COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
791.3 |
781.5 |
-9.8 |
-1.2% |
815.6 |
| High |
794.0 |
872.9 |
78.9 |
9.9% |
823.0 |
| Low |
775.2 |
777.5 |
2.3 |
0.3% |
739.8 |
| Close |
780.5 |
850.5 |
70.0 |
9.0% |
764.5 |
| Range |
18.8 |
95.4 |
76.6 |
407.4% |
83.2 |
| ATR |
24.5 |
29.5 |
5.1 |
20.7% |
0.0 |
| Volume |
169,090 |
170,035 |
945 |
0.6% |
925,678 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,119.8 |
1,080.6 |
903.0 |
|
| R3 |
1,024.4 |
985.2 |
876.7 |
|
| R2 |
929.0 |
929.0 |
868.0 |
|
| R1 |
889.8 |
889.8 |
859.2 |
909.4 |
| PP |
833.6 |
833.6 |
833.6 |
843.5 |
| S1 |
794.4 |
794.4 |
841.8 |
814.0 |
| S2 |
738.2 |
738.2 |
833.0 |
|
| S3 |
642.8 |
699.0 |
824.3 |
|
| S4 |
547.4 |
603.6 |
798.0 |
|
|
| 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 |
872.9 |
739.8 |
133.1 |
15.6% |
36.3 |
4.3% |
83% |
True |
False |
176,775 |
| 10 |
872.9 |
739.8 |
133.1 |
15.6% |
31.7 |
3.7% |
83% |
True |
False |
167,425 |
| 20 |
872.9 |
739.8 |
133.1 |
15.6% |
26.5 |
3.1% |
83% |
True |
False |
145,331 |
| 40 |
959.1 |
739.8 |
219.3 |
25.8% |
25.0 |
2.9% |
50% |
False |
False |
131,385 |
| 60 |
999.4 |
739.8 |
259.6 |
30.5% |
23.5 |
2.8% |
43% |
False |
False |
91,613 |
| 80 |
999.4 |
739.8 |
259.6 |
30.5% |
22.4 |
2.6% |
43% |
False |
False |
69,541 |
| 100 |
999.4 |
739.8 |
259.6 |
30.5% |
21.3 |
2.5% |
43% |
False |
False |
56,062 |
| 120 |
999.4 |
739.8 |
259.6 |
30.5% |
21.0 |
2.5% |
43% |
False |
False |
46,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,278.4 |
|
2.618 |
1,122.7 |
|
1.618 |
1,027.3 |
|
1.000 |
968.3 |
|
0.618 |
931.9 |
|
HIGH |
872.9 |
|
0.618 |
836.5 |
|
0.500 |
825.2 |
|
0.382 |
813.9 |
|
LOW |
777.5 |
|
0.618 |
718.5 |
|
1.000 |
682.1 |
|
1.618 |
623.1 |
|
2.618 |
527.7 |
|
4.250 |
372.1 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
842.1 |
840.4 |
| PP |
833.6 |
830.3 |
| S1 |
825.2 |
820.2 |
|