COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
891.3 |
894.2 |
2.9 |
0.3% |
929.9 |
| High |
901.2 |
900.6 |
-0.6 |
-0.1% |
935.4 |
| Low |
884.4 |
878.4 |
-6.0 |
-0.7% |
873.0 |
| Close |
897.0 |
885.5 |
-11.5 |
-1.3% |
891.5 |
| Range |
16.8 |
22.2 |
5.4 |
32.1% |
62.4 |
| ATR |
19.5 |
19.7 |
0.2 |
1.0% |
0.0 |
| Volume |
90,628 |
90,576 |
-52 |
-0.1% |
451,192 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
954.8 |
942.3 |
897.7 |
|
| R3 |
932.6 |
920.1 |
891.6 |
|
| R2 |
910.4 |
910.4 |
889.6 |
|
| R1 |
897.9 |
897.9 |
887.5 |
893.1 |
| PP |
888.2 |
888.2 |
888.2 |
885.7 |
| S1 |
875.7 |
875.7 |
883.5 |
870.9 |
| S2 |
866.0 |
866.0 |
881.4 |
|
| S3 |
843.8 |
853.5 |
879.4 |
|
| S4 |
821.6 |
831.3 |
873.3 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,087.2 |
1,051.7 |
925.8 |
|
| R3 |
1,024.8 |
989.3 |
908.7 |
|
| R2 |
962.4 |
962.4 |
902.9 |
|
| R1 |
926.9 |
926.9 |
897.2 |
913.5 |
| PP |
900.0 |
900.0 |
900.0 |
893.2 |
| S1 |
864.5 |
864.5 |
885.8 |
851.1 |
| S2 |
837.6 |
837.6 |
880.1 |
|
| S3 |
775.2 |
802.1 |
874.3 |
|
| S4 |
712.8 |
739.7 |
857.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
913.8 |
873.0 |
40.8 |
4.6% |
22.2 |
2.5% |
31% |
False |
False |
110,636 |
| 10 |
940.1 |
873.0 |
67.1 |
7.6% |
19.3 |
2.2% |
19% |
False |
False |
73,522 |
| 20 |
940.1 |
864.3 |
75.8 |
8.6% |
19.0 |
2.1% |
28% |
False |
False |
43,430 |
| 40 |
959.5 |
850.5 |
109.0 |
12.3% |
19.3 |
2.2% |
32% |
False |
False |
24,981 |
| 60 |
1,040.3 |
850.5 |
189.8 |
21.4% |
21.1 |
2.4% |
18% |
False |
False |
17,354 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.4% |
19.9 |
2.2% |
18% |
False |
False |
13,448 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.4% |
19.0 |
2.1% |
18% |
False |
False |
11,091 |
| 120 |
1,040.3 |
812.0 |
228.3 |
25.8% |
17.6 |
2.0% |
32% |
False |
False |
9,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
995.0 |
|
2.618 |
958.7 |
|
1.618 |
936.5 |
|
1.000 |
922.8 |
|
0.618 |
914.3 |
|
HIGH |
900.6 |
|
0.618 |
892.1 |
|
0.500 |
889.5 |
|
0.382 |
886.9 |
|
LOW |
878.4 |
|
0.618 |
864.7 |
|
1.000 |
856.2 |
|
1.618 |
842.5 |
|
2.618 |
820.3 |
|
4.250 |
784.1 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
889.5 |
887.1 |
| PP |
888.2 |
886.6 |
| S1 |
886.8 |
886.0 |
|