COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
921.7 |
929.8 |
8.1 |
0.9% |
930.9 |
| High |
930.5 |
949.2 |
18.7 |
2.0% |
950.0 |
| Low |
917.2 |
926.4 |
9.2 |
1.0% |
920.2 |
| Close |
928.6 |
942.0 |
13.4 |
1.4% |
933.6 |
| Range |
13.3 |
22.8 |
9.5 |
71.4% |
29.8 |
| ATR |
20.1 |
20.3 |
0.2 |
0.9% |
0.0 |
| Volume |
135,710 |
116,796 |
-18,914 |
-13.9% |
515,446 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,007.6 |
997.6 |
954.5 |
|
| R3 |
984.8 |
974.8 |
948.3 |
|
| R2 |
962.0 |
962.0 |
946.2 |
|
| R1 |
952.0 |
952.0 |
944.1 |
957.0 |
| PP |
939.2 |
939.2 |
939.2 |
941.7 |
| S1 |
929.2 |
929.2 |
939.9 |
934.2 |
| S2 |
916.4 |
916.4 |
937.8 |
|
| S3 |
893.6 |
906.4 |
935.7 |
|
| S4 |
870.8 |
883.6 |
929.5 |
|
|
| 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 |
913.0 |
37.0 |
3.9% |
19.8 |
2.1% |
78% |
False |
False |
126,787 |
| 10 |
950.0 |
886.6 |
63.4 |
6.7% |
21.0 |
2.2% |
87% |
False |
False |
128,067 |
| 20 |
950.0 |
859.6 |
90.4 |
9.6% |
20.3 |
2.2% |
91% |
False |
False |
119,554 |
| 40 |
950.0 |
859.6 |
90.4 |
9.6% |
20.0 |
2.1% |
91% |
False |
False |
98,875 |
| 60 |
959.5 |
850.5 |
109.0 |
11.6% |
19.7 |
2.1% |
84% |
False |
False |
69,129 |
| 80 |
1,005.0 |
850.5 |
154.5 |
16.4% |
20.7 |
2.2% |
59% |
False |
False |
52,440 |
| 100 |
1,040.3 |
850.5 |
189.8 |
20.1% |
20.4 |
2.2% |
48% |
False |
False |
42,339 |
| 120 |
1,040.3 |
850.5 |
189.8 |
20.1% |
19.3 |
2.1% |
48% |
False |
False |
35,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,046.1 |
|
2.618 |
1,008.9 |
|
1.618 |
986.1 |
|
1.000 |
972.0 |
|
0.618 |
963.3 |
|
HIGH |
949.2 |
|
0.618 |
940.5 |
|
0.500 |
937.8 |
|
0.382 |
935.1 |
|
LOW |
926.4 |
|
0.618 |
912.3 |
|
1.000 |
903.6 |
|
1.618 |
889.5 |
|
2.618 |
866.7 |
|
4.250 |
829.5 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
940.6 |
938.4 |
| PP |
939.2 |
934.7 |
| S1 |
937.8 |
931.1 |
|