COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
931.5 |
945.5 |
14.0 |
1.5% |
919.8 |
| High |
945.1 |
950.0 |
4.9 |
0.5% |
945.1 |
| Low |
929.0 |
935.0 |
6.0 |
0.6% |
892.0 |
| Close |
945.7 |
942.7 |
-3.0 |
-0.3% |
945.7 |
| Range |
16.1 |
15.0 |
-1.1 |
-6.8% |
53.1 |
| ATR |
15.2 |
15.2 |
0.0 |
-0.1% |
0.0 |
| Volume |
205 |
1,215 |
1,010 |
492.7% |
5,135 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987.6 |
980.1 |
951.0 |
|
| R3 |
972.6 |
965.1 |
946.8 |
|
| R2 |
957.6 |
957.6 |
945.5 |
|
| R1 |
950.1 |
950.1 |
944.1 |
946.4 |
| PP |
942.6 |
942.6 |
942.6 |
940.7 |
| S1 |
935.1 |
935.1 |
941.3 |
931.4 |
| S2 |
927.6 |
927.6 |
940.0 |
|
| S3 |
912.6 |
920.1 |
938.6 |
|
| S4 |
897.6 |
905.1 |
934.5 |
|
|
| 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 |
950.0 |
892.0 |
58.0 |
6.2% |
15.6 |
1.7% |
87% |
True |
False |
1,262 |
| 10 |
950.0 |
892.0 |
58.0 |
6.2% |
13.2 |
1.4% |
87% |
True |
False |
710 |
| 20 |
950.0 |
877.3 |
72.7 |
7.7% |
12.4 |
1.3% |
90% |
True |
False |
476 |
| 40 |
950.0 |
877.3 |
72.7 |
7.7% |
11.3 |
1.2% |
90% |
True |
False |
619 |
| 60 |
967.0 |
870.0 |
97.0 |
10.3% |
10.3 |
1.1% |
75% |
False |
False |
534 |
| 80 |
1,045.0 |
870.0 |
175.0 |
18.6% |
10.9 |
1.2% |
42% |
False |
False |
460 |
| 100 |
1,045.0 |
870.0 |
175.0 |
18.6% |
9.8 |
1.0% |
42% |
False |
False |
532 |
| 120 |
1,045.0 |
870.0 |
175.0 |
18.6% |
9.1 |
1.0% |
42% |
False |
False |
518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,013.8 |
|
2.618 |
989.3 |
|
1.618 |
974.3 |
|
1.000 |
965.0 |
|
0.618 |
959.3 |
|
HIGH |
950.0 |
|
0.618 |
944.3 |
|
0.500 |
942.5 |
|
0.382 |
940.7 |
|
LOW |
935.0 |
|
0.618 |
925.7 |
|
1.000 |
920.0 |
|
1.618 |
910.7 |
|
2.618 |
895.7 |
|
4.250 |
871.3 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
942.6 |
937.3 |
| PP |
942.6 |
931.8 |
| S1 |
942.5 |
926.4 |
|