COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
946.6 |
934.9 |
-11.7 |
-1.2% |
930.9 |
| High |
950.0 |
935.1 |
-14.9 |
-1.6% |
950.0 |
| Low |
928.0 |
916.3 |
-11.7 |
-1.3% |
920.2 |
| Close |
933.6 |
928.8 |
-4.8 |
-0.5% |
933.6 |
| Range |
22.0 |
18.8 |
-3.2 |
-14.5% |
29.8 |
| ATR |
20.7 |
20.5 |
-0.1 |
-0.6% |
0.0 |
| Volume |
125,043 |
128,418 |
3,375 |
2.7% |
515,446 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
983.1 |
974.8 |
939.1 |
|
| R3 |
964.3 |
956.0 |
934.0 |
|
| R2 |
945.5 |
945.5 |
932.2 |
|
| R1 |
937.2 |
937.2 |
930.5 |
932.0 |
| PP |
926.7 |
926.7 |
926.7 |
924.1 |
| S1 |
918.4 |
918.4 |
927.1 |
913.2 |
| S2 |
907.9 |
907.9 |
925.4 |
|
| S3 |
889.1 |
899.6 |
923.6 |
|
| S4 |
870.3 |
880.8 |
918.5 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,024.0 |
1,008.6 |
950.0 |
|
| R3 |
994.2 |
978.8 |
941.8 |
|
| R2 |
964.4 |
964.4 |
939.1 |
|
| R1 |
949.0 |
949.0 |
936.3 |
956.7 |
| PP |
934.6 |
934.6 |
934.6 |
938.5 |
| S1 |
919.2 |
919.2 |
930.9 |
926.9 |
| S2 |
904.8 |
904.8 |
928.1 |
|
| S3 |
875.0 |
889.4 |
925.4 |
|
| S4 |
845.2 |
859.6 |
917.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
950.0 |
916.3 |
33.7 |
3.6% |
19.5 |
2.1% |
37% |
False |
True |
128,772 |
| 10 |
950.0 |
875.2 |
74.8 |
8.1% |
21.4 |
2.3% |
72% |
False |
False |
121,497 |
| 20 |
950.0 |
859.6 |
90.4 |
9.7% |
20.7 |
2.2% |
77% |
False |
False |
121,018 |
| 40 |
950.0 |
859.6 |
90.4 |
9.7% |
19.8 |
2.1% |
77% |
False |
False |
90,556 |
| 60 |
959.5 |
850.5 |
109.0 |
11.7% |
19.6 |
2.1% |
72% |
False |
False |
62,919 |
| 80 |
1,040.3 |
850.5 |
189.8 |
20.4% |
21.1 |
2.3% |
41% |
False |
False |
47,757 |
| 100 |
1,040.3 |
850.5 |
189.8 |
20.4% |
20.3 |
2.2% |
41% |
False |
False |
38,574 |
| 120 |
1,040.3 |
850.5 |
189.8 |
20.4% |
19.4 |
2.1% |
41% |
False |
False |
32,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,015.0 |
|
2.618 |
984.3 |
|
1.618 |
965.5 |
|
1.000 |
953.9 |
|
0.618 |
946.7 |
|
HIGH |
935.1 |
|
0.618 |
927.9 |
|
0.500 |
925.7 |
|
0.382 |
923.5 |
|
LOW |
916.3 |
|
0.618 |
904.7 |
|
1.000 |
897.5 |
|
1.618 |
885.9 |
|
2.618 |
867.1 |
|
4.250 |
836.4 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
927.8 |
933.2 |
| PP |
926.7 |
931.7 |
| S1 |
925.7 |
930.3 |
|