COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 26-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2007 |
26-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
830.4 |
831.0 |
0.6 |
0.1% |
818.9 |
| High |
834.8 |
848.0 |
13.2 |
1.6% |
833.7 |
| Low |
830.4 |
831.0 |
0.6 |
0.1% |
812.0 |
| Close |
834.4 |
847.7 |
13.3 |
1.6% |
833.0 |
| Range |
4.4 |
17.0 |
12.6 |
286.4% |
21.7 |
| ATR |
10.1 |
10.6 |
0.5 |
4.9% |
0.0 |
| Volume |
316 |
128 |
-188 |
-59.5% |
2,424 |
|
| Daily Pivots for day following 26-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
893.2 |
887.5 |
857.1 |
|
| R3 |
876.2 |
870.5 |
852.4 |
|
| R2 |
859.2 |
859.2 |
850.8 |
|
| R1 |
853.5 |
853.5 |
849.3 |
856.4 |
| PP |
842.2 |
842.2 |
842.2 |
843.7 |
| S1 |
836.5 |
836.5 |
846.1 |
839.4 |
| S2 |
825.2 |
825.2 |
844.6 |
|
| S3 |
808.2 |
819.5 |
843.0 |
|
| S4 |
791.2 |
802.5 |
838.4 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
891.3 |
883.9 |
844.9 |
|
| R3 |
869.6 |
862.2 |
839.0 |
|
| R2 |
847.9 |
847.9 |
837.0 |
|
| R1 |
840.5 |
840.5 |
835.0 |
844.2 |
| PP |
826.2 |
826.2 |
826.2 |
828.1 |
| S1 |
818.8 |
818.8 |
831.0 |
822.5 |
| S2 |
804.5 |
804.5 |
829.0 |
|
| S3 |
782.8 |
797.1 |
827.0 |
|
| S4 |
761.1 |
775.4 |
821.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
848.0 |
820.0 |
28.0 |
3.3% |
7.2 |
0.9% |
99% |
True |
False |
493 |
| 10 |
848.0 |
812.0 |
36.0 |
4.2% |
9.8 |
1.2% |
99% |
True |
False |
429 |
| 20 |
848.0 |
804.3 |
43.7 |
5.2% |
9.7 |
1.1% |
99% |
True |
False |
828 |
| 40 |
869.3 |
800.7 |
68.6 |
8.1% |
11.0 |
1.3% |
69% |
False |
False |
873 |
| 60 |
869.3 |
755.7 |
113.6 |
13.4% |
8.8 |
1.0% |
81% |
False |
False |
770 |
| 80 |
869.3 |
712.7 |
156.6 |
18.5% |
7.0 |
0.8% |
86% |
False |
False |
729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
920.3 |
|
2.618 |
892.5 |
|
1.618 |
875.5 |
|
1.000 |
865.0 |
|
0.618 |
858.5 |
|
HIGH |
848.0 |
|
0.618 |
841.5 |
|
0.500 |
839.5 |
|
0.382 |
837.5 |
|
LOW |
831.0 |
|
0.618 |
820.5 |
|
1.000 |
814.0 |
|
1.618 |
803.5 |
|
2.618 |
786.5 |
|
4.250 |
758.8 |
|
|
| Fisher Pivots for day following 26-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
845.0 |
843.1 |
| PP |
842.2 |
838.6 |
| S1 |
839.5 |
834.0 |
|