COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
784.6 |
798.0 |
13.4 |
1.7% |
855.8 |
| High |
811.8 |
805.0 |
-6.8 |
-0.8% |
875.0 |
| Low |
782.8 |
766.4 |
-16.4 |
-2.1% |
772.2 |
| Close |
790.0 |
768.0 |
-22.0 |
-2.8% |
787.7 |
| Range |
29.0 |
38.6 |
9.6 |
33.1% |
102.8 |
| ATR |
43.5 |
43.2 |
-0.4 |
-0.8% |
0.0 |
| Volume |
104,709 |
76,838 |
-27,871 |
-26.6% |
652,283 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
895.6 |
870.4 |
789.2 |
|
| R3 |
857.0 |
831.8 |
778.6 |
|
| R2 |
818.4 |
818.4 |
775.1 |
|
| R1 |
793.2 |
793.2 |
771.5 |
786.5 |
| PP |
779.8 |
779.8 |
779.8 |
776.5 |
| S1 |
754.6 |
754.6 |
764.5 |
747.9 |
| S2 |
741.2 |
741.2 |
760.9 |
|
| S3 |
702.6 |
716.0 |
757.4 |
|
| S4 |
664.0 |
677.4 |
746.8 |
|
|
| 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 |
766.4 |
92.8 |
12.1% |
40.8 |
5.3% |
2% |
False |
True |
102,402 |
| 10 |
936.3 |
766.4 |
169.9 |
22.1% |
47.6 |
6.2% |
1% |
False |
True |
123,068 |
| 20 |
936.3 |
766.4 |
169.9 |
22.1% |
45.0 |
5.9% |
1% |
False |
True |
135,820 |
| 40 |
936.3 |
739.8 |
196.5 |
25.6% |
39.4 |
5.1% |
14% |
False |
False |
153,009 |
| 60 |
943.2 |
739.8 |
203.4 |
26.5% |
34.2 |
4.4% |
14% |
False |
False |
146,740 |
| 80 |
999.4 |
739.8 |
259.6 |
33.8% |
30.6 |
4.0% |
11% |
False |
False |
114,815 |
| 100 |
999.4 |
739.8 |
259.6 |
33.8% |
28.3 |
3.7% |
11% |
False |
False |
92,548 |
| 120 |
999.4 |
739.8 |
259.6 |
33.8% |
26.5 |
3.5% |
11% |
False |
False |
77,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
969.1 |
|
2.618 |
906.1 |
|
1.618 |
867.5 |
|
1.000 |
843.6 |
|
0.618 |
828.9 |
|
HIGH |
805.0 |
|
0.618 |
790.3 |
|
0.500 |
785.7 |
|
0.382 |
781.1 |
|
LOW |
766.4 |
|
0.618 |
742.5 |
|
1.000 |
727.8 |
|
1.618 |
703.9 |
|
2.618 |
665.3 |
|
4.250 |
602.4 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
785.7 |
791.7 |
| PP |
779.8 |
783.8 |
| S1 |
773.9 |
775.9 |
|