COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
909.9 |
925.3 |
15.4 |
1.7% |
889.9 |
| High |
928.4 |
937.5 |
9.1 |
1.0% |
909.7 |
| Low |
907.9 |
921.3 |
13.4 |
1.5% |
864.3 |
| Close |
924.6 |
933.2 |
8.6 |
0.9% |
904.1 |
| Range |
20.5 |
16.2 |
-4.3 |
-21.0% |
45.4 |
| ATR |
19.6 |
19.4 |
-0.2 |
-1.3% |
0.0 |
| Volume |
6,997 |
23,558 |
16,561 |
236.7% |
75,205 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.3 |
972.4 |
942.1 |
|
| R3 |
963.1 |
956.2 |
937.7 |
|
| R2 |
946.9 |
946.9 |
936.2 |
|
| R1 |
940.0 |
940.0 |
934.7 |
943.5 |
| PP |
930.7 |
930.7 |
930.7 |
932.4 |
| S1 |
923.8 |
923.8 |
931.7 |
927.3 |
| S2 |
914.5 |
914.5 |
930.2 |
|
| S3 |
898.3 |
907.6 |
928.7 |
|
| S4 |
882.1 |
891.4 |
924.3 |
|
|
| 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 |
937.5 |
866.5 |
71.0 |
7.6% |
20.1 |
2.2% |
94% |
True |
False |
15,348 |
| 10 |
937.5 |
864.3 |
73.2 |
7.8% |
18.7 |
2.0% |
94% |
True |
False |
14,699 |
| 20 |
937.5 |
850.5 |
87.0 |
9.3% |
18.5 |
2.0% |
95% |
True |
False |
11,874 |
| 40 |
964.3 |
850.5 |
113.8 |
12.2% |
20.1 |
2.2% |
73% |
False |
False |
7,688 |
| 60 |
1,040.3 |
850.5 |
189.8 |
20.3% |
20.9 |
2.2% |
44% |
False |
False |
5,711 |
| 80 |
1,040.3 |
850.5 |
189.8 |
20.3% |
19.4 |
2.1% |
44% |
False |
False |
4,766 |
| 100 |
1,040.3 |
850.5 |
189.8 |
20.3% |
18.3 |
2.0% |
44% |
False |
False |
4,111 |
| 120 |
1,040.3 |
804.3 |
236.0 |
25.3% |
16.9 |
1.8% |
55% |
False |
False |
3,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,006.4 |
|
2.618 |
979.9 |
|
1.618 |
963.7 |
|
1.000 |
953.7 |
|
0.618 |
947.5 |
|
HIGH |
937.5 |
|
0.618 |
931.3 |
|
0.500 |
929.4 |
|
0.382 |
927.5 |
|
LOW |
921.3 |
|
0.618 |
911.3 |
|
1.000 |
905.1 |
|
1.618 |
895.1 |
|
2.618 |
878.9 |
|
4.250 |
852.5 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
931.9 |
929.3 |
| PP |
930.7 |
925.4 |
| S1 |
929.4 |
921.5 |
|