COMEX Gold Future October 2008

Trading Metrics calculated at close of trading on 11-Jul-2008

Day Change Summary
	Previous	Current
	10-Jul-2008	11-Jul-2008	Change	Change %	Previous Week
Open	935.0	951.6	16.6	1.8%	938.6
High	954.0	973.7	19.7	2.1%	973.7
Low	932.1	948.0	15.9	1.7%	918.2
Close	947.0	965.8	18.8	2.0%	965.8
Range	21.9	25.7	3.8	17.4%	55.5
ATR	18.7	19.2	0.6	3.1%	0.0
Volume	2,502	2,957	455	18.2%	15,967

Daily Pivots for day following 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,039.6	1,028.4	979.9
R3	1,013.9	1,002.7	972.9
R2	988.2	988.2	970.5
R1	977.0	977.0	968.2	982.6
PP	962.5	962.5	962.5	965.3
S1	951.3	951.3	963.4	956.9
S2	936.8	936.8	961.1
S3	911.1	925.6	958.7
S4	885.4	899.9	951.7

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,119.1	1,097.9	996.3
R3	1,063.6	1,042.4	981.1
R2	1,008.1	1,008.1	976.0
R1	986.9	986.9	970.9	997.5
PP	952.6	952.6	952.6	957.9
S1	931.4	931.4	960.7	942.0
S2	897.1	897.1	955.6
S3	841.6	875.9	950.5
S4	786.1	820.4	935.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	973.7	918.2	55.5	5.7%	19.8	2.0%	86%	True	False	3,193
10	973.7	917.5	56.2	5.8%	19.2	2.0%	86%	True	False	2,781
20	973.7	866.8	106.9	11.1%	18.7	1.9%	93%	True	False	1,883
40	973.7	865.0	108.7	11.3%	17.8	1.8%	93%	True	False	1,311
60	973.7	855.0	118.7	12.3%	17.1	1.8%	93%	True	False	988
80	973.7	855.0	118.7	12.3%	17.2	1.8%	93%	True	False	901
100	1,034.3	855.0	179.3	18.6%	16.9	1.8%	62%	False	False	797
120	1,034.3	855.0	179.3	18.6%	15.6	1.6%	62%	False	False	675

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,082.9
2.618	1,041.0
1.618	1,015.3
1.000	999.4
0.618	989.6
HIGH	973.7
0.618	963.9
0.500	960.9
0.382	957.8
LOW	948.0
0.618	932.1
1.000	922.3
1.618	906.4
2.618	880.7
4.250	838.8

Fisher Pivots for day following 11-Jul-2008
Pivot	1 day	3 day
R1	964.2	960.0
PP	962.5	954.1
S1	960.9	948.3

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols