COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
906.1 |
894.5 |
-11.6 |
-1.3% |
891.3 |
| High |
912.5 |
897.9 |
-14.6 |
-1.6% |
905.6 |
| Low |
893.2 |
866.7 |
-26.5 |
-3.0% |
867.7 |
| Close |
898.1 |
871.2 |
-26.9 |
-3.0% |
899.0 |
| Range |
19.3 |
31.2 |
11.9 |
61.7% |
37.9 |
| ATR |
19.6 |
20.5 |
0.8 |
4.3% |
0.0 |
| Volume |
130,728 |
119,589 |
-11,139 |
-8.5% |
546,950 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972.2 |
952.9 |
888.4 |
|
| R3 |
941.0 |
921.7 |
879.8 |
|
| R2 |
909.8 |
909.8 |
876.9 |
|
| R1 |
890.5 |
890.5 |
874.1 |
884.6 |
| PP |
878.6 |
878.6 |
878.6 |
875.6 |
| S1 |
859.3 |
859.3 |
868.3 |
853.4 |
| S2 |
847.4 |
847.4 |
865.5 |
|
| S3 |
816.2 |
828.1 |
862.6 |
|
| S4 |
785.0 |
796.9 |
854.0 |
|
|
| 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 |
912.5 |
866.7 |
45.8 |
5.3% |
20.5 |
2.4% |
10% |
False |
True |
123,212 |
| 10 |
913.8 |
866.7 |
47.1 |
5.4% |
21.4 |
2.5% |
10% |
False |
True |
116,924 |
| 20 |
940.1 |
864.3 |
75.8 |
8.7% |
19.5 |
2.2% |
9% |
False |
False |
71,440 |
| 40 |
959.5 |
850.5 |
109.0 |
12.5% |
19.6 |
2.2% |
19% |
False |
False |
40,004 |
| 60 |
1,020.5 |
850.5 |
170.0 |
19.5% |
21.2 |
2.4% |
12% |
False |
False |
27,443 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.8% |
20.6 |
2.4% |
11% |
False |
False |
21,068 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.8% |
19.4 |
2.2% |
11% |
False |
False |
17,140 |
| 120 |
1,040.3 |
820.0 |
220.3 |
25.3% |
18.1 |
2.1% |
23% |
False |
False |
14,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,030.5 |
|
2.618 |
979.6 |
|
1.618 |
948.4 |
|
1.000 |
929.1 |
|
0.618 |
917.2 |
|
HIGH |
897.9 |
|
0.618 |
886.0 |
|
0.500 |
882.3 |
|
0.382 |
878.6 |
|
LOW |
866.7 |
|
0.618 |
847.4 |
|
1.000 |
835.5 |
|
1.618 |
816.2 |
|
2.618 |
785.0 |
|
4.250 |
734.1 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
882.3 |
889.6 |
| PP |
878.6 |
883.5 |
| S1 |
874.9 |
877.3 |
|