COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
874.6 |
906.0 |
31.4 |
3.6% |
773.2 |
| High |
913.8 |
915.2 |
1.4 |
0.2% |
926.0 |
| Low |
866.2 |
885.0 |
18.8 |
2.2% |
767.4 |
| Close |
909.0 |
891.2 |
-17.8 |
-2.0% |
864.7 |
| Range |
47.6 |
30.2 |
-17.4 |
-36.6% |
158.6 |
| ATR |
37.2 |
36.7 |
-0.5 |
-1.3% |
0.0 |
| Volume |
170,961 |
189,775 |
18,814 |
11.0% |
1,119,231 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987.7 |
969.7 |
907.8 |
|
| R3 |
957.5 |
939.5 |
899.5 |
|
| R2 |
927.3 |
927.3 |
896.7 |
|
| R1 |
909.3 |
909.3 |
894.0 |
903.2 |
| PP |
897.1 |
897.1 |
897.1 |
894.1 |
| S1 |
879.1 |
879.1 |
888.4 |
873.0 |
| S2 |
866.9 |
866.9 |
885.7 |
|
| S3 |
836.7 |
848.9 |
882.9 |
|
| S4 |
806.5 |
818.7 |
874.6 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.5 |
1,255.2 |
951.9 |
|
| R3 |
1,169.9 |
1,096.6 |
908.3 |
|
| R2 |
1,011.3 |
1,011.3 |
893.8 |
|
| R1 |
938.0 |
938.0 |
879.2 |
974.7 |
| PP |
852.7 |
852.7 |
852.7 |
871.0 |
| S1 |
779.4 |
779.4 |
850.2 |
816.1 |
| S2 |
694.1 |
694.1 |
835.6 |
|
| S3 |
535.5 |
620.8 |
821.1 |
|
| S4 |
376.9 |
462.2 |
777.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
926.0 |
777.5 |
148.5 |
16.7% |
63.2 |
7.1% |
77% |
False |
False |
232,049 |
| 10 |
926.0 |
739.8 |
186.2 |
20.9% |
43.5 |
4.9% |
81% |
False |
False |
208,290 |
| 20 |
926.0 |
739.8 |
186.2 |
20.9% |
33.7 |
3.8% |
81% |
False |
False |
170,199 |
| 40 |
943.2 |
739.8 |
203.4 |
22.8% |
28.7 |
3.2% |
74% |
False |
False |
152,200 |
| 60 |
999.4 |
739.8 |
259.6 |
29.1% |
25.8 |
2.9% |
58% |
False |
False |
107,814 |
| 80 |
999.4 |
739.8 |
259.6 |
29.1% |
24.2 |
2.7% |
58% |
False |
False |
81,730 |
| 100 |
999.4 |
739.8 |
259.6 |
29.1% |
22.8 |
2.6% |
58% |
False |
False |
65,907 |
| 120 |
999.4 |
739.8 |
259.6 |
29.1% |
22.2 |
2.5% |
58% |
False |
False |
55,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,043.6 |
|
2.618 |
994.3 |
|
1.618 |
964.1 |
|
1.000 |
945.4 |
|
0.618 |
933.9 |
|
HIGH |
915.2 |
|
0.618 |
903.7 |
|
0.500 |
900.1 |
|
0.382 |
896.5 |
|
LOW |
885.0 |
|
0.618 |
866.3 |
|
1.000 |
854.8 |
|
1.618 |
836.1 |
|
2.618 |
805.9 |
|
4.250 |
756.7 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
900.1 |
884.8 |
| PP |
897.1 |
878.3 |
| S1 |
894.2 |
871.9 |
|