COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
838.2 |
860.0 |
21.8 |
2.6% |
755.2 |
| High |
860.8 |
883.6 |
22.8 |
2.6% |
835.3 |
| Low |
830.2 |
847.2 |
17.0 |
2.0% |
754.1 |
| Close |
842.7 |
868.5 |
25.8 |
3.1% |
820.5 |
| Range |
30.6 |
36.4 |
5.8 |
19.0% |
81.2 |
| ATR |
30.1 |
30.9 |
0.8 |
2.5% |
0.0 |
| Volume |
93,675 |
94,901 |
1,226 |
1.3% |
473,442 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
975.6 |
958.5 |
888.5 |
|
| R3 |
939.2 |
922.1 |
878.5 |
|
| R2 |
902.8 |
902.8 |
875.2 |
|
| R1 |
885.7 |
885.7 |
871.8 |
894.3 |
| PP |
866.4 |
866.4 |
866.4 |
870.7 |
| S1 |
849.3 |
849.3 |
865.2 |
857.9 |
| S2 |
830.0 |
830.0 |
861.8 |
|
| S3 |
793.6 |
812.9 |
858.5 |
|
| S4 |
757.2 |
776.5 |
848.5 |
|
|
| 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 |
883.6 |
802.5 |
81.1 |
9.3% |
28.9 |
3.3% |
81% |
True |
False |
99,523 |
| 10 |
883.6 |
741.2 |
142.4 |
16.4% |
29.0 |
3.3% |
89% |
True |
False |
92,500 |
| 20 |
883.6 |
731.8 |
151.8 |
17.5% |
30.2 |
3.5% |
90% |
True |
False |
71,841 |
| 40 |
883.6 |
688.0 |
195.6 |
22.5% |
31.2 |
3.6% |
92% |
True |
False |
40,466 |
| 60 |
938.8 |
688.0 |
250.8 |
28.9% |
34.5 |
4.0% |
72% |
False |
False |
28,231 |
| 80 |
938.8 |
688.0 |
250.8 |
28.9% |
33.3 |
3.8% |
72% |
False |
False |
22,000 |
| 100 |
948.0 |
688.0 |
260.0 |
29.9% |
30.6 |
3.5% |
69% |
False |
False |
18,111 |
| 120 |
1,004.1 |
688.0 |
316.1 |
36.4% |
28.1 |
3.2% |
57% |
False |
False |
15,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,038.3 |
|
2.618 |
978.9 |
|
1.618 |
942.5 |
|
1.000 |
920.0 |
|
0.618 |
906.1 |
|
HIGH |
883.6 |
|
0.618 |
869.7 |
|
0.500 |
865.4 |
|
0.382 |
861.1 |
|
LOW |
847.2 |
|
0.618 |
824.7 |
|
1.000 |
810.8 |
|
1.618 |
788.3 |
|
2.618 |
751.9 |
|
4.250 |
692.5 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
867.5 |
863.1 |
| PP |
866.4 |
857.7 |
| S1 |
865.4 |
852.3 |
|