COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
940.0 |
956.8 |
16.8 |
1.8% |
919.8 |
| High |
962.5 |
962.5 |
0.0 |
0.0% |
945.1 |
| Low |
940.0 |
956.8 |
16.8 |
1.8% |
892.0 |
| Close |
959.2 |
961.1 |
1.9 |
0.2% |
945.7 |
| Range |
22.5 |
5.7 |
-16.8 |
-74.7% |
53.1 |
| ATR |
15.7 |
15.0 |
-0.7 |
-4.6% |
0.0 |
| Volume |
113 |
632 |
519 |
459.3% |
5,135 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977.2 |
974.9 |
964.2 |
|
| R3 |
971.5 |
969.2 |
962.7 |
|
| R2 |
965.8 |
965.8 |
962.1 |
|
| R1 |
963.5 |
963.5 |
961.6 |
964.7 |
| PP |
960.1 |
960.1 |
960.1 |
960.7 |
| S1 |
957.8 |
957.8 |
960.6 |
959.0 |
| S2 |
954.4 |
954.4 |
960.1 |
|
| S3 |
948.7 |
952.1 |
959.5 |
|
| S4 |
943.0 |
946.4 |
958.0 |
|
|
| 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 |
902.8 |
59.7 |
6.2% |
17.9 |
1.9% |
98% |
True |
False |
544 |
| 10 |
962.5 |
892.0 |
70.5 |
7.3% |
15.4 |
1.6% |
98% |
True |
False |
755 |
| 20 |
962.5 |
877.3 |
85.2 |
8.9% |
12.9 |
1.3% |
98% |
True |
False |
510 |
| 40 |
962.5 |
877.3 |
85.2 |
8.9% |
11.6 |
1.2% |
98% |
True |
False |
629 |
| 60 |
967.0 |
870.0 |
97.0 |
10.1% |
10.4 |
1.1% |
94% |
False |
False |
536 |
| 80 |
1,045.0 |
870.0 |
175.0 |
18.2% |
11.2 |
1.2% |
52% |
False |
False |
466 |
| 100 |
1,045.0 |
870.0 |
175.0 |
18.2% |
10.1 |
1.0% |
52% |
False |
False |
519 |
| 120 |
1,045.0 |
870.0 |
175.0 |
18.2% |
9.4 |
1.0% |
52% |
False |
False |
523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
986.7 |
|
2.618 |
977.4 |
|
1.618 |
971.7 |
|
1.000 |
968.2 |
|
0.618 |
966.0 |
|
HIGH |
962.5 |
|
0.618 |
960.3 |
|
0.500 |
959.7 |
|
0.382 |
959.0 |
|
LOW |
956.8 |
|
0.618 |
953.3 |
|
1.000 |
951.1 |
|
1.618 |
947.6 |
|
2.618 |
941.9 |
|
4.250 |
932.6 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
960.6 |
957.0 |
| PP |
960.1 |
952.9 |
| S1 |
959.7 |
948.8 |
|