COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
915.3 |
898.9 |
-16.4 |
-1.8% |
932.7 |
| High |
919.4 |
899.4 |
-20.0 |
-2.2% |
937.8 |
| Low |
897.7 |
876.5 |
-21.2 |
-2.4% |
897.9 |
| Close |
903.5 |
881.8 |
-21.7 |
-2.4% |
912.9 |
| Range |
21.7 |
22.9 |
1.2 |
5.5% |
39.9 |
| ATR |
20.3 |
20.8 |
0.5 |
2.4% |
0.0 |
| Volume |
5,755 |
13,019 |
7,264 |
126.2% |
59,711 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
954.6 |
941.1 |
894.4 |
|
| R3 |
931.7 |
918.2 |
888.1 |
|
| R2 |
908.8 |
908.8 |
886.0 |
|
| R1 |
895.3 |
895.3 |
883.9 |
890.6 |
| PP |
885.9 |
885.9 |
885.9 |
883.6 |
| S1 |
872.4 |
872.4 |
879.7 |
867.7 |
| S2 |
863.0 |
863.0 |
877.6 |
|
| S3 |
840.1 |
849.5 |
875.5 |
|
| S4 |
817.2 |
826.6 |
869.2 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,035.9 |
1,014.3 |
934.8 |
|
| R3 |
996.0 |
974.4 |
923.9 |
|
| R2 |
956.1 |
956.1 |
920.2 |
|
| R1 |
934.5 |
934.5 |
916.6 |
925.4 |
| PP |
916.2 |
916.2 |
916.2 |
911.6 |
| S1 |
894.6 |
894.6 |
909.2 |
885.5 |
| S2 |
876.3 |
876.3 |
905.6 |
|
| S3 |
836.4 |
854.7 |
901.9 |
|
| S4 |
796.5 |
814.8 |
891.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
929.7 |
876.5 |
53.2 |
6.0% |
20.9 |
2.4% |
10% |
False |
True |
12,824 |
| 10 |
954.0 |
876.5 |
77.5 |
8.8% |
19.8 |
2.2% |
7% |
False |
True |
9,610 |
| 20 |
994.5 |
876.5 |
118.0 |
13.4% |
20.5 |
2.3% |
4% |
False |
True |
6,459 |
| 40 |
994.5 |
865.0 |
129.5 |
14.7% |
19.6 |
2.2% |
13% |
False |
False |
4,033 |
| 60 |
994.5 |
865.0 |
129.5 |
14.7% |
18.5 |
2.1% |
13% |
False |
False |
2,883 |
| 80 |
994.5 |
855.0 |
139.5 |
15.8% |
17.7 |
2.0% |
19% |
False |
False |
2,258 |
| 100 |
1,034.3 |
855.0 |
179.3 |
20.3% |
18.2 |
2.1% |
15% |
False |
False |
1,945 |
| 120 |
1,034.3 |
855.0 |
179.3 |
20.3% |
17.4 |
2.0% |
15% |
False |
False |
1,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
996.7 |
|
2.618 |
959.4 |
|
1.618 |
936.5 |
|
1.000 |
922.3 |
|
0.618 |
913.6 |
|
HIGH |
899.4 |
|
0.618 |
890.7 |
|
0.500 |
888.0 |
|
0.382 |
885.2 |
|
LOW |
876.5 |
|
0.618 |
862.3 |
|
1.000 |
853.6 |
|
1.618 |
839.4 |
|
2.618 |
816.5 |
|
4.250 |
779.2 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
888.0 |
898.9 |
| PP |
885.9 |
893.2 |
| S1 |
883.9 |
887.5 |
|