COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
807.4 |
784.6 |
-22.8 |
-2.8% |
855.8 |
| High |
816.9 |
811.8 |
-5.1 |
-0.6% |
875.0 |
| Low |
772.2 |
782.8 |
10.6 |
1.4% |
772.2 |
| Close |
787.7 |
790.0 |
2.3 |
0.3% |
787.7 |
| Range |
44.7 |
29.0 |
-15.7 |
-35.1% |
102.8 |
| ATR |
44.6 |
43.5 |
-1.1 |
-2.5% |
0.0 |
| Volume |
140,794 |
104,709 |
-36,085 |
-25.6% |
652,283 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
881.9 |
864.9 |
806.0 |
|
| R3 |
852.9 |
835.9 |
798.0 |
|
| R2 |
823.9 |
823.9 |
795.3 |
|
| R1 |
806.9 |
806.9 |
792.7 |
815.4 |
| PP |
794.9 |
794.9 |
794.9 |
799.1 |
| S1 |
777.9 |
777.9 |
787.3 |
786.4 |
| S2 |
765.9 |
765.9 |
784.7 |
|
| S3 |
736.9 |
748.9 |
782.0 |
|
| S4 |
707.9 |
719.9 |
774.1 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,120.0 |
1,056.7 |
844.2 |
|
| R3 |
1,017.2 |
953.9 |
816.0 |
|
| R2 |
914.4 |
914.4 |
806.5 |
|
| R1 |
851.1 |
851.1 |
797.1 |
831.4 |
| PP |
811.6 |
811.6 |
811.6 |
801.8 |
| S1 |
748.3 |
748.3 |
778.3 |
728.6 |
| S2 |
708.8 |
708.8 |
768.9 |
|
| S3 |
606.0 |
645.5 |
759.4 |
|
| S4 |
503.2 |
542.7 |
731.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
859.2 |
772.2 |
87.0 |
11.0% |
37.8 |
4.8% |
20% |
False |
False |
108,577 |
| 10 |
936.3 |
772.2 |
164.1 |
20.8% |
47.3 |
6.0% |
11% |
False |
False |
128,717 |
| 20 |
936.3 |
772.2 |
164.1 |
20.8% |
44.6 |
5.6% |
11% |
False |
False |
141,466 |
| 40 |
936.3 |
739.8 |
196.5 |
24.9% |
38.7 |
4.9% |
26% |
False |
False |
153,548 |
| 60 |
943.2 |
739.8 |
203.4 |
25.7% |
33.7 |
4.3% |
25% |
False |
False |
146,388 |
| 80 |
999.4 |
739.8 |
259.6 |
32.9% |
30.3 |
3.8% |
19% |
False |
False |
113,965 |
| 100 |
999.4 |
739.8 |
259.6 |
32.9% |
28.1 |
3.6% |
19% |
False |
False |
91,790 |
| 120 |
999.4 |
739.8 |
259.6 |
32.9% |
26.3 |
3.3% |
19% |
False |
False |
76,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
935.1 |
|
2.618 |
887.7 |
|
1.618 |
858.7 |
|
1.000 |
840.8 |
|
0.618 |
829.7 |
|
HIGH |
811.8 |
|
0.618 |
800.7 |
|
0.500 |
797.3 |
|
0.382 |
793.9 |
|
LOW |
782.8 |
|
0.618 |
764.9 |
|
1.000 |
753.8 |
|
1.618 |
735.9 |
|
2.618 |
706.9 |
|
4.250 |
659.6 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
797.3 |
812.2 |
| PP |
794.9 |
804.8 |
| S1 |
792.4 |
797.4 |
|