COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
928.0 |
941.6 |
13.6 |
1.5% |
903.7 |
| High |
948.5 |
947.9 |
-0.6 |
-0.1% |
933.0 |
| Low |
923.8 |
933.5 |
9.7 |
1.1% |
875.2 |
| Close |
944.5 |
946.5 |
2.0 |
0.2% |
931.3 |
| Range |
24.7 |
14.4 |
-10.3 |
-41.7% |
57.8 |
| ATR |
21.0 |
20.6 |
-0.5 |
-2.3% |
0.0 |
| Volume |
112,674 |
149,447 |
36,773 |
32.6% |
571,110 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985.8 |
980.6 |
954.4 |
|
| R3 |
971.4 |
966.2 |
950.5 |
|
| R2 |
957.0 |
957.0 |
949.1 |
|
| R1 |
951.8 |
951.8 |
947.8 |
954.4 |
| PP |
942.6 |
942.6 |
942.6 |
944.0 |
| S1 |
937.4 |
937.4 |
945.2 |
940.0 |
| S2 |
928.2 |
928.2 |
943.9 |
|
| S3 |
913.8 |
923.0 |
942.5 |
|
| S4 |
899.4 |
908.6 |
938.6 |
|
|
| 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 |
948.5 |
886.6 |
61.9 |
6.5% |
22.2 |
2.3% |
97% |
False |
False |
129,347 |
| 10 |
948.5 |
875.2 |
73.3 |
7.7% |
20.8 |
2.2% |
97% |
False |
False |
121,680 |
| 20 |
948.5 |
859.6 |
88.9 |
9.4% |
20.7 |
2.2% |
98% |
False |
False |
120,439 |
| 40 |
948.5 |
859.6 |
88.9 |
9.4% |
19.7 |
2.1% |
98% |
False |
False |
84,783 |
| 60 |
959.5 |
850.5 |
109.0 |
11.5% |
19.4 |
2.1% |
88% |
False |
False |
58,826 |
| 80 |
1,040.3 |
850.5 |
189.8 |
20.1% |
20.9 |
2.2% |
51% |
False |
False |
44,649 |
| 100 |
1,040.3 |
850.5 |
189.8 |
20.1% |
20.0 |
2.1% |
51% |
False |
False |
36,077 |
| 120 |
1,040.3 |
850.5 |
189.8 |
20.1% |
19.3 |
2.0% |
51% |
False |
False |
30,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,009.1 |
|
2.618 |
985.6 |
|
1.618 |
971.2 |
|
1.000 |
962.3 |
|
0.618 |
956.8 |
|
HIGH |
947.9 |
|
0.618 |
942.4 |
|
0.500 |
940.7 |
|
0.382 |
939.0 |
|
LOW |
933.5 |
|
0.618 |
924.6 |
|
1.000 |
919.1 |
|
1.618 |
910.2 |
|
2.618 |
895.8 |
|
4.250 |
872.3 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
944.6 |
942.5 |
| PP |
942.6 |
938.4 |
| S1 |
940.7 |
934.4 |
|