COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
840.5 |
847.5 |
7.0 |
0.8% |
839.4 |
| High |
849.6 |
874.0 |
24.4 |
2.9% |
874.0 |
| Low |
835.4 |
843.4 |
8.0 |
1.0% |
829.8 |
| Close |
848.0 |
871.2 |
23.2 |
2.7% |
871.2 |
| Range |
14.2 |
30.6 |
16.4 |
115.5% |
44.2 |
| ATR |
28.1 |
28.2 |
0.2 |
0.6% |
0.0 |
| Volume |
48,854 |
20,523 |
-28,331 |
-58.0% |
197,607 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
954.7 |
943.5 |
888.0 |
|
| R3 |
924.1 |
912.9 |
879.6 |
|
| R2 |
893.5 |
893.5 |
876.8 |
|
| R1 |
882.3 |
882.3 |
874.0 |
887.9 |
| PP |
862.9 |
862.9 |
862.9 |
865.7 |
| S1 |
851.7 |
851.7 |
868.4 |
857.3 |
| S2 |
832.3 |
832.3 |
865.6 |
|
| S3 |
801.7 |
821.1 |
862.8 |
|
| S4 |
771.1 |
790.5 |
854.4 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990.9 |
975.3 |
895.5 |
|
| R3 |
946.7 |
931.1 |
883.4 |
|
| R2 |
902.5 |
902.5 |
879.3 |
|
| R1 |
886.9 |
886.9 |
875.3 |
894.7 |
| PP |
858.3 |
858.3 |
858.3 |
862.3 |
| S1 |
842.7 |
842.7 |
867.1 |
850.5 |
| S2 |
814.1 |
814.1 |
863.1 |
|
| S3 |
769.9 |
798.5 |
859.0 |
|
| S4 |
725.7 |
754.3 |
846.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
874.0 |
829.8 |
44.2 |
5.1% |
21.2 |
2.4% |
94% |
True |
False |
62,840 |
| 10 |
883.6 |
807.5 |
76.1 |
8.7% |
24.9 |
2.9% |
84% |
False |
False |
84,883 |
| 20 |
883.6 |
741.2 |
142.4 |
16.3% |
26.8 |
3.1% |
91% |
False |
False |
84,370 |
| 40 |
883.6 |
699.6 |
184.0 |
21.1% |
28.3 |
3.3% |
93% |
False |
False |
51,511 |
| 60 |
938.8 |
688.0 |
250.8 |
28.8% |
32.9 |
3.8% |
73% |
False |
False |
35,557 |
| 80 |
938.8 |
688.0 |
250.8 |
28.8% |
33.5 |
3.8% |
73% |
False |
False |
27,737 |
| 100 |
938.8 |
688.0 |
250.8 |
28.8% |
30.9 |
3.5% |
73% |
False |
False |
22,635 |
| 120 |
1,004.1 |
688.0 |
316.1 |
36.3% |
28.6 |
3.3% |
58% |
False |
False |
19,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,004.1 |
|
2.618 |
954.1 |
|
1.618 |
923.5 |
|
1.000 |
904.6 |
|
0.618 |
892.9 |
|
HIGH |
874.0 |
|
0.618 |
862.3 |
|
0.500 |
858.7 |
|
0.382 |
855.1 |
|
LOW |
843.4 |
|
0.618 |
824.5 |
|
1.000 |
812.8 |
|
1.618 |
793.9 |
|
2.618 |
763.3 |
|
4.250 |
713.4 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
867.0 |
864.8 |
| PP |
862.9 |
858.3 |
| S1 |
858.7 |
851.9 |
|