COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
871.0 |
872.6 |
1.6 |
0.2% |
906.1 |
| High |
876.7 |
897.3 |
20.6 |
2.3% |
912.5 |
| Low |
861.5 |
868.7 |
7.2 |
0.8% |
859.6 |
| Close |
873.1 |
886.3 |
13.2 |
1.5% |
873.1 |
| Range |
15.2 |
28.6 |
13.4 |
88.2% |
52.9 |
| ATR |
20.1 |
20.7 |
0.6 |
3.0% |
0.0 |
| Volume |
144,909 |
89,869 |
-55,040 |
-38.0% |
658,257 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
969.9 |
956.7 |
902.0 |
|
| R3 |
941.3 |
928.1 |
894.2 |
|
| R2 |
912.7 |
912.7 |
891.5 |
|
| R1 |
899.5 |
899.5 |
888.9 |
906.1 |
| PP |
884.1 |
884.1 |
884.1 |
887.4 |
| S1 |
870.9 |
870.9 |
883.7 |
877.5 |
| S2 |
855.5 |
855.5 |
881.1 |
|
| S3 |
826.9 |
842.3 |
878.4 |
|
| S4 |
798.3 |
813.7 |
870.6 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,040.4 |
1,009.7 |
902.2 |
|
| R3 |
987.5 |
956.8 |
887.6 |
|
| R2 |
934.6 |
934.6 |
882.8 |
|
| R1 |
903.9 |
903.9 |
877.9 |
892.8 |
| PP |
881.7 |
881.7 |
881.7 |
876.2 |
| S1 |
851.0 |
851.0 |
868.3 |
839.9 |
| S2 |
828.8 |
828.8 |
863.4 |
|
| S3 |
775.9 |
798.1 |
858.6 |
|
| S4 |
723.0 |
745.2 |
844.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
897.9 |
859.6 |
38.3 |
4.3% |
23.2 |
2.6% |
70% |
False |
False |
123,479 |
| 10 |
912.5 |
859.6 |
52.9 |
6.0% |
21.0 |
2.4% |
50% |
False |
False |
120,444 |
| 20 |
940.1 |
859.6 |
80.5 |
9.1% |
20.0 |
2.3% |
33% |
False |
False |
92,804 |
| 40 |
940.1 |
850.5 |
89.6 |
10.1% |
19.3 |
2.2% |
40% |
False |
False |
51,908 |
| 60 |
964.3 |
850.5 |
113.8 |
12.8% |
20.2 |
2.3% |
31% |
False |
False |
35,637 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.4% |
20.7 |
2.3% |
19% |
False |
False |
27,148 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.4% |
19.3 |
2.2% |
19% |
False |
False |
22,085 |
| 120 |
1,040.3 |
843.3 |
197.0 |
22.2% |
18.5 |
2.1% |
22% |
False |
False |
18,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,018.9 |
|
2.618 |
972.2 |
|
1.618 |
943.6 |
|
1.000 |
925.9 |
|
0.618 |
915.0 |
|
HIGH |
897.3 |
|
0.618 |
886.4 |
|
0.500 |
883.0 |
|
0.382 |
879.6 |
|
LOW |
868.7 |
|
0.618 |
851.0 |
|
1.000 |
840.1 |
|
1.618 |
822.4 |
|
2.618 |
793.8 |
|
4.250 |
747.2 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
885.2 |
883.7 |
| PP |
884.1 |
881.1 |
| S1 |
883.0 |
878.5 |
|