COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
945.5 |
940.0 |
-5.5 |
-0.6% |
919.8 |
| High |
950.0 |
962.5 |
12.5 |
1.3% |
945.1 |
| Low |
935.0 |
940.0 |
5.0 |
0.5% |
892.0 |
| Close |
942.7 |
959.2 |
16.5 |
1.8% |
945.7 |
| Range |
15.0 |
22.5 |
7.5 |
50.0% |
53.1 |
| ATR |
15.2 |
15.7 |
0.5 |
3.4% |
0.0 |
| Volume |
1,215 |
113 |
-1,102 |
-90.7% |
5,135 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,021.4 |
1,012.8 |
971.6 |
|
| R3 |
998.9 |
990.3 |
965.4 |
|
| R2 |
976.4 |
976.4 |
963.3 |
|
| R1 |
967.8 |
967.8 |
961.3 |
972.1 |
| PP |
953.9 |
953.9 |
953.9 |
956.1 |
| S1 |
945.3 |
945.3 |
957.1 |
949.6 |
| S2 |
931.4 |
931.4 |
955.1 |
|
| S3 |
908.9 |
922.8 |
953.0 |
|
| S4 |
886.4 |
900.3 |
946.8 |
|
|
| 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 |
962.5 |
892.0 |
70.5 |
7.3% |
19.1 |
2.0% |
95% |
True |
False |
471 |
| 10 |
962.5 |
892.0 |
70.5 |
7.3% |
15.5 |
1.6% |
95% |
True |
False |
706 |
| 20 |
962.5 |
877.3 |
85.2 |
8.9% |
12.8 |
1.3% |
96% |
True |
False |
480 |
| 40 |
962.5 |
877.3 |
85.2 |
8.9% |
11.7 |
1.2% |
96% |
True |
False |
617 |
| 60 |
967.0 |
870.0 |
97.0 |
10.1% |
10.6 |
1.1% |
92% |
False |
False |
527 |
| 80 |
1,045.0 |
870.0 |
175.0 |
18.2% |
11.1 |
1.2% |
51% |
False |
False |
461 |
| 100 |
1,045.0 |
870.0 |
175.0 |
18.2% |
10.0 |
1.0% |
51% |
False |
False |
516 |
| 120 |
1,045.0 |
870.0 |
175.0 |
18.2% |
9.3 |
1.0% |
51% |
False |
False |
518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,058.1 |
|
2.618 |
1,021.4 |
|
1.618 |
998.9 |
|
1.000 |
985.0 |
|
0.618 |
976.4 |
|
HIGH |
962.5 |
|
0.618 |
953.9 |
|
0.500 |
951.3 |
|
0.382 |
948.6 |
|
LOW |
940.0 |
|
0.618 |
926.1 |
|
1.000 |
917.5 |
|
1.618 |
903.6 |
|
2.618 |
881.1 |
|
4.250 |
844.4 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
956.6 |
954.7 |
| PP |
953.9 |
950.2 |
| S1 |
951.3 |
945.8 |
|