.7 |
-0.2 |
-0.6% |
0.0 |
| Volume |
208,815 |
208,447 |
-368 |
-0.2% |
540,686 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
815.7 |
802.8 |
757.7 |
|
| R3 |
793.5 |
780.6 |
751.6 |
|
| R2 |
771.3 |
771.3 |
749.6 |
|
| R1 |
758.4 |
758.4 |
747.5 |
753.8 |
| PP |
749.1 |
749.1 |
749.1 |
746.8 |
| S1 |
736.2 |
736.2 |
743.5 |
731.6 |
| S2 |
726.9 |
726.9 |
741.4 |
|
| S3 |
704.7 |
714.0 |
739.4 |
|
| S4 |
682.5 |
691.8 |
733.3 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960.4 |
930.7 |
829.8 |
|
| R3 |
911.3 |
881.6 |
816.3 |
|
| R2 |
862.2 |
862.2 |
811.8 |
|
| R1 |
832.5 |
832.5 |
807.3 |
822.8 |
| PP |
813.1 |
813.1 |
813.1 |
808.3 |
| S1 |
783.4 |
783.4 |
798.3 |
773.7 |
| S2 |
764.0 |
764.0 |
793.8 |
|
| S3 |
714.9 |
734.3 |
789.3 |
|
| S4 |
665.8 |
685.2 |
775.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
824.2 |
739.8 |
84.4 |
11.3% |
27.2 |
3.7% |
7% |
False |
True |
174,410 |
| 10 |
849.7 |
739.8 |
109.9 |
14.7% |
25.4 |
3.4% |
5% |
False |
True |
151,814 |
| 20 |
849.7 |
739.8 |
109.9 |
14.7% |
24.4 |
3.3% |
5% |
False |
True |
140,566 |
| 40 |
989.4 |
739.8 |
249.6 |
33.5% |
23.3 |
3.1% |
2% |
False |
True |
116,518 |
| 60 |
999.4 |
739.8 |
259.6 |
34.8% |
22.1 |
3.0% |
2% |
False |
True |
80,556 |
| 80 |
999.4 |
739.8 |
259.6 |
34.8% |
21.2 |
2.8% |
2% |
False |
True |
61,241 |
| 100 |
999.4 |
739.8 |
259.6 |
34.8% |
20.5 |
2.7% |
2% |
False |
True |
49,351 |
| 120 |
999.4 |
739.8 |
259.6 |
34.8% |
20.6 |
2.8% |
2% |
False |
True |
41,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
856.4 |
|
2.618 |
820.1 |
|
1.618 |
797.9 |
|
1.000 |
784.2 |
|
0.618 |
775.7 |
|
HIGH |
762.0 |
|
0.618 |
753.5 |
|
0.500 |
750.9 |
|
0.382 |
748.3 |
|
LOW |
739.8 |
|
0.618 |
726.1 |
|
1.000 |
717.6 |
|
1.618 |
703.9 |
|
2.618 |
681.7 |
|
4.250 |
645.5 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
750.9 |
774.7 |
| PP |
749.1 |
764.9 |
| S1 |
747.3 |
755.2 |
|