COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
820.0 |
825.0 |
5.0 |
0.6% |
755.2 |
| High |
829.7 |
843.7 |
14.0 |
1.7% |
835.3 |
| Low |
807.5 |
821.0 |
13.5 |
1.7% |
754.1 |
| Close |
820.5 |
836.5 |
16.0 |
2.0% |
820.5 |
| Range |
22.2 |
22.7 |
0.5 |
2.3% |
81.2 |
| ATR |
30.6 |
30.1 |
-0.5 |
-1.7% |
0.0 |
| Volume |
104,526 |
91,989 |
-12,537 |
-12.0% |
473,442 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
901.8 |
891.9 |
849.0 |
|
| R3 |
879.1 |
869.2 |
842.7 |
|
| R2 |
856.4 |
856.4 |
840.7 |
|
| R1 |
846.5 |
846.5 |
838.6 |
851.5 |
| PP |
833.7 |
833.7 |
833.7 |
836.2 |
| S1 |
823.8 |
823.8 |
834.4 |
828.8 |
| S2 |
811.0 |
811.0 |
832.3 |
|
| S3 |
788.3 |
801.1 |
830.3 |
|
| S4 |
765.6 |
778.4 |
824.0 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,046.9 |
1,014.9 |
865.2 |
|
| R3 |
965.7 |
933.7 |
842.8 |
|
| R2 |
884.5 |
884.5 |
835.4 |
|
| R1 |
852.5 |
852.5 |
827.9 |
868.5 |
| PP |
803.3 |
803.3 |
803.3 |
811.3 |
| S1 |
771.3 |
771.3 |
813.1 |
787.3 |
| S2 |
722.1 |
722.1 |
805.6 |
|
| S3 |
640.9 |
690.1 |
798.2 |
|
| S4 |
559.7 |
608.9 |
775.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
843.7 |
762.5 |
81.2 |
9.7% |
27.1 |
3.2% |
91% |
True |
False |
92,103 |
| 10 |
843.7 |
741.2 |
102.5 |
12.3% |
27.0 |
3.2% |
93% |
True |
False |
91,489 |
| 20 |
843.7 |
731.5 |
112.2 |
13.4% |
28.4 |
3.4% |
94% |
True |
False |
64,477 |
| 40 |
843.7 |
688.0 |
155.7 |
18.6% |
31.0 |
3.7% |
95% |
True |
False |
35,869 |
| 60 |
938.8 |
688.0 |
250.8 |
30.0% |
34.6 |
4.1% |
59% |
False |
False |
25,300 |
| 80 |
938.8 |
688.0 |
250.8 |
30.0% |
32.8 |
3.9% |
59% |
False |
False |
19,676 |
| 100 |
948.4 |
688.0 |
260.4 |
31.1% |
30.1 |
3.6% |
57% |
False |
False |
16,273 |
| 120 |
1,004.1 |
688.0 |
316.1 |
37.8% |
27.8 |
3.3% |
47% |
False |
False |
13,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
940.2 |
|
2.618 |
903.1 |
|
1.618 |
880.4 |
|
1.000 |
866.4 |
|
0.618 |
857.7 |
|
HIGH |
843.7 |
|
0.618 |
835.0 |
|
0.500 |
832.4 |
|
0.382 |
829.7 |
|
LOW |
821.0 |
|
0.618 |
807.0 |
|
1.000 |
798.3 |
|
1.618 |
784.3 |
|
2.618 |
761.6 |
|
4.250 |
724.5 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
835.1 |
832.0 |
| PP |
833.7 |
827.6 |
| S1 |
832.4 |
823.1 |
|