COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
884.9 |
896.8 |
11.9 |
1.3% |
906.1 |
| High |
898.1 |
911.0 |
12.9 |
1.4% |
912.5 |
| Low |
882.5 |
888.8 |
6.3 |
0.7% |
859.6 |
| Close |
893.5 |
904.2 |
10.7 |
1.2% |
873.1 |
| Range |
15.6 |
22.2 |
6.6 |
42.3% |
52.9 |
| ATR |
20.0 |
20.1 |
0.2 |
0.8% |
0.0 |
| Volume |
97,083 |
103,374 |
6,291 |
6.5% |
658,257 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
967.9 |
958.3 |
916.4 |
|
| R3 |
945.7 |
936.1 |
910.3 |
|
| R2 |
923.5 |
923.5 |
908.3 |
|
| R1 |
913.9 |
913.9 |
906.2 |
918.7 |
| PP |
901.3 |
901.3 |
901.3 |
903.8 |
| S1 |
891.7 |
891.7 |
902.2 |
896.5 |
| S2 |
879.1 |
879.1 |
900.1 |
|
| S3 |
856.9 |
869.5 |
898.1 |
|
| S4 |
834.7 |
847.3 |
892.0 |
|
|
| 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 |
911.0 |
861.5 |
49.5 |
5.5% |
19.3 |
2.1% |
86% |
True |
False |
108,025 |
| 10 |
912.5 |
859.6 |
52.9 |
5.9% |
21.4 |
2.4% |
84% |
False |
False |
120,001 |
| 20 |
935.4 |
859.6 |
75.8 |
8.4% |
19.9 |
2.2% |
59% |
False |
False |
104,612 |
| 40 |
940.1 |
850.5 |
89.6 |
9.9% |
19.1 |
2.1% |
60% |
False |
False |
58,939 |
| 60 |
959.5 |
850.5 |
109.0 |
12.1% |
20.1 |
2.2% |
49% |
False |
False |
40,569 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.0% |
20.7 |
2.3% |
28% |
False |
False |
30,906 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.0% |
19.5 |
2.2% |
28% |
False |
False |
25,111 |
| 120 |
1,040.3 |
850.5 |
189.8 |
21.0% |
18.7 |
2.1% |
28% |
False |
False |
21,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,005.4 |
|
2.618 |
969.1 |
|
1.618 |
946.9 |
|
1.000 |
933.2 |
|
0.618 |
924.7 |
|
HIGH |
911.0 |
|
0.618 |
902.5 |
|
0.500 |
899.9 |
|
0.382 |
897.3 |
|
LOW |
888.8 |
|
0.618 |
875.1 |
|
1.000 |
866.6 |
|
1.618 |
852.9 |
|
2.618 |
830.7 |
|
4.250 |
794.5 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
902.8 |
900.7 |
| PP |
901.3 |
897.1 |
| S1 |
899.9 |
893.6 |
|