COMEX Gold Future August 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
929.0 |
930.0 |
1.0 |
0.1% |
957.3 |
| High |
932.9 |
933.0 |
0.1 |
0.0% |
977.0 |
| Low |
922.4 |
913.1 |
-9.3 |
-1.0% |
915.9 |
| Close |
927.7 |
916.5 |
-11.2 |
-1.2% |
926.8 |
| Range |
10.5 |
19.9 |
9.4 |
89.5% |
61.1 |
| ATR |
20.9 |
20.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
157,770 |
148,634 |
-9,136 |
-5.8% |
792,029 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
980.6 |
968.4 |
927.4 |
|
| R3 |
960.7 |
948.5 |
922.0 |
|
| R2 |
940.8 |
940.8 |
920.1 |
|
| R1 |
928.6 |
928.6 |
918.3 |
924.8 |
| PP |
920.9 |
920.9 |
920.9 |
918.9 |
| S1 |
908.7 |
908.7 |
914.7 |
904.9 |
| S2 |
901.0 |
901.0 |
912.9 |
|
| S3 |
881.1 |
888.8 |
911.0 |
|
| S4 |
861.2 |
868.9 |
905.6 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,123.2 |
1,086.1 |
960.4 |
|
| R3 |
1,062.1 |
1,025.0 |
943.6 |
|
| R2 |
1,001.0 |
1,001.0 |
938.0 |
|
| R1 |
963.9 |
963.9 |
932.4 |
951.9 |
| PP |
939.9 |
939.9 |
939.9 |
933.9 |
| S1 |
902.8 |
902.8 |
921.2 |
890.8 |
| S2 |
878.8 |
878.8 |
915.6 |
|
| S3 |
817.7 |
841.7 |
910.0 |
|
| S4 |
756.6 |
780.6 |
893.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
949.3 |
913.1 |
36.2 |
3.9% |
18.9 |
2.1% |
9% |
False |
True |
175,548 |
| 10 |
982.5 |
913.1 |
69.4 |
7.6% |
20.9 |
2.3% |
5% |
False |
True |
172,687 |
| 20 |
989.6 |
913.0 |
76.6 |
8.4% |
20.8 |
2.3% |
5% |
False |
False |
154,417 |
| 40 |
989.6 |
859.6 |
130.0 |
14.2% |
20.6 |
2.3% |
44% |
False |
False |
136,236 |
| 60 |
989.6 |
859.6 |
130.0 |
14.2% |
19.9 |
2.2% |
44% |
False |
False |
103,945 |
| 80 |
989.6 |
850.5 |
139.1 |
15.2% |
19.9 |
2.2% |
47% |
False |
False |
79,525 |
| 100 |
1,040.3 |
850.5 |
189.8 |
20.7% |
20.8 |
2.3% |
35% |
False |
False |
64,012 |
| 120 |
1,040.3 |
850.5 |
189.8 |
20.7% |
20.0 |
2.2% |
35% |
False |
False |
53,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,017.6 |
|
2.618 |
985.1 |
|
1.618 |
965.2 |
|
1.000 |
952.9 |
|
0.618 |
945.3 |
|
HIGH |
933.0 |
|
0.618 |
925.4 |
|
0.500 |
923.1 |
|
0.382 |
920.7 |
|
LOW |
913.1 |
|
0.618 |
900.8 |
|
1.000 |
893.2 |
|
1.618 |
880.9 |
|
2.618 |
861.0 |
|
4.250 |
828.5 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
923.1 |
924.2 |
| PP |
920.9 |
921.6 |
| S1 |
918.7 |
919.1 |
|