COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
781.5 |
866.5 |
85.0 |
10.9% |
815.6 |
| High |
872.9 |
926.0 |
53.1 |
6.1% |
823.0 |
| Low |
777.5 |
836.0 |
58.5 |
7.5% |
739.8 |
| Close |
850.5 |
897.0 |
46.5 |
5.5% |
764.5 |
| Range |
95.4 |
90.0 |
-5.4 |
-5.7% |
83.2 |
| ATR |
29.5 |
33.8 |
4.3 |
14.6% |
0.0 |
| Volume |
170,035 |
317,196 |
147,161 |
86.5% |
925,678 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,156.3 |
1,116.7 |
946.5 |
|
| R3 |
1,066.3 |
1,026.7 |
921.8 |
|
| R2 |
976.3 |
976.3 |
913.5 |
|
| R1 |
936.7 |
936.7 |
905.3 |
956.5 |
| PP |
886.3 |
886.3 |
886.3 |
896.3 |
| S1 |
846.7 |
846.7 |
888.8 |
866.5 |
| S2 |
796.3 |
796.3 |
880.5 |
|
| S3 |
706.3 |
756.7 |
872.3 |
|
| S4 |
616.3 |
666.7 |
847.5 |
|
|
| 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 |
926.0 |
749.2 |
176.8 |
19.7% |
49.9 |
5.6% |
84% |
True |
False |
198,525 |
| 10 |
926.0 |
739.8 |
186.2 |
20.8% |
38.6 |
4.3% |
84% |
True |
False |
186,467 |
| 20 |
926.0 |
739.8 |
186.2 |
20.8% |
30.0 |
3.3% |
84% |
True |
False |
154,323 |
| 40 |
945.2 |
739.8 |
205.4 |
22.9% |
26.5 |
3.0% |
77% |
False |
False |
138,632 |
| 60 |
999.4 |
739.8 |
259.6 |
28.9% |
24.8 |
2.8% |
61% |
False |
False |
96,865 |
| 80 |
999.4 |
739.8 |
259.6 |
28.9% |
23.3 |
2.6% |
61% |
False |
False |
73,440 |
| 100 |
999.4 |
739.8 |
259.6 |
28.9% |
22.1 |
2.5% |
61% |
False |
False |
59,221 |
| 120 |
999.4 |
739.8 |
259.6 |
28.9% |
21.5 |
2.4% |
61% |
False |
False |
49,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,308.5 |
|
2.618 |
1,161.6 |
|
1.618 |
1,071.6 |
|
1.000 |
1,016.0 |
|
0.618 |
981.6 |
|
HIGH |
926.0 |
|
0.618 |
891.6 |
|
0.500 |
881.0 |
|
0.382 |
870.4 |
|
LOW |
836.0 |
|
0.618 |
780.4 |
|
1.000 |
746.0 |
|
1.618 |
690.4 |
|
2.618 |
600.4 |
|
4.250 |
453.5 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
891.7 |
881.5 |
| PP |
886.3 |
866.1 |
| S1 |
881.0 |
850.6 |
|