COMEX Gold Future June 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 |
840.9 |
848.4 |
7.5 |
0.9% |
849.0 |
| High |
851.2 |
875.2 |
24.0 |
2.8% |
875.2 |
| Low |
840.4 |
847.5 |
7.1 |
0.8% |
831.7 |
| Close |
849.9 |
873.2 |
23.3 |
2.7% |
873.2 |
| Range |
10.8 |
27.7 |
16.9 |
156.5% |
43.5 |
| ATR |
24.6 |
24.8 |
0.2 |
0.9% |
0.0 |
| Volume |
726 |
270 |
-456 |
-62.8% |
4,177 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
948.4 |
938.5 |
888.4 |
|
| R3 |
920.7 |
910.8 |
880.8 |
|
| R2 |
893.0 |
893.0 |
878.3 |
|
| R1 |
883.1 |
883.1 |
875.7 |
888.1 |
| PP |
865.3 |
865.3 |
865.3 |
867.8 |
| S1 |
855.4 |
855.4 |
870.7 |
860.4 |
| S2 |
837.6 |
837.6 |
868.1 |
|
| S3 |
809.9 |
827.7 |
865.6 |
|
| S4 |
782.2 |
800.0 |
858.0 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990.5 |
975.4 |
897.1 |
|
| R3 |
947.0 |
931.9 |
885.2 |
|
| R2 |
903.5 |
903.5 |
881.2 |
|
| R1 |
888.4 |
888.4 |
877.2 |
896.0 |
| PP |
860.0 |
860.0 |
860.0 |
863.8 |
| S1 |
844.9 |
844.9 |
869.2 |
852.5 |
| S2 |
816.5 |
816.5 |
865.2 |
|
| S3 |
773.0 |
801.4 |
861.2 |
|
| S4 |
729.5 |
757.9 |
849.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
875.2 |
831.7 |
43.5 |
5.0% |
17.0 |
1.9% |
95% |
True |
False |
1,160 |
| 10 |
884.8 |
811.8 |
73.0 |
8.4% |
21.5 |
2.5% |
84% |
False |
False |
1,562 |
| 20 |
884.8 |
748.0 |
136.8 |
15.7% |
22.7 |
2.6% |
92% |
False |
False |
1,956 |
| 40 |
884.8 |
705.7 |
179.1 |
20.5% |
22.7 |
2.6% |
94% |
False |
False |
1,811 |
| 60 |
935.2 |
691.8 |
243.4 |
27.9% |
26.3 |
3.0% |
75% |
False |
False |
1,463 |
| 80 |
935.2 |
691.8 |
243.4 |
27.9% |
27.0 |
3.1% |
75% |
False |
False |
1,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
992.9 |
|
2.618 |
947.7 |
|
1.618 |
920.0 |
|
1.000 |
902.9 |
|
0.618 |
892.3 |
|
HIGH |
875.2 |
|
0.618 |
864.6 |
|
0.500 |
861.4 |
|
0.382 |
858.1 |
|
LOW |
847.5 |
|
0.618 |
830.4 |
|
1.000 |
819.8 |
|
1.618 |
802.7 |
|
2.618 |
775.0 |
|
4.250 |
729.8 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
869.3 |
866.6 |
| PP |
865.3 |
860.0 |
| S1 |
861.4 |
853.5 |
|