COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
878.0 |
911.0 |
33.0 |
3.8% |
874.6 |
| High |
932.0 |
920.2 |
-11.8 |
-1.3% |
920.1 |
| Low |
872.2 |
860.1 |
-12.1 |
-1.4% |
866.2 |
| Close |
894.4 |
880.8 |
-13.6 |
-1.5% |
888.5 |
| Range |
59.8 |
60.1 |
0.3 |
0.5% |
53.9 |
| ATR |
38.5 |
40.1 |
1.5 |
4.0% |
0.0 |
| Volume |
167,403 |
181,991 |
14,588 |
8.7% |
811,101 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,067.3 |
1,034.2 |
913.9 |
|
| R3 |
1,007.2 |
974.1 |
897.3 |
|
| R2 |
947.1 |
947.1 |
891.8 |
|
| R1 |
914.0 |
914.0 |
886.3 |
900.5 |
| PP |
887.0 |
887.0 |
887.0 |
880.3 |
| S1 |
853.9 |
853.9 |
875.3 |
840.4 |
| S2 |
826.9 |
826.9 |
869.8 |
|
| S3 |
766.8 |
793.8 |
864.3 |
|
| S4 |
706.7 |
733.7 |
847.7 |
|
|
| 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 |
932.0 |
860.1 |
71.9 |
8.2% |
46.2 |
5.2% |
29% |
False |
True |
159,951 |
| 10 |
932.0 |
777.5 |
154.5 |
17.5% |
54.7 |
6.2% |
67% |
False |
False |
196,000 |
| 20 |
932.0 |
739.8 |
192.2 |
21.8% |
39.4 |
4.5% |
73% |
False |
False |
183,086 |
| 40 |
932.0 |
739.8 |
192.2 |
21.8% |
31.9 |
3.6% |
73% |
False |
False |
158,103 |
| 60 |
999.4 |
739.8 |
259.6 |
29.5% |
28.2 |
3.2% |
54% |
False |
False |
120,714 |
| 80 |
999.4 |
739.8 |
259.6 |
29.5% |
26.0 |
2.9% |
54% |
False |
False |
91,588 |
| 100 |
999.4 |
739.8 |
259.6 |
29.5% |
24.3 |
2.8% |
54% |
False |
False |
73,778 |
| 120 |
999.4 |
739.8 |
259.6 |
29.5% |
23.3 |
2.6% |
54% |
False |
False |
61,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,175.6 |
|
2.618 |
1,077.5 |
|
1.618 |
1,017.4 |
|
1.000 |
980.3 |
|
0.618 |
957.3 |
|
HIGH |
920.2 |
|
0.618 |
897.2 |
|
0.500 |
890.2 |
|
0.382 |
883.1 |
|
LOW |
860.1 |
|
0.618 |
823.0 |
|
1.000 |
800.0 |
|
1.618 |
762.9 |
|
2.618 |
702.8 |
|
4.250 |
604.7 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
890.2 |
896.1 |
| PP |
887.0 |
891.0 |
| S1 |
883.9 |
885.9 |
|