COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
919.0 |
930.9 |
11.9 |
1.3% |
903.7 |
| High |
933.0 |
937.7 |
4.7 |
0.5% |
933.0 |
| Low |
912.2 |
920.2 |
8.0 |
0.9% |
875.2 |
| Close |
931.3 |
928.3 |
-3.0 |
-0.3% |
931.3 |
| Range |
20.8 |
17.5 |
-3.3 |
-15.9% |
57.8 |
| ATR |
21.0 |
20.8 |
-0.3 |
-1.2% |
0.0 |
| Volume |
148,400 |
128,282 |
-20,118 |
-13.6% |
571,110 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981.2 |
972.3 |
937.9 |
|
| R3 |
963.7 |
954.8 |
933.1 |
|
| R2 |
946.2 |
946.2 |
931.5 |
|
| R1 |
937.3 |
937.3 |
929.9 |
933.0 |
| PP |
928.7 |
928.7 |
928.7 |
926.6 |
| S1 |
919.8 |
919.8 |
926.7 |
915.5 |
| S2 |
911.2 |
911.2 |
925.1 |
|
| S3 |
893.7 |
902.3 |
923.5 |
|
| S4 |
876.2 |
884.8 |
918.7 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,086.6 |
1,066.7 |
963.1 |
|
| R3 |
1,028.8 |
1,008.9 |
947.2 |
|
| R2 |
971.0 |
971.0 |
941.9 |
|
| R1 |
951.1 |
951.1 |
936.6 |
961.1 |
| PP |
913.2 |
913.2 |
913.2 |
918.1 |
| S1 |
893.3 |
893.3 |
926.0 |
903.3 |
| S2 |
855.4 |
855.4 |
920.7 |
|
| S3 |
797.6 |
835.5 |
915.4 |
|
| S4 |
739.8 |
777.7 |
899.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
937.7 |
875.2 |
62.5 |
6.7% |
20.4 |
2.2% |
85% |
True |
False |
121,830 |
| 10 |
937.7 |
875.2 |
62.5 |
6.7% |
19.9 |
2.1% |
85% |
True |
False |
115,666 |
| 20 |
937.7 |
859.6 |
78.1 |
8.4% |
20.4 |
2.2% |
88% |
True |
False |
118,055 |
| 40 |
940.1 |
859.6 |
80.5 |
8.7% |
19.4 |
2.1% |
85% |
False |
False |
78,709 |
| 60 |
959.5 |
850.5 |
109.0 |
11.7% |
19.6 |
2.1% |
71% |
False |
False |
54,561 |
| 80 |
1,040.3 |
850.5 |
189.8 |
20.4% |
20.8 |
2.2% |
41% |
False |
False |
41,410 |
| 100 |
1,040.3 |
850.5 |
189.8 |
20.4% |
19.9 |
2.1% |
41% |
False |
False |
33,506 |
| 120 |
1,040.3 |
850.5 |
189.8 |
20.4% |
19.1 |
2.1% |
41% |
False |
False |
28,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,012.1 |
|
2.618 |
983.5 |
|
1.618 |
966.0 |
|
1.000 |
955.2 |
|
0.618 |
948.5 |
|
HIGH |
937.7 |
|
0.618 |
931.0 |
|
0.500 |
929.0 |
|
0.382 |
926.9 |
|
LOW |
920.2 |
|
0.618 |
909.4 |
|
1.000 |
902.7 |
|
1.618 |
891.9 |
|
2.618 |
874.4 |
|
4.250 |
845.8 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
929.0 |
922.9 |
| PP |
928.7 |
917.5 |
| S1 |
928.5 |
912.2 |
|