COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
891.7 |
888.0 |
-3.7 |
-0.4% |
872.6 |
| High |
892.9 |
920.3 |
27.4 |
3.1% |
911.0 |
| Low |
875.2 |
886.6 |
11.4 |
1.3% |
868.7 |
| Close |
882.3 |
915.1 |
32.8 |
3.7% |
903.7 |
| Range |
17.7 |
33.7 |
16.0 |
90.4% |
42.3 |
| ATR |
19.7 |
21.0 |
1.3 |
6.6% |
0.0 |
| Volume |
94,217 |
107,935 |
13,718 |
14.6% |
547,137 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,008.4 |
995.5 |
933.6 |
|
| R3 |
974.7 |
961.8 |
924.4 |
|
| R2 |
941.0 |
941.0 |
921.3 |
|
| R1 |
928.1 |
928.1 |
918.2 |
934.6 |
| PP |
907.3 |
907.3 |
907.3 |
910.6 |
| S1 |
894.4 |
894.4 |
912.0 |
900.9 |
| S2 |
873.6 |
873.6 |
908.9 |
|
| S3 |
839.9 |
860.7 |
905.8 |
|
| S4 |
806.2 |
827.0 |
896.6 |
|
|
| 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 |
920.3 |
875.2 |
45.1 |
4.9% |
21.6 |
2.4% |
88% |
True |
False |
114,925 |
| 10 |
920.3 |
861.5 |
58.8 |
6.4% |
20.5 |
2.2% |
91% |
True |
False |
111,475 |
| 20 |
920.3 |
859.6 |
60.7 |
6.6% |
20.4 |
2.2% |
91% |
True |
False |
117,123 |
| 40 |
940.1 |
850.5 |
89.6 |
9.8% |
19.3 |
2.1% |
72% |
False |
False |
72,120 |
| 60 |
959.5 |
850.5 |
109.0 |
11.9% |
19.5 |
2.1% |
59% |
False |
False |
49,999 |
| 80 |
1,040.3 |
850.5 |
189.8 |
20.7% |
20.8 |
2.3% |
34% |
False |
False |
37,978 |
| 100 |
1,040.3 |
850.5 |
189.8 |
20.7% |
19.7 |
2.2% |
34% |
False |
False |
30,794 |
| 120 |
1,040.3 |
850.5 |
189.8 |
20.7% |
19.1 |
2.1% |
34% |
False |
False |
25,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,063.5 |
|
2.618 |
1,008.5 |
|
1.618 |
974.8 |
|
1.000 |
954.0 |
|
0.618 |
941.1 |
|
HIGH |
920.3 |
|
0.618 |
907.4 |
|
0.500 |
903.5 |
|
0.382 |
899.5 |
|
LOW |
886.6 |
|
0.618 |
865.8 |
|
1.000 |
852.9 |
|
1.618 |
832.1 |
|
2.618 |
798.4 |
|
4.250 |
743.4 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
911.2 |
909.3 |
| PP |
907.3 |
903.5 |
| S1 |
903.5 |
897.8 |
|