COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
896.4 |
892.3 |
-4.1 |
-0.5% |
879.5 |
| High |
896.6 |
923.9 |
27.3 |
3.0% |
914.6 |
| Low |
880.5 |
892.2 |
11.7 |
1.3% |
876.3 |
| Close |
887.0 |
919.7 |
32.7 |
3.7% |
908.4 |
| Range |
16.1 |
31.7 |
15.6 |
96.9% |
38.3 |
| ATR |
17.5 |
18.9 |
1.4 |
7.9% |
0.0 |
| Volume |
363 |
1,014 |
651 |
179.3% |
4,740 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,007.0 |
995.1 |
937.1 |
|
| R3 |
975.3 |
963.4 |
928.4 |
|
| R2 |
943.6 |
943.6 |
925.5 |
|
| R1 |
931.7 |
931.7 |
922.6 |
937.7 |
| PP |
911.9 |
911.9 |
911.9 |
914.9 |
| S1 |
900.0 |
900.0 |
916.8 |
906.0 |
| S2 |
880.2 |
880.2 |
913.9 |
|
| S3 |
848.5 |
868.3 |
911.0 |
|
| S4 |
816.8 |
836.6 |
902.3 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.7 |
999.8 |
929.5 |
|
| R3 |
976.4 |
961.5 |
918.9 |
|
| R2 |
938.1 |
938.1 |
915.4 |
|
| R1 |
923.2 |
923.2 |
911.9 |
930.7 |
| PP |
899.8 |
899.8 |
899.8 |
903.5 |
| S1 |
884.9 |
884.9 |
904.9 |
892.4 |
| S2 |
861.5 |
861.5 |
901.4 |
|
| S3 |
823.2 |
846.6 |
897.9 |
|
| S4 |
784.9 |
808.3 |
887.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
923.9 |
880.5 |
43.4 |
4.7% |
19.7 |
2.1% |
90% |
True |
False |
1,019 |
| 10 |
923.9 |
866.8 |
57.1 |
6.2% |
18.1 |
2.0% |
93% |
True |
False |
986 |
| 20 |
923.9 |
865.0 |
58.9 |
6.4% |
17.6 |
1.9% |
93% |
True |
False |
879 |
| 40 |
941.9 |
855.0 |
86.9 |
9.4% |
16.4 |
1.8% |
74% |
False |
False |
700 |
| 60 |
960.3 |
855.0 |
105.3 |
11.4% |
16.2 |
1.8% |
61% |
False |
False |
686 |
| 80 |
1,034.3 |
855.0 |
179.3 |
19.5% |
17.1 |
1.9% |
36% |
False |
False |
627 |
| 100 |
1,034.3 |
855.0 |
179.3 |
19.5% |
15.7 |
1.7% |
36% |
False |
False |
524 |
| 120 |
1,034.3 |
855.0 |
179.3 |
19.5% |
14.9 |
1.6% |
36% |
False |
False |
453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,058.6 |
|
2.618 |
1,006.9 |
|
1.618 |
975.2 |
|
1.000 |
955.6 |
|
0.618 |
943.5 |
|
HIGH |
923.9 |
|
0.618 |
911.8 |
|
0.500 |
908.1 |
|
0.382 |
904.3 |
|
LOW |
892.2 |
|
0.618 |
872.6 |
|
1.000 |
860.5 |
|
1.618 |
840.9 |
|
2.618 |
809.2 |
|
4.250 |
757.5 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
915.8 |
913.9 |
| PP |
911.9 |
908.0 |
| S1 |
908.1 |
902.2 |
|