COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
802.6 |
777.7 |
-24.9 |
-3.1% |
841.1 |
| High |
807.5 |
780.4 |
-27.1 |
-3.4% |
877.3 |
| Low |
770.0 |
723.3 |
-46.7 |
-6.1% |
780.0 |
| Close |
770.9 |
737.2 |
-33.7 |
-4.4% |
790.9 |
| Range |
37.5 |
57.1 |
19.6 |
52.3% |
97.3 |
| ATR |
39.8 |
41.0 |
1.2 |
3.1% |
0.0 |
| Volume |
2,460 |
3,703 |
1,243 |
50.5% |
11,680 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
918.3 |
884.8 |
768.6 |
|
| R3 |
861.2 |
827.7 |
752.9 |
|
| R2 |
804.1 |
804.1 |
747.7 |
|
| R1 |
770.6 |
770.6 |
742.4 |
758.8 |
| PP |
747.0 |
747.0 |
747.0 |
741.1 |
| S1 |
713.5 |
713.5 |
732.0 |
701.7 |
| S2 |
689.9 |
689.9 |
726.7 |
|
| S3 |
632.8 |
656.4 |
721.5 |
|
| S4 |
575.7 |
599.3 |
705.8 |
|
|
| 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 |
854.6 |
723.3 |
131.3 |
17.8% |
44.5 |
6.0% |
11% |
False |
True |
2,642 |
| 10 |
938.8 |
723.3 |
215.5 |
29.2% |
46.2 |
6.3% |
6% |
False |
True |
3,831 |
| 20 |
938.8 |
723.3 |
215.5 |
29.2% |
42.6 |
5.8% |
6% |
False |
True |
3,708 |
| 40 |
938.8 |
723.3 |
215.5 |
29.2% |
36.2 |
4.9% |
6% |
False |
True |
3,623 |
| 60 |
938.8 |
723.3 |
215.5 |
29.2% |
30.8 |
4.2% |
6% |
False |
True |
3,261 |
| 80 |
1,004.1 |
723.3 |
280.8 |
38.1% |
27.0 |
3.7% |
5% |
False |
True |
2,803 |
| 100 |
1,004.1 |
723.3 |
280.8 |
38.1% |
24.2 |
3.3% |
5% |
False |
True |
2,339 |
| 120 |
1,004.1 |
723.3 |
280.8 |
38.1% |
21.9 |
3.0% |
5% |
False |
True |
2,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,023.1 |
|
2.618 |
929.9 |
|
1.618 |
872.8 |
|
1.000 |
837.5 |
|
0.618 |
815.7 |
|
HIGH |
780.4 |
|
0.618 |
758.6 |
|
0.500 |
751.9 |
|
0.382 |
745.1 |
|
LOW |
723.3 |
|
0.618 |
688.0 |
|
1.000 |
666.2 |
|
1.618 |
630.9 |
|
2.618 |
573.8 |
|
4.250 |
480.6 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
751.9 |
767.8 |
| PP |
747.0 |
757.6 |
| S1 |
742.1 |
747.4 |
|