COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
892.3 |
923.6 |
31.3 |
3.5% |
913.4 |
| High |
923.9 |
937.2 |
13.3 |
1.4% |
937.2 |
| Low |
892.2 |
917.5 |
25.3 |
2.8% |
880.5 |
| Close |
919.7 |
936.0 |
16.3 |
1.8% |
936.0 |
| Range |
31.7 |
19.7 |
-12.0 |
-37.9% |
56.7 |
| ATR |
18.9 |
18.9 |
0.1 |
0.3% |
0.0 |
| Volume |
1,014 |
909 |
-105 |
-10.4% |
5,490 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
989.3 |
982.4 |
946.8 |
|
| R3 |
969.6 |
962.7 |
941.4 |
|
| R2 |
949.9 |
949.9 |
939.6 |
|
| R1 |
943.0 |
943.0 |
937.8 |
946.5 |
| PP |
930.2 |
930.2 |
930.2 |
932.0 |
| S1 |
923.3 |
923.3 |
934.2 |
926.8 |
| S2 |
910.5 |
910.5 |
932.4 |
|
| S3 |
890.8 |
903.6 |
930.6 |
|
| S4 |
871.1 |
883.9 |
925.2 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,088.0 |
1,068.7 |
967.2 |
|
| R3 |
1,031.3 |
1,012.0 |
951.6 |
|
| R2 |
974.6 |
974.6 |
946.4 |
|
| R1 |
955.3 |
955.3 |
941.2 |
965.0 |
| PP |
917.9 |
917.9 |
917.9 |
922.7 |
| S1 |
898.6 |
898.6 |
930.8 |
908.3 |
| S2 |
861.2 |
861.2 |
925.6 |
|
| S3 |
804.5 |
841.9 |
920.4 |
|
| S4 |
747.8 |
785.2 |
904.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
937.2 |
880.5 |
56.7 |
6.1% |
21.6 |
2.3% |
98% |
True |
False |
1,098 |
| 10 |
937.2 |
876.3 |
60.9 |
6.5% |
18.6 |
2.0% |
98% |
True |
False |
1,023 |
| 20 |
937.2 |
865.0 |
72.2 |
7.7% |
17.7 |
1.9% |
98% |
True |
False |
895 |
| 40 |
941.9 |
865.0 |
76.9 |
8.2% |
16.5 |
1.8% |
92% |
False |
False |
717 |
| 60 |
960.3 |
855.0 |
105.3 |
11.3% |
16.4 |
1.8% |
77% |
False |
False |
693 |
| 80 |
1,034.3 |
855.0 |
179.3 |
19.2% |
17.1 |
1.8% |
45% |
False |
False |
636 |
| 100 |
1,034.3 |
855.0 |
179.3 |
19.2% |
15.8 |
1.7% |
45% |
False |
False |
533 |
| 120 |
1,034.3 |
855.0 |
179.3 |
19.2% |
14.9 |
1.6% |
45% |
False |
False |
460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,020.9 |
|
2.618 |
988.8 |
|
1.618 |
969.1 |
|
1.000 |
956.9 |
|
0.618 |
949.4 |
|
HIGH |
937.2 |
|
0.618 |
929.7 |
|
0.500 |
927.4 |
|
0.382 |
925.0 |
|
LOW |
917.5 |
|
0.618 |
905.3 |
|
1.000 |
897.8 |
|
1.618 |
885.6 |
|
2.618 |
865.9 |
|
4.250 |
833.8 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
933.1 |
927.0 |
| PP |
930.2 |
917.9 |
| S1 |
927.4 |
908.9 |
|