COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
825.0 |
838.2 |
13.2 |
1.6% |
755.2 |
| High |
843.7 |
860.8 |
17.1 |
2.0% |
835.3 |
| Low |
821.0 |
830.2 |
9.2 |
1.1% |
754.1 |
| Close |
836.5 |
842.7 |
6.2 |
0.7% |
820.5 |
| Range |
22.7 |
30.6 |
7.9 |
34.8% |
81.2 |
| ATR |
30.1 |
30.1 |
0.0 |
0.1% |
0.0 |
| Volume |
91,989 |
93,675 |
1,686 |
1.8% |
473,442 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
936.4 |
920.1 |
859.5 |
|
| R3 |
905.8 |
889.5 |
851.1 |
|
| R2 |
875.2 |
875.2 |
848.3 |
|
| R1 |
858.9 |
858.9 |
845.5 |
867.1 |
| PP |
844.6 |
844.6 |
844.6 |
848.6 |
| S1 |
828.3 |
828.3 |
839.9 |
836.5 |
| S2 |
814.0 |
814.0 |
837.1 |
|
| S3 |
783.4 |
797.7 |
834.3 |
|
| S4 |
752.8 |
767.1 |
825.9 |
|
|
| 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 |
860.8 |
774.2 |
86.6 |
10.3% |
29.6 |
3.5% |
79% |
True |
False |
94,894 |
| 10 |
860.8 |
741.2 |
119.6 |
14.2% |
27.4 |
3.3% |
85% |
True |
False |
90,815 |
| 20 |
860.8 |
731.8 |
129.0 |
15.3% |
29.1 |
3.4% |
86% |
True |
False |
67,811 |
| 40 |
860.8 |
688.0 |
172.8 |
20.5% |
31.2 |
3.7% |
90% |
True |
False |
38,155 |
| 60 |
938.8 |
688.0 |
250.8 |
29.8% |
34.3 |
4.1% |
62% |
False |
False |
26,771 |
| 80 |
938.8 |
688.0 |
250.8 |
29.8% |
33.0 |
3.9% |
62% |
False |
False |
20,831 |
| 100 |
948.0 |
688.0 |
260.0 |
30.9% |
30.2 |
3.6% |
60% |
False |
False |
17,179 |
| 120 |
1,004.1 |
688.0 |
316.1 |
37.5% |
27.9 |
3.3% |
49% |
False |
False |
14,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
990.9 |
|
2.618 |
940.9 |
|
1.618 |
910.3 |
|
1.000 |
891.4 |
|
0.618 |
879.7 |
|
HIGH |
860.8 |
|
0.618 |
849.1 |
|
0.500 |
845.5 |
|
0.382 |
841.9 |
|
LOW |
830.2 |
|
0.618 |
811.3 |
|
1.000 |
799.6 |
|
1.618 |
780.7 |
|
2.618 |
750.1 |
|
4.250 |
700.2 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
845.5 |
839.9 |
| PP |
844.6 |
837.0 |
| S1 |
843.6 |
834.2 |
|