COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
909.6 |
909.9 |
0.3 |
0.0% |
889.9 |
| High |
918.4 |
928.4 |
10.0 |
1.1% |
909.7 |
| Low |
905.4 |
907.9 |
2.5 |
0.3% |
864.3 |
| Close |
910.2 |
924.6 |
14.4 |
1.6% |
904.1 |
| Range |
13.0 |
20.5 |
7.5 |
57.7% |
45.4 |
| ATR |
19.6 |
19.6 |
0.1 |
0.3% |
0.0 |
| Volume |
18,716 |
6,997 |
-11,719 |
-62.6% |
75,205 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981.8 |
973.7 |
935.9 |
|
| R3 |
961.3 |
953.2 |
930.2 |
|
| R2 |
940.8 |
940.8 |
928.4 |
|
| R1 |
932.7 |
932.7 |
926.5 |
936.8 |
| PP |
920.3 |
920.3 |
920.3 |
922.3 |
| S1 |
912.2 |
912.2 |
922.7 |
916.3 |
| S2 |
899.8 |
899.8 |
920.8 |
|
| S3 |
879.3 |
891.7 |
919.0 |
|
| S4 |
858.8 |
871.2 |
913.3 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,028.9 |
1,011.9 |
929.1 |
|
| R3 |
983.5 |
966.5 |
916.6 |
|
| R2 |
938.1 |
938.1 |
912.4 |
|
| R1 |
921.1 |
921.1 |
908.3 |
929.6 |
| PP |
892.7 |
892.7 |
892.7 |
897.0 |
| S1 |
875.7 |
875.7 |
899.9 |
884.2 |
| S2 |
847.3 |
847.3 |
895.8 |
|
| S3 |
801.9 |
830.3 |
891.6 |
|
| S4 |
756.5 |
784.9 |
879.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
928.4 |
864.3 |
64.1 |
6.9% |
19.1 |
2.1% |
94% |
True |
False |
15,503 |
| 10 |
928.4 |
864.3 |
64.1 |
6.9% |
18.8 |
2.0% |
94% |
True |
False |
13,337 |
| 20 |
930.0 |
850.5 |
79.5 |
8.6% |
19.0 |
2.1% |
93% |
False |
False |
10,767 |
| 40 |
964.3 |
850.5 |
113.8 |
12.3% |
20.1 |
2.2% |
65% |
False |
False |
7,204 |
| 60 |
1,040.3 |
850.5 |
189.8 |
20.5% |
21.0 |
2.3% |
39% |
False |
False |
5,335 |
| 80 |
1,040.3 |
850.5 |
189.8 |
20.5% |
19.3 |
2.1% |
39% |
False |
False |
4,476 |
| 100 |
1,040.3 |
847.5 |
192.8 |
20.9% |
18.3 |
2.0% |
40% |
False |
False |
3,876 |
| 120 |
1,040.3 |
804.3 |
236.0 |
25.5% |
16.8 |
1.8% |
51% |
False |
False |
3,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,015.5 |
|
2.618 |
982.1 |
|
1.618 |
961.6 |
|
1.000 |
948.9 |
|
0.618 |
941.1 |
|
HIGH |
928.4 |
|
0.618 |
920.6 |
|
0.500 |
918.2 |
|
0.382 |
915.7 |
|
LOW |
907.9 |
|
0.618 |
895.2 |
|
1.000 |
887.4 |
|
1.618 |
874.7 |
|
2.618 |
854.2 |
|
4.250 |
820.8 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
922.5 |
918.6 |
| PP |
920.3 |
912.6 |
| S1 |
918.2 |
906.7 |
|