COMEX Gold Future June 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
823.0 |
831.4 |
8.4 |
1.0% |
760.7 |
| High |
831.9 |
846.6 |
14.7 |
1.8% |
835.1 |
| Low |
811.8 |
828.0 |
16.2 |
2.0% |
760.7 |
| Close |
823.6 |
839.3 |
15.7 |
1.9% |
823.6 |
| Range |
20.1 |
18.6 |
-1.5 |
-7.5% |
74.4 |
| ATR |
26.0 |
25.8 |
-0.2 |
-0.8% |
0.0 |
| Volume |
2,387 |
2,995 |
608 |
25.5% |
14,036 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
893.8 |
885.1 |
849.5 |
|
| R3 |
875.2 |
866.5 |
844.4 |
|
| R2 |
856.6 |
856.6 |
842.7 |
|
| R1 |
847.9 |
847.9 |
841.0 |
852.3 |
| PP |
838.0 |
838.0 |
838.0 |
840.1 |
| S1 |
829.3 |
829.3 |
837.6 |
833.7 |
| S2 |
819.4 |
819.4 |
835.9 |
|
| S3 |
800.8 |
810.7 |
834.2 |
|
| S4 |
782.2 |
792.1 |
829.1 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,029.7 |
1,001.0 |
864.5 |
|
| R3 |
955.3 |
926.6 |
844.1 |
|
| R2 |
880.9 |
880.9 |
837.2 |
|
| R1 |
852.2 |
852.2 |
830.4 |
866.6 |
| PP |
806.5 |
806.5 |
806.5 |
813.6 |
| S1 |
777.8 |
777.8 |
816.8 |
792.2 |
| S2 |
732.1 |
732.1 |
810.0 |
|
| S3 |
657.7 |
703.4 |
803.1 |
|
| S4 |
583.3 |
629.0 |
782.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
846.6 |
767.1 |
79.5 |
9.5% |
24.0 |
2.9% |
91% |
True |
False |
2,556 |
| 10 |
846.6 |
748.0 |
98.6 |
11.7% |
23.3 |
2.8% |
93% |
True |
False |
2,784 |
| 20 |
846.6 |
736.3 |
110.3 |
13.1% |
23.0 |
2.7% |
93% |
True |
False |
2,119 |
| 40 |
846.6 |
691.8 |
154.8 |
18.4% |
25.3 |
3.0% |
95% |
True |
False |
1,762 |
| 60 |
935.2 |
691.8 |
243.4 |
29.0% |
26.6 |
3.2% |
61% |
False |
False |
1,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
925.7 |
|
2.618 |
895.3 |
|
1.618 |
876.7 |
|
1.000 |
865.2 |
|
0.618 |
858.1 |
|
HIGH |
846.6 |
|
0.618 |
839.5 |
|
0.500 |
837.3 |
|
0.382 |
835.1 |
|
LOW |
828.0 |
|
0.618 |
816.5 |
|
1.000 |
809.4 |
|
1.618 |
797.9 |
|
2.618 |
779.3 |
|
4.250 |
749.0 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
838.6 |
835.1 |
| PP |
838.0 |
830.9 |
| S1 |
837.3 |
826.8 |
|