COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
773.2 |
791.3 |
18.1 |
2.3% |
815.6 |
| High |
791.4 |
794.0 |
2.6 |
0.3% |
823.0 |
| Low |
767.4 |
775.2 |
7.8 |
1.0% |
739.8 |
| Close |
787.0 |
780.5 |
-6.5 |
-0.8% |
764.5 |
| Range |
24.0 |
18.8 |
-5.2 |
-21.7% |
83.2 |
| ATR |
24.9 |
24.5 |
-0.4 |
-1.7% |
0.0 |
| Volume |
150,632 |
169,090 |
18,458 |
12.3% |
925,678 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
839.6 |
828.9 |
790.8 |
|
| R3 |
820.8 |
810.1 |
785.7 |
|
| R2 |
802.0 |
802.0 |
783.9 |
|
| R1 |
791.3 |
791.3 |
782.2 |
787.3 |
| PP |
783.2 |
783.2 |
783.2 |
781.2 |
| S1 |
772.5 |
772.5 |
778.8 |
768.5 |
| S2 |
764.4 |
764.4 |
777.1 |
|
| S3 |
745.6 |
753.7 |
775.3 |
|
| S4 |
726.8 |
734.9 |
770.2 |
|
|
| 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 |
794.0 |
739.8 |
54.2 |
6.9% |
23.8 |
3.0% |
75% |
True |
False |
184,531 |
| 10 |
824.2 |
739.8 |
84.4 |
10.8% |
24.2 |
3.1% |
48% |
False |
False |
170,171 |
| 20 |
849.7 |
739.8 |
109.9 |
14.1% |
23.5 |
3.0% |
37% |
False |
False |
142,119 |
| 40 |
987.1 |
739.8 |
247.3 |
31.7% |
23.5 |
3.0% |
16% |
False |
False |
127,691 |
| 60 |
999.4 |
739.8 |
259.6 |
33.3% |
22.1 |
2.8% |
16% |
False |
False |
88,848 |
| 80 |
999.4 |
739.8 |
259.6 |
33.3% |
21.5 |
2.8% |
16% |
False |
False |
67,433 |
| 100 |
999.4 |
739.8 |
259.6 |
33.3% |
20.6 |
2.6% |
16% |
False |
False |
54,370 |
| 120 |
999.4 |
739.8 |
259.6 |
33.3% |
20.6 |
2.6% |
16% |
False |
False |
45,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
873.9 |
|
2.618 |
843.2 |
|
1.618 |
824.4 |
|
1.000 |
812.8 |
|
0.618 |
805.6 |
|
HIGH |
794.0 |
|
0.618 |
786.8 |
|
0.500 |
784.6 |
|
0.382 |
782.4 |
|
LOW |
775.2 |
|
0.618 |
763.6 |
|
1.000 |
756.4 |
|
1.618 |
744.8 |
|
2.618 |
726.0 |
|
4.250 |
695.3 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
784.6 |
777.5 |
| PP |
783.2 |
774.6 |
| S1 |
781.9 |
771.6 |
|