COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
896.8 |
900.4 |
3.6 |
0.4% |
872.6 |
| High |
911.0 |
910.1 |
-0.9 |
-0.1% |
911.0 |
| Low |
888.8 |
897.8 |
9.0 |
1.0% |
868.7 |
| Close |
904.2 |
903.7 |
-0.5 |
-0.1% |
903.7 |
| Range |
22.2 |
12.3 |
-9.9 |
-44.6% |
42.3 |
| ATR |
20.1 |
19.6 |
-0.6 |
-2.8% |
0.0 |
| Volume |
103,374 |
151,919 |
48,545 |
47.0% |
547,137 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
940.8 |
934.5 |
910.5 |
|
| R3 |
928.5 |
922.2 |
907.1 |
|
| R2 |
916.2 |
916.2 |
906.0 |
|
| R1 |
909.9 |
909.9 |
904.8 |
913.1 |
| PP |
903.9 |
903.9 |
903.9 |
905.4 |
| S1 |
897.6 |
897.6 |
902.6 |
900.8 |
| S2 |
891.6 |
891.6 |
901.4 |
|
| S3 |
879.3 |
885.3 |
900.3 |
|
| S4 |
867.0 |
873.0 |
896.9 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,021.4 |
1,004.8 |
927.0 |
|
| R3 |
979.1 |
962.5 |
915.3 |
|
| R2 |
936.8 |
936.8 |
911.5 |
|
| R1 |
920.2 |
920.2 |
907.6 |
928.5 |
| PP |
894.5 |
894.5 |
894.5 |
898.6 |
| S1 |
877.9 |
877.9 |
899.8 |
886.2 |
| S2 |
852.2 |
852.2 |
895.9 |
|
| S3 |
809.9 |
835.6 |
892.1 |
|
| S4 |
767.6 |
793.3 |
880.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
911.0 |
868.7 |
42.3 |
4.7% |
18.7 |
2.1% |
83% |
False |
False |
109,427 |
| 10 |
912.5 |
859.6 |
52.9 |
5.9% |
20.0 |
2.2% |
83% |
False |
False |
120,539 |
| 20 |
935.4 |
859.6 |
75.8 |
8.4% |
19.8 |
2.2% |
58% |
False |
False |
110,176 |
| 40 |
940.1 |
850.5 |
89.6 |
9.9% |
18.9 |
2.1% |
59% |
False |
False |
62,609 |
| 60 |
959.5 |
850.5 |
109.0 |
12.1% |
19.9 |
2.2% |
49% |
False |
False |
43,047 |
| 80 |
1,040.3 |
850.5 |
189.8 |
21.0% |
20.6 |
2.3% |
28% |
False |
False |
32,795 |
| 100 |
1,040.3 |
850.5 |
189.8 |
21.0% |
19.6 |
2.2% |
28% |
False |
False |
26,619 |
| 120 |
1,040.3 |
850.5 |
189.8 |
21.0% |
18.6 |
2.1% |
28% |
False |
False |
22,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
962.4 |
|
2.618 |
942.3 |
|
1.618 |
930.0 |
|
1.000 |
922.4 |
|
0.618 |
917.7 |
|
HIGH |
910.1 |
|
0.618 |
905.4 |
|
0.500 |
904.0 |
|
0.382 |
902.5 |
|
LOW |
897.8 |
|
0.618 |
890.2 |
|
1.000 |
885.5 |
|
1.618 |
877.9 |
|
2.618 |
865.6 |
|
4.250 |
845.5 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
904.0 |
901.4 |
| PP |
903.9 |
899.1 |
| S1 |
903.8 |
896.8 |
|