COMEX Gold Future February 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
882.6 |
874.7 |
-7.9 |
-0.9% |
839.4 |
| High |
885.9 |
886.0 |
0.1 |
0.0% |
874.0 |
| Low |
864.7 |
857.3 |
-7.4 |
-0.9% |
829.8 |
| Close |
870.0 |
884.3 |
14.3 |
1.6% |
871.2 |
| Range |
21.2 |
28.7 |
7.5 |
35.4% |
44.2 |
| ATR |
27.3 |
27.4 |
0.1 |
0.4% |
0.0 |
| Volume |
73,963 |
54,343 |
-19,620 |
-26.5% |
197,607 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962.0 |
951.8 |
900.1 |
|
| R3 |
933.3 |
923.1 |
892.2 |
|
| R2 |
904.6 |
904.6 |
889.6 |
|
| R1 |
894.4 |
894.4 |
886.9 |
899.5 |
| PP |
875.9 |
875.9 |
875.9 |
878.4 |
| S1 |
865.7 |
865.7 |
881.7 |
870.8 |
| S2 |
847.2 |
847.2 |
879.0 |
|
| S3 |
818.5 |
837.0 |
876.4 |
|
| S4 |
789.8 |
808.3 |
868.5 |
|
|
| 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 |
892.0 |
835.4 |
56.6 |
6.4% |
22.7 |
2.6% |
86% |
False |
False |
44,248 |
| 10 |
892.0 |
829.8 |
62.2 |
7.0% |
24.2 |
2.7% |
88% |
False |
False |
71,051 |
| 20 |
892.0 |
741.2 |
150.8 |
17.1% |
25.8 |
2.9% |
95% |
False |
False |
80,933 |
| 40 |
892.0 |
699.6 |
192.4 |
21.8% |
27.9 |
3.2% |
96% |
False |
False |
54,930 |
| 60 |
938.8 |
688.0 |
250.8 |
28.4% |
32.1 |
3.6% |
78% |
False |
False |
37,919 |
| 80 |
938.8 |
688.0 |
250.8 |
28.4% |
33.6 |
3.8% |
78% |
False |
False |
29,562 |
| 100 |
938.8 |
688.0 |
250.8 |
28.4% |
31.2 |
3.5% |
78% |
False |
False |
23,990 |
| 120 |
1,004.1 |
688.0 |
316.1 |
35.7% |
28.8 |
3.3% |
62% |
False |
False |
20,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,008.0 |
|
2.618 |
961.1 |
|
1.618 |
932.4 |
|
1.000 |
914.7 |
|
0.618 |
903.7 |
|
HIGH |
886.0 |
|
0.618 |
875.0 |
|
0.500 |
871.7 |
|
0.382 |
868.3 |
|
LOW |
857.3 |
|
0.618 |
839.6 |
|
1.000 |
828.6 |
|
1.618 |
810.9 |
|
2.618 |
782.2 |
|
4.250 |
735.3 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
880.1 |
881.1 |
| PP |
875.9 |
877.9 |
| S1 |
871.7 |
874.7 |
|