COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
936.3 |
930.3 |
-6.0 |
-0.6% |
913.4 |
| High |
942.0 |
953.0 |
11.0 |
1.2% |
937.2 |
| Low |
924.8 |
930.3 |
5.5 |
0.6% |
880.5 |
| Close |
933.0 |
949.3 |
16.3 |
1.7% |
936.0 |
| Range |
17.2 |
22.7 |
5.5 |
32.0% |
56.7 |
| ATR |
18.8 |
19.1 |
0.3 |
1.5% |
0.0 |
| Volume |
1,791 |
2,352 |
561 |
31.3% |
5,490 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,012.3 |
1,003.5 |
961.8 |
|
| R3 |
989.6 |
980.8 |
955.5 |
|
| R2 |
966.9 |
966.9 |
953.5 |
|
| R1 |
958.1 |
958.1 |
951.4 |
962.5 |
| PP |
944.2 |
944.2 |
944.2 |
946.4 |
| S1 |
935.4 |
935.4 |
947.2 |
939.8 |
| S2 |
921.5 |
921.5 |
945.1 |
|
| S3 |
898.8 |
912.7 |
943.1 |
|
| S4 |
876.1 |
890.0 |
936.8 |
|
|
| 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 |
953.0 |
880.5 |
72.5 |
7.6% |
21.5 |
2.3% |
95% |
True |
False |
1,285 |
| 10 |
953.0 |
880.5 |
72.5 |
7.6% |
19.2 |
2.0% |
95% |
True |
False |
1,114 |
| 20 |
953.0 |
865.0 |
88.0 |
9.3% |
17.9 |
1.9% |
96% |
True |
False |
1,036 |
| 40 |
953.0 |
865.0 |
88.0 |
9.3% |
17.0 |
1.8% |
96% |
True |
False |
812 |
| 60 |
960.3 |
855.0 |
105.3 |
11.1% |
16.8 |
1.8% |
90% |
False |
False |
725 |
| 80 |
1,034.3 |
855.0 |
179.3 |
18.9% |
17.2 |
1.8% |
53% |
False |
False |
681 |
| 100 |
1,034.3 |
855.0 |
179.3 |
18.9% |
16.2 |
1.7% |
53% |
False |
False |
574 |
| 120 |
1,034.3 |
855.0 |
179.3 |
18.9% |
15.2 |
1.6% |
53% |
False |
False |
491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,049.5 |
|
2.618 |
1,012.4 |
|
1.618 |
989.7 |
|
1.000 |
975.7 |
|
0.618 |
967.0 |
|
HIGH |
953.0 |
|
0.618 |
944.3 |
|
0.500 |
941.7 |
|
0.382 |
939.0 |
|
LOW |
930.3 |
|
0.618 |
916.3 |
|
1.000 |
907.6 |
|
1.618 |
893.6 |
|
2.618 |
870.9 |
|
4.250 |
833.8 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
946.8 |
944.6 |
| PP |
944.2 |
939.9 |
| S1 |
941.7 |
935.3 |
|