COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
872.6 |
884.7 |
12.1 |
1.4% |
906.1 |
| High |
897.3 |
891.0 |
-6.3 |
-0.7% |
912.5 |
| Low |
868.7 |
876.2 |
7.5 |
0.9% |
859.6 |
| Close |
886.3 |
886.9 |
0.6 |
0.1% |
873.1 |
| Range |
28.6 |
14.8 |
-13.8 |
-48.3% |
52.9 |
| ATR |
20.7 |
20.3 |
-0.4 |
-2.0% |
0.0 |
| Volume |
89,869 |
104,892 |
15,023 |
16.7% |
658,257 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929.1 |
922.8 |
895.0 |
|
| R3 |
914.3 |
908.0 |
891.0 |
|
| R2 |
899.5 |
899.5 |
889.6 |
|
| R1 |
893.2 |
893.2 |
888.3 |
896.4 |
| PP |
884.7 |
884.7 |
884.7 |
886.3 |
| S1 |
878.4 |
878.4 |
885.5 |
881.6 |
| S2 |
869.9 |
869.9 |
884.2 |
|
| S3 |
855.1 |
863.6 |
882.8 |
|
| S4 |
840.3 |
848.8 |
878.8 |
|
|
| 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 |
897.3 |
859.6 |
37.7 |
4.3% |
20.0 |
2.3% |
72% |
False |
False |
120,540 |
| 10 |
912.5 |
859.6 |
52.9 |
6.0% |
20.2 |
2.3% |
52% |
False |
False |
121,876 |
| 20 |
940.1 |
859.6 |
80.5 |
9.1% |
19.8 |
2.2% |
34% |
False |
False |
97,699 |
| 40 |
940.1 |
850.5 |
89.6 |
10.1% |
19.4 |
2.2% |
41% |
False |
False |
54,233 |
| 60 |
964.3 |
850.5 |
113.8 |
12.8% |
20.0 |
2.3% |
32% |
False |
False |
37,369 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.4% |
20.7 |
2.3% |
19% |
False |
False |
28,426 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.4% |
19.4 |
2.2% |
19% |
False |
False |
23,120 |
| 120 |
1,040.3 |
847.5 |
192.8 |
21.7% |
18.5 |
2.1% |
20% |
False |
False |
19,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
953.9 |
|
2.618 |
929.7 |
|
1.618 |
914.9 |
|
1.000 |
905.8 |
|
0.618 |
900.1 |
|
HIGH |
891.0 |
|
0.618 |
885.3 |
|
0.500 |
883.6 |
|
0.382 |
881.9 |
|
LOW |
876.2 |
|
0.618 |
867.1 |
|
1.000 |
861.4 |
|
1.618 |
852.3 |
|
2.618 |
837.5 |
|
4.250 |
813.3 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
885.8 |
884.4 |
| PP |
884.7 |
881.9 |
| S1 |
883.6 |
879.4 |
|