COMEX Gold Future December 2008
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
724.7 |
735.1 |
10.4 |
1.4% |
784.6 |
| High |
750.4 |
747.8 |
-2.6 |
-0.3% |
811.8 |
| Low |
681.0 |
707.0 |
26.0 |
3.8% |
681.0 |
| Close |
730.3 |
742.9 |
12.6 |
1.7% |
730.3 |
| Range |
69.4 |
40.8 |
-28.6 |
-41.2% |
130.8 |
| ATR |
45.7 |
45.4 |
-0.4 |
-0.8% |
0.0 |
| Volume |
148,938 |
143,872 |
-5,066 |
-3.4% |
580,118 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.0 |
839.7 |
765.3 |
|
| R3 |
814.2 |
798.9 |
754.1 |
|
| R2 |
773.4 |
773.4 |
750.4 |
|
| R1 |
758.1 |
758.1 |
746.6 |
765.8 |
| PP |
732.6 |
732.6 |
732.6 |
736.4 |
| S1 |
717.3 |
717.3 |
739.2 |
725.0 |
| S2 |
691.8 |
691.8 |
735.4 |
|
| S3 |
651.0 |
676.5 |
731.7 |
|
| S4 |
610.2 |
635.7 |
720.5 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,133.4 |
1,062.7 |
802.2 |
|
| R3 |
1,002.6 |
931.9 |
766.3 |
|
| R2 |
871.8 |
871.8 |
754.3 |
|
| R1 |
801.1 |
801.1 |
742.3 |
771.1 |
| PP |
741.0 |
741.0 |
741.0 |
726.0 |
| S1 |
670.3 |
670.3 |
718.3 |
640.3 |
| S2 |
610.2 |
610.2 |
706.3 |
|
| S3 |
479.4 |
539.5 |
694.3 |
|
| S4 |
348.6 |
408.7 |
658.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
805.0 |
681.0 |
124.0 |
16.7% |
49.3 |
6.6% |
50% |
False |
False |
123,856 |
| 10 |
859.2 |
681.0 |
178.2 |
24.0% |
43.6 |
5.9% |
35% |
False |
False |
116,216 |
| 20 |
936.3 |
681.0 |
255.3 |
34.4% |
46.9 |
6.3% |
24% |
False |
False |
132,053 |
| 40 |
936.3 |
681.0 |
255.3 |
34.4% |
42.9 |
5.8% |
24% |
False |
False |
155,129 |
| 60 |
936.3 |
681.0 |
255.3 |
34.4% |
36.3 |
4.9% |
24% |
False |
False |
148,229 |
| 80 |
999.4 |
681.0 |
318.4 |
42.9% |
32.3 |
4.4% |
19% |
False |
False |
121,352 |
| 100 |
999.4 |
681.0 |
318.4 |
42.9% |
29.7 |
4.0% |
19% |
False |
False |
97,892 |
| 120 |
999.4 |
681.0 |
318.4 |
42.9% |
27.7 |
3.7% |
19% |
False |
False |
81,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
921.2 |
|
2.618 |
854.6 |
|
1.618 |
813.8 |
|
1.000 |
788.6 |
|
0.618 |
773.0 |
|
HIGH |
747.8 |
|
0.618 |
732.2 |
|
0.500 |
727.4 |
|
0.382 |
722.6 |
|
LOW |
707.0 |
|
0.618 |
681.8 |
|
1.000 |
666.2 |
|
1.618 |
641.0 |
|
2.618 |
600.2 |
|
4.250 |
533.6 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
737.7 |
733.8 |
| PP |
732.6 |
724.8 |
| S1 |
727.4 |
715.7 |
|