COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
894.5 |
871.2 |
-23.3 |
-2.6% |
891.3 |
| High |
897.9 |
885.9 |
-12.0 |
-1.3% |
905.6 |
| Low |
866.7 |
870.0 |
3.3 |
0.4% |
867.7 |
| Close |
871.2 |
882.9 |
11.7 |
1.3% |
899.0 |
| Range |
31.2 |
15.9 |
-15.3 |
-49.0% |
37.9 |
| ATR |
20.5 |
20.2 |
-0.3 |
-1.6% |
0.0 |
| Volume |
119,589 |
159,441 |
39,852 |
33.3% |
546,950 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.3 |
921.0 |
891.6 |
|
| R3 |
911.4 |
905.1 |
887.3 |
|
| R2 |
895.5 |
895.5 |
885.8 |
|
| R1 |
889.2 |
889.2 |
884.4 |
892.4 |
| PP |
879.6 |
879.6 |
879.6 |
881.2 |
| S1 |
873.3 |
873.3 |
881.4 |
876.5 |
| S2 |
863.7 |
863.7 |
880.0 |
|
| S3 |
847.8 |
857.4 |
878.5 |
|
| S4 |
831.9 |
841.5 |
874.2 |
|
|
| 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 |
5.2% |
21.5 |
2.4% |
35% |
False |
False |
130,329 |
| 10 |
912.5 |
866.7 |
45.8 |
5.2% |
20.9 |
2.4% |
35% |
False |
False |
123,096 |
| 20 |
940.1 |
866.5 |
73.6 |
8.3% |
19.8 |
2.2% |
22% |
False |
False |
78,195 |
| 40 |
959.5 |
850.5 |
109.0 |
12.3% |
19.4 |
2.2% |
30% |
False |
False |
43,916 |
| 60 |
1,005.0 |
850.5 |
154.5 |
17.5% |
20.9 |
2.4% |
21% |
False |
False |
30,069 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.5% |
20.4 |
2.3% |
17% |
False |
False |
23,035 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.5% |
19.1 |
2.2% |
17% |
False |
False |
18,731 |
| 120 |
1,040.3 |
820.0 |
220.3 |
25.0% |
18.2 |
2.1% |
29% |
False |
False |
15,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
953.5 |
|
2.618 |
927.5 |
|
1.618 |
911.6 |
|
1.000 |
901.8 |
|
0.618 |
895.7 |
|
HIGH |
885.9 |
|
0.618 |
879.8 |
|
0.500 |
878.0 |
|
0.382 |
876.1 |
|
LOW |
870.0 |
|
0.618 |
860.2 |
|
1.000 |
854.1 |
|
1.618 |
844.3 |
|
2.618 |
828.4 |
|
4.250 |
802.4 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
881.3 |
889.6 |
| PP |
879.6 |
887.4 |
| S1 |
878.0 |
885.1 |
|