COMEX Gold Future June 2009

Trading Metrics calculated at close of trading on 21-Oct-2008

Day Change Summary
	Previous	Current
	20-Oct-2008	21-Oct-2008	Change	Change %	Previous Week
Open	804.9	806.0	1.1	0.1%	870.0
High	816.8	810.2	-6.6	-0.8%	871.2
Low	794.4	775.7	-18.7	-2.4%	788.7
Close	798.0	775.6	-22.4	-2.8%	795.8
Range	22.4	34.5	12.1	54.0%	82.5
ATR	33.4	33.5	0.1	0.2%	0.0
Volume	714	259	-455	-63.7%	2,995

Daily Pivots for day following 21-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	890.7	867.6	794.6
R3	856.2	833.1	785.1
R2	821.7	821.7	781.9
R1	798.6	798.6	778.8	792.9
PP	787.2	787.2	787.2	784.3
S1	764.1	764.1	772.4	758.4
S2	752.7	752.7	769.3
S3	718.2	729.6	766.1
S4	683.7	695.1	756.6

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,066.1	1,013.4	841.2
R3	983.6	930.9	818.5
R2	901.1	901.1	810.9
R1	848.4	848.4	803.4	833.5
PP	818.6	818.6	818.6	811.1
S1	765.9	765.9	788.2	751.0
S2	736.1	736.1	780.7
S3	653.6	683.4	773.1
S4	571.1	600.9	750.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	863.5	775.7	87.8	11.3%	32.6	4.2%	0%	False	True	340
10	935.2	775.7	159.5	20.6%	37.4	4.8%	0%	False	True	586
20	935.2	775.7	159.5	20.6%	29.8	3.8%	0%	False	True	586

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	956.8
2.618	900.5
1.618	866.0
1.000	844.7
0.618	831.5
HIGH	810.2
0.618	797.0
0.500	793.0
0.382	788.9
LOW	775.7
0.618	754.4
1.000	741.2
1.618	719.9
2.618	685.4
4.250	629.1

Fisher Pivots for day following 21-Oct-2008
Pivot	1 day	3 day
R1	793.0	799.6
PP	787.2	791.6
S1	781.4	783.6

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols