COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
902.8 |
931.5 |
28.7 |
3.2% |
919.8 |
| High |
933.0 |
945.1 |
12.1 |
1.3% |
945.1 |
| Low |
902.8 |
929.0 |
26.2 |
2.9% |
892.0 |
| Close |
929.4 |
945.7 |
16.3 |
1.8% |
945.7 |
| Range |
30.2 |
16.1 |
-14.1 |
-46.7% |
53.1 |
| ATR |
15.1 |
15.2 |
0.1 |
0.5% |
0.0 |
| Volume |
556 |
205 |
-351 |
-63.1% |
5,135 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
988.2 |
983.1 |
954.6 |
|
| R3 |
972.1 |
967.0 |
950.1 |
|
| R2 |
956.0 |
956.0 |
948.7 |
|
| R1 |
950.9 |
950.9 |
947.2 |
953.5 |
| PP |
939.9 |
939.9 |
939.9 |
941.2 |
| S1 |
934.8 |
934.8 |
944.2 |
937.4 |
| S2 |
923.8 |
923.8 |
942.7 |
|
| S3 |
907.7 |
918.7 |
941.3 |
|
| S4 |
891.6 |
902.6 |
936.8 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,086.9 |
1,069.4 |
974.9 |
|
| R3 |
1,033.8 |
1,016.3 |
960.3 |
|
| R2 |
980.7 |
980.7 |
955.4 |
|
| R1 |
963.2 |
963.2 |
950.6 |
972.0 |
| PP |
927.6 |
927.6 |
927.6 |
932.0 |
| S1 |
910.1 |
910.1 |
940.8 |
918.9 |
| S2 |
874.5 |
874.5 |
936.0 |
|
| S3 |
821.4 |
857.0 |
931.1 |
|
| S4 |
768.3 |
803.9 |
916.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
945.1 |
892.0 |
53.1 |
5.6% |
17.5 |
1.9% |
101% |
True |
False |
1,027 |
| 10 |
945.1 |
889.0 |
56.1 |
5.9% |
13.4 |
1.4% |
101% |
True |
False |
616 |
| 20 |
945.1 |
877.3 |
67.8 |
7.2% |
11.6 |
1.2% |
101% |
True |
False |
423 |
| 40 |
949.9 |
877.3 |
72.6 |
7.7% |
11.0 |
1.2% |
94% |
False |
False |
595 |
| 60 |
967.0 |
870.0 |
97.0 |
10.3% |
10.0 |
1.1% |
78% |
False |
False |
516 |
| 80 |
1,045.0 |
870.0 |
175.0 |
18.5% |
10.7 |
1.1% |
43% |
False |
False |
448 |
| 100 |
1,045.0 |
870.0 |
175.0 |
18.5% |
9.7 |
1.0% |
43% |
False |
False |
520 |
| 120 |
1,045.0 |
870.0 |
175.0 |
18.5% |
9.0 |
1.0% |
43% |
False |
False |
509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,013.5 |
|
2.618 |
987.2 |
|
1.618 |
971.1 |
|
1.000 |
961.2 |
|
0.618 |
955.0 |
|
HIGH |
945.1 |
|
0.618 |
938.9 |
|
0.500 |
937.1 |
|
0.382 |
935.2 |
|
LOW |
929.0 |
|
0.618 |
919.1 |
|
1.000 |
912.9 |
|
1.618 |
903.0 |
|
2.618 |
886.9 |
|
4.250 |
860.6 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
942.8 |
936.7 |
| PP |
939.9 |
927.6 |
| S1 |
937.1 |
918.6 |
|