COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
860.0 |
866.1 |
6.1 |
0.7% |
755.2 |
| High |
883.6 |
879.6 |
-4.0 |
-0.5% |
835.3 |
| Low |
847.2 |
848.8 |
1.6 |
0.2% |
754.1 |
| Close |
868.5 |
860.6 |
-7.9 |
-0.9% |
820.5 |
| Range |
36.4 |
30.8 |
-5.6 |
-15.4% |
81.2 |
| ATR |
30.9 |
30.9 |
0.0 |
0.0% |
0.0 |
| Volume |
94,901 |
149,543 |
54,642 |
57.6% |
473,442 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
955.4 |
938.8 |
877.5 |
|
| R3 |
924.6 |
908.0 |
869.1 |
|
| R2 |
893.8 |
893.8 |
866.2 |
|
| R1 |
877.2 |
877.2 |
863.4 |
870.1 |
| PP |
863.0 |
863.0 |
863.0 |
859.5 |
| S1 |
846.4 |
846.4 |
857.8 |
839.3 |
| S2 |
832.2 |
832.2 |
855.0 |
|
| S3 |
801.4 |
815.6 |
852.1 |
|
| S4 |
770.6 |
784.8 |
843.7 |
|
|
| 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 |
807.5 |
76.1 |
8.8% |
28.5 |
3.3% |
70% |
False |
False |
106,926 |
| 10 |
883.6 |
741.2 |
142.4 |
16.5% |
29.4 |
3.4% |
84% |
False |
False |
99,416 |
| 20 |
883.6 |
733.1 |
150.5 |
17.5% |
30.1 |
3.5% |
85% |
False |
False |
78,506 |
| 40 |
883.6 |
688.0 |
195.6 |
22.7% |
30.5 |
3.5% |
88% |
False |
False |
44,112 |
| 60 |
938.8 |
688.0 |
250.8 |
29.1% |
34.6 |
4.0% |
69% |
False |
False |
30,644 |
| 80 |
938.8 |
688.0 |
250.8 |
29.1% |
33.4 |
3.9% |
69% |
False |
False |
23,868 |
| 100 |
938.8 |
688.0 |
250.8 |
29.1% |
30.7 |
3.6% |
69% |
False |
False |
19,602 |
| 120 |
1,004.1 |
688.0 |
316.1 |
36.7% |
28.2 |
3.3% |
55% |
False |
False |
16,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,010.5 |
|
2.618 |
960.2 |
|
1.618 |
929.4 |
|
1.000 |
910.4 |
|
0.618 |
898.6 |
|
HIGH |
879.6 |
|
0.618 |
867.8 |
|
0.500 |
864.2 |
|
0.382 |
860.6 |
|
LOW |
848.8 |
|
0.618 |
829.8 |
|
1.000 |
818.0 |
|
1.618 |
799.0 |
|
2.618 |
768.2 |
|
4.250 |
717.9 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
864.2 |
859.4 |
| PP |
863.0 |
858.1 |
| S1 |
861.8 |
856.9 |
|