COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
923.6 |
936.3 |
12.7 |
1.4% |
913.4 |
| High |
937.2 |
942.0 |
4.8 |
0.5% |
937.2 |
| Low |
917.5 |
924.8 |
7.3 |
0.8% |
880.5 |
| Close |
936.0 |
933.0 |
-3.0 |
-0.3% |
936.0 |
| Range |
19.7 |
17.2 |
-2.5 |
-12.7% |
56.7 |
| ATR |
18.9 |
18.8 |
-0.1 |
-0.6% |
0.0 |
| Volume |
909 |
1,791 |
882 |
97.0% |
5,490 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.9 |
976.1 |
942.5 |
|
| R3 |
967.7 |
958.9 |
937.7 |
|
| R2 |
950.5 |
950.5 |
936.2 |
|
| R1 |
941.7 |
941.7 |
934.6 |
937.5 |
| PP |
933.3 |
933.3 |
933.3 |
931.2 |
| S1 |
924.5 |
924.5 |
931.4 |
920.3 |
| S2 |
916.1 |
916.1 |
929.8 |
|
| S3 |
898.9 |
907.3 |
928.3 |
|
| S4 |
881.7 |
890.1 |
923.5 |
|
|
| 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 |
942.0 |
880.5 |
61.5 |
6.6% |
18.8 |
2.0% |
85% |
True |
False |
1,407 |
| 10 |
942.0 |
880.5 |
61.5 |
6.6% |
18.0 |
1.9% |
85% |
True |
False |
1,110 |
| 20 |
942.0 |
865.0 |
77.0 |
8.3% |
17.8 |
1.9% |
88% |
True |
False |
963 |
| 40 |
942.0 |
865.0 |
77.0 |
8.3% |
16.7 |
1.8% |
88% |
True |
False |
759 |
| 60 |
960.3 |
855.0 |
105.3 |
11.3% |
16.5 |
1.8% |
74% |
False |
False |
715 |
| 80 |
1,034.3 |
855.0 |
179.3 |
19.2% |
17.1 |
1.8% |
44% |
False |
False |
653 |
| 100 |
1,034.3 |
855.0 |
179.3 |
19.2% |
16.0 |
1.7% |
44% |
False |
False |
551 |
| 120 |
1,034.3 |
855.0 |
179.3 |
19.2% |
15.1 |
1.6% |
44% |
False |
False |
474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,015.1 |
|
2.618 |
987.0 |
|
1.618 |
969.8 |
|
1.000 |
959.2 |
|
0.618 |
952.6 |
|
HIGH |
942.0 |
|
0.618 |
935.4 |
|
0.500 |
933.4 |
|
0.382 |
931.4 |
|
LOW |
924.8 |
|
0.618 |
914.2 |
|
1.000 |
907.6 |
|
1.618 |
897.0 |
|
2.618 |
879.8 |
|
4.250 |
851.7 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
933.4 |
927.7 |
| PP |
933.3 |
922.4 |
| S1 |
933.1 |
917.1 |
|