COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
789.5 |
802.6 |
13.1 |
1.7% |
841.1 |
| High |
812.3 |
807.5 |
-4.8 |
-0.6% |
877.3 |
| Low |
789.1 |
770.0 |
-19.1 |
-2.4% |
780.0 |
| Close |
793.0 |
770.9 |
-22.1 |
-2.8% |
790.9 |
| Range |
23.2 |
37.5 |
14.3 |
61.6% |
97.3 |
| ATR |
39.9 |
39.8 |
-0.2 |
-0.4% |
0.0 |
| Volume |
2,232 |
2,460 |
228 |
10.2% |
11,680 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
895.3 |
870.6 |
791.5 |
|
| R3 |
857.8 |
833.1 |
781.2 |
|
| R2 |
820.3 |
820.3 |
777.8 |
|
| R1 |
795.6 |
795.6 |
774.3 |
789.2 |
| PP |
782.8 |
782.8 |
782.8 |
779.6 |
| S1 |
758.1 |
758.1 |
767.5 |
751.7 |
| S2 |
745.3 |
745.3 |
764.0 |
|
| S3 |
707.8 |
720.6 |
760.6 |
|
| S4 |
670.3 |
683.1 |
750.3 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,108.0 |
1,046.7 |
844.4 |
|
| R3 |
1,010.7 |
949.4 |
817.7 |
|
| R2 |
913.4 |
913.4 |
808.7 |
|
| R1 |
852.1 |
852.1 |
799.8 |
834.1 |
| PP |
816.1 |
816.1 |
816.1 |
807.1 |
| S1 |
754.8 |
754.8 |
782.0 |
736.8 |
| S2 |
718.8 |
718.8 |
773.1 |
|
| S3 |
621.5 |
657.5 |
764.1 |
|
| S4 |
524.2 |
560.2 |
737.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
862.0 |
770.0 |
92.0 |
11.9% |
38.2 |
5.0% |
1% |
False |
True |
2,145 |
| 10 |
938.8 |
770.0 |
168.8 |
21.9% |
44.6 |
5.8% |
1% |
False |
True |
3,719 |
| 20 |
938.8 |
770.0 |
168.8 |
21.9% |
41.0 |
5.3% |
1% |
False |
True |
3,761 |
| 40 |
938.8 |
743.9 |
194.9 |
25.3% |
35.4 |
4.6% |
14% |
False |
False |
3,534 |
| 60 |
948.0 |
743.9 |
204.1 |
26.5% |
30.1 |
3.9% |
13% |
False |
False |
3,208 |
| 80 |
1,004.1 |
743.9 |
260.2 |
33.8% |
26.6 |
3.4% |
10% |
False |
False |
2,759 |
| 100 |
1,004.1 |
743.9 |
260.2 |
33.8% |
23.7 |
3.1% |
10% |
False |
False |
2,302 |
| 120 |
1,004.1 |
743.9 |
260.2 |
33.8% |
21.5 |
2.8% |
10% |
False |
False |
2,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
966.9 |
|
2.618 |
905.7 |
|
1.618 |
868.2 |
|
1.000 |
845.0 |
|
0.618 |
830.7 |
|
HIGH |
807.5 |
|
0.618 |
793.2 |
|
0.500 |
788.8 |
|
0.382 |
784.3 |
|
LOW |
770.0 |
|
0.618 |
746.8 |
|
1.000 |
732.5 |
|
1.618 |
709.3 |
|
2.618 |
671.8 |
|
4.250 |
610.6 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
788.8 |
795.0 |
| PP |
782.8 |
787.0 |
| S1 |
776.9 |
778.9 |
|