COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
889.5 |
882.5 |
-7.0 |
-0.8% |
874.6 |
| High |
903.5 |
920.1 |
16.6 |
1.8% |
920.1 |
| Low |
868.8 |
871.2 |
2.4 |
0.3% |
866.2 |
| Close |
882.0 |
888.5 |
6.5 |
0.7% |
888.5 |
| Range |
34.7 |
48.9 |
14.2 |
40.9% |
53.9 |
| ATR |
36.0 |
36.9 |
0.9 |
2.6% |
0.0 |
| Volume |
132,783 |
165,177 |
32,394 |
24.4% |
811,101 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,040.0 |
1,013.1 |
915.4 |
|
| R3 |
991.1 |
964.2 |
901.9 |
|
| R2 |
942.2 |
942.2 |
897.5 |
|
| R1 |
915.3 |
915.3 |
893.0 |
928.8 |
| PP |
893.3 |
893.3 |
893.3 |
900.0 |
| S1 |
866.4 |
866.4 |
884.0 |
879.9 |
| S2 |
844.4 |
844.4 |
879.5 |
|
| S3 |
795.5 |
817.5 |
875.1 |
|
| S4 |
746.6 |
768.6 |
861.6 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,053.3 |
1,024.8 |
918.1 |
|
| R3 |
999.4 |
970.9 |
903.3 |
|
| R2 |
945.5 |
945.5 |
898.4 |
|
| R1 |
917.0 |
917.0 |
893.4 |
931.3 |
| PP |
891.6 |
891.6 |
891.6 |
898.7 |
| S1 |
863.1 |
863.1 |
883.6 |
877.4 |
| S2 |
837.7 |
837.7 |
878.6 |
|
| S3 |
783.8 |
809.2 |
873.7 |
|
| S4 |
729.9 |
755.3 |
858.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
920.1 |
866.2 |
53.9 |
6.1% |
37.8 |
4.2% |
41% |
True |
False |
162,220 |
| 10 |
926.0 |
767.4 |
158.6 |
17.9% |
47.0 |
5.3% |
76% |
False |
False |
193,033 |
| 20 |
926.0 |
739.8 |
186.2 |
21.0% |
36.3 |
4.1% |
80% |
False |
False |
176,515 |
| 40 |
926.0 |
739.8 |
186.2 |
21.0% |
29.8 |
3.4% |
80% |
False |
False |
155,396 |
| 60 |
999.4 |
739.8 |
259.6 |
29.2% |
26.6 |
3.0% |
57% |
False |
False |
115,071 |
| 80 |
999.4 |
739.8 |
259.6 |
29.2% |
25.0 |
2.8% |
57% |
False |
False |
87,303 |
| 100 |
999.4 |
739.8 |
259.6 |
29.2% |
23.4 |
2.6% |
57% |
False |
False |
70,338 |
| 120 |
999.4 |
739.8 |
259.6 |
29.2% |
22.6 |
2.5% |
57% |
False |
False |
58,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,127.9 |
|
2.618 |
1,048.1 |
|
1.618 |
999.2 |
|
1.000 |
969.0 |
|
0.618 |
950.3 |
|
HIGH |
920.1 |
|
0.618 |
901.4 |
|
0.500 |
895.7 |
|
0.382 |
889.9 |
|
LOW |
871.2 |
|
0.618 |
841.0 |
|
1.000 |
822.3 |
|
1.618 |
792.1 |
|
2.618 |
743.2 |
|
4.250 |
663.4 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
895.7 |
894.5 |
| PP |
893.3 |
892.5 |
| S1 |
890.9 |
890.5 |
|