COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 28-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2007 |
28-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
844.2 |
848.0 |
3.8 |
0.5% |
830.4 |
| High |
852.6 |
861.3 |
8.7 |
1.0% |
861.3 |
| Low |
843.3 |
847.5 |
4.2 |
0.5% |
830.4 |
| Close |
850.0 |
860.9 |
10.9 |
1.3% |
860.9 |
| Range |
9.3 |
13.8 |
4.5 |
48.4% |
30.9 |
| ATR |
10.5 |
10.8 |
0.2 |
2.2% |
0.0 |
| Volume |
899 |
49 |
-850 |
-94.5% |
1,392 |
|
| Daily Pivots for day following 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
898.0 |
893.2 |
868.5 |
|
| R3 |
884.2 |
879.4 |
864.7 |
|
| R2 |
870.4 |
870.4 |
863.4 |
|
| R1 |
865.6 |
865.6 |
862.2 |
868.0 |
| PP |
856.6 |
856.6 |
856.6 |
857.8 |
| S1 |
851.8 |
851.8 |
859.6 |
854.2 |
| S2 |
842.8 |
842.8 |
858.4 |
|
| S3 |
829.0 |
838.0 |
857.1 |
|
| S4 |
815.2 |
824.2 |
853.3 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
943.6 |
933.1 |
877.9 |
|
| R3 |
912.7 |
902.2 |
869.4 |
|
| R2 |
881.8 |
881.8 |
866.6 |
|
| R1 |
871.3 |
871.3 |
863.7 |
876.6 |
| PP |
850.9 |
850.9 |
850.9 |
853.5 |
| S1 |
840.4 |
840.4 |
858.1 |
845.7 |
| S2 |
820.0 |
820.0 |
855.2 |
|
| S3 |
789.1 |
809.5 |
852.4 |
|
| S4 |
758.2 |
778.6 |
843.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
861.3 |
820.0 |
41.3 |
4.8% |
11.6 |
1.4% |
99% |
True |
False |
343 |
| 10 |
861.3 |
812.0 |
49.3 |
5.7% |
9.1 |
1.1% |
99% |
True |
False |
410 |
| 20 |
861.3 |
804.3 |
57.0 |
6.6% |
9.7 |
1.1% |
99% |
True |
False |
832 |
| 40 |
869.3 |
800.7 |
68.6 |
8.0% |
10.9 |
1.3% |
88% |
False |
False |
876 |
| 60 |
869.3 |
761.0 |
108.3 |
12.6% |
9.0 |
1.0% |
92% |
False |
False |
770 |
| 80 |
869.3 |
725.9 |
143.4 |
16.7% |
7.3 |
0.8% |
94% |
False |
False |
733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
920.0 |
|
2.618 |
897.4 |
|
1.618 |
883.6 |
|
1.000 |
875.1 |
|
0.618 |
869.8 |
|
HIGH |
861.3 |
|
0.618 |
856.0 |
|
0.500 |
854.4 |
|
0.382 |
852.8 |
|
LOW |
847.5 |
|
0.618 |
839.0 |
|
1.000 |
833.7 |
|
1.618 |
825.2 |
|
2.618 |
811.4 |
|
4.250 |
788.9 |
|
|
| Fisher Pivots for day following 28-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
858.7 |
856.0 |
| PP |
856.6 |
851.1 |
| S1 |
854.4 |
846.2 |
|