COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
881.8 |
881.0 |
-0.8 |
-0.1% |
891.3 |
| High |
883.3 |
905.6 |
22.3 |
2.5% |
905.6 |
| Low |
867.7 |
880.0 |
12.3 |
1.4% |
867.7 |
| Close |
875.5 |
899.0 |
23.5 |
2.7% |
899.0 |
| Range |
15.6 |
25.6 |
10.0 |
64.1% |
37.9 |
| ATR |
18.9 |
19.7 |
0.8 |
4.3% |
0.0 |
| Volume |
95,355 |
146,535 |
51,180 |
53.7% |
546,950 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971.7 |
960.9 |
913.1 |
|
| R3 |
946.1 |
935.3 |
906.0 |
|
| R2 |
920.5 |
920.5 |
903.7 |
|
| R1 |
909.7 |
909.7 |
901.3 |
915.1 |
| PP |
894.9 |
894.9 |
894.9 |
897.6 |
| S1 |
884.1 |
884.1 |
896.7 |
889.5 |
| S2 |
869.3 |
869.3 |
894.3 |
|
| S3 |
843.7 |
858.5 |
892.0 |
|
| S4 |
818.1 |
832.9 |
884.9 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,004.5 |
989.6 |
919.8 |
|
| R3 |
966.6 |
951.7 |
909.4 |
|
| R2 |
928.7 |
928.7 |
905.9 |
|
| R1 |
913.8 |
913.8 |
902.5 |
921.3 |
| PP |
890.8 |
890.8 |
890.8 |
894.5 |
| S1 |
875.9 |
875.9 |
895.5 |
883.4 |
| S2 |
852.9 |
852.9 |
892.1 |
|
| S3 |
815.0 |
838.0 |
888.6 |
|
| S4 |
777.1 |
800.1 |
878.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
905.6 |
867.7 |
37.9 |
4.2% |
18.2 |
2.0% |
83% |
True |
False |
109,390 |
| 10 |
935.4 |
867.7 |
67.7 |
7.5% |
19.6 |
2.2% |
46% |
False |
False |
99,814 |
| 20 |
940.1 |
864.3 |
75.8 |
8.4% |
18.9 |
2.1% |
46% |
False |
False |
60,094 |
| 40 |
959.5 |
850.5 |
109.0 |
12.1% |
19.0 |
2.1% |
44% |
False |
False |
33,870 |
| 60 |
1,040.3 |
850.5 |
189.8 |
21.1% |
21.2 |
2.4% |
26% |
False |
False |
23,336 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.1% |
20.2 |
2.2% |
26% |
False |
False |
17,964 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.1% |
19.1 |
2.1% |
26% |
False |
False |
14,694 |
| 120 |
1,040.3 |
814.0 |
226.3 |
25.2% |
17.7 |
2.0% |
38% |
False |
False |
12,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,014.4 |
|
2.618 |
972.6 |
|
1.618 |
947.0 |
|
1.000 |
931.2 |
|
0.618 |
921.4 |
|
HIGH |
905.6 |
|
0.618 |
895.8 |
|
0.500 |
892.8 |
|
0.382 |
889.8 |
|
LOW |
880.0 |
|
0.618 |
864.2 |
|
1.000 |
854.4 |
|
1.618 |
838.6 |
|
2.618 |
813.0 |
|
4.250 |
771.2 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
896.9 |
894.9 |
| PP |
894.9 |
890.8 |
| S1 |
892.8 |
886.7 |
|