COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
755.8 |
752.7 |
-3.1 |
-0.4% |
815.6 |
| High |
762.0 |
770.5 |
8.5 |
1.1% |
823.0 |
| Low |
739.8 |
749.2 |
9.4 |
1.3% |
739.8 |
| Close |
745.5 |
764.5 |
19.0 |
2.5% |
764.5 |
| Range |
22.2 |
21.3 |
-0.9 |
-4.1% |
83.2 |
| ATR |
24.7 |
24.7 |
0.0 |
0.1% |
0.0 |
| Volume |
208,447 |
185,675 |
-22,772 |
-10.9% |
925,678 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
825.3 |
816.2 |
776.2 |
|
| R3 |
804.0 |
794.9 |
770.4 |
|
| R2 |
782.7 |
782.7 |
768.4 |
|
| R1 |
773.6 |
773.6 |
766.5 |
778.2 |
| PP |
761.4 |
761.4 |
761.4 |
763.7 |
| S1 |
752.3 |
752.3 |
762.5 |
756.9 |
| S2 |
740.1 |
740.1 |
760.6 |
|
| S3 |
718.8 |
731.0 |
758.6 |
|
| S4 |
697.5 |
709.7 |
752.8 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,025.4 |
978.1 |
810.3 |
|
| R3 |
942.2 |
894.9 |
787.4 |
|
| R2 |
859.0 |
859.0 |
779.8 |
|
| R1 |
811.7 |
811.7 |
772.1 |
793.8 |
| PP |
775.8 |
775.8 |
775.8 |
766.8 |
| S1 |
728.5 |
728.5 |
756.9 |
710.6 |
| S2 |
692.6 |
692.6 |
749.2 |
|
| S3 |
609.4 |
645.3 |
741.6 |
|
| S4 |
526.2 |
562.1 |
718.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
823.0 |
739.8 |
83.2 |
10.9% |
25.6 |
3.4% |
30% |
False |
False |
185,135 |
| 10 |
844.2 |
739.8 |
104.4 |
13.7% |
25.7 |
3.4% |
24% |
False |
False |
159,998 |
| 20 |
849.7 |
739.8 |
109.9 |
14.4% |
23.8 |
3.1% |
22% |
False |
False |
141,967 |
| 40 |
987.1 |
739.8 |
247.3 |
32.3% |
23.1 |
3.0% |
10% |
False |
False |
120,602 |
| 60 |
999.4 |
739.8 |
259.6 |
34.0% |
22.1 |
2.9% |
10% |
False |
False |
83,615 |
| 80 |
999.4 |
739.8 |
259.6 |
34.0% |
21.2 |
2.8% |
10% |
False |
False |
63,516 |
| 100 |
999.4 |
739.8 |
259.6 |
34.0% |
20.5 |
2.7% |
10% |
False |
False |
51,195 |
| 120 |
999.4 |
739.8 |
259.6 |
34.0% |
20.7 |
2.7% |
10% |
False |
False |
42,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
861.0 |
|
2.618 |
826.3 |
|
1.618 |
805.0 |
|
1.000 |
791.8 |
|
0.618 |
783.7 |
|
HIGH |
770.5 |
|
0.618 |
762.4 |
|
0.500 |
759.9 |
|
0.382 |
757.3 |
|
LOW |
749.2 |
|
0.618 |
736.0 |
|
1.000 |
727.9 |
|
1.618 |
714.7 |
|
2.618 |
693.4 |
|
4.250 |
658.7 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
763.0 |
764.3 |
| PP |
761.4 |
764.0 |
| S1 |
759.9 |
763.8 |
|