COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 31-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2007 |
31-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
848.0 |
863.3 |
15.3 |
1.8% |
830.4 |
| High |
861.3 |
863.3 |
2.0 |
0.2% |
861.3 |
| Low |
847.5 |
856.0 |
8.5 |
1.0% |
830.4 |
| Close |
860.9 |
855.9 |
-5.0 |
-0.6% |
860.9 |
| Range |
13.8 |
7.3 |
-6.5 |
-47.1% |
30.9 |
| ATR |
10.8 |
10.5 |
-0.2 |
-2.3% |
0.0 |
| Volume |
49 |
211 |
162 |
330.6% |
1,392 |
|
| Daily Pivots for day following 31-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
880.3 |
875.4 |
859.9 |
|
| R3 |
873.0 |
868.1 |
857.9 |
|
| R2 |
865.7 |
865.7 |
857.2 |
|
| R1 |
860.8 |
860.8 |
856.6 |
859.6 |
| PP |
858.4 |
858.4 |
858.4 |
857.8 |
| S1 |
853.5 |
853.5 |
855.2 |
852.3 |
| S2 |
851.1 |
851.1 |
854.6 |
|
| S3 |
843.8 |
846.2 |
853.9 |
|
| S4 |
836.5 |
838.9 |
851.9 |
|
|
| 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 |
863.3 |
830.4 |
32.9 |
3.8% |
10.4 |
1.2% |
78% |
True |
False |
320 |
| 10 |
863.3 |
812.0 |
51.3 |
6.0% |
8.7 |
1.0% |
86% |
True |
False |
402 |
| 20 |
863.3 |
807.5 |
55.8 |
6.5% |
9.1 |
1.1% |
87% |
True |
False |
816 |
| 40 |
869.3 |
800.7 |
68.6 |
8.0% |
10.6 |
1.2% |
80% |
False |
False |
870 |
| 60 |
869.3 |
761.0 |
108.3 |
12.7% |
9.2 |
1.1% |
88% |
False |
False |
771 |
| 80 |
869.3 |
734.2 |
135.1 |
15.8% |
7.4 |
0.9% |
90% |
False |
False |
734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
894.3 |
|
2.618 |
882.4 |
|
1.618 |
875.1 |
|
1.000 |
870.6 |
|
0.618 |
867.8 |
|
HIGH |
863.3 |
|
0.618 |
860.5 |
|
0.500 |
859.7 |
|
0.382 |
858.8 |
|
LOW |
856.0 |
|
0.618 |
851.5 |
|
1.000 |
848.7 |
|
1.618 |
844.2 |
|
2.618 |
836.9 |
|
4.250 |
825.0 |
|
|
| Fisher Pivots for day following 31-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
859.7 |
855.0 |
| PP |
858.4 |
854.2 |
| S1 |
857.2 |
853.3 |
|