COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
814.5 |
828.9 |
14.4 |
1.8% |
915.3 |
| High |
832.5 |
838.9 |
6.4 |
0.8% |
919.4 |
| Low |
809.0 |
806.8 |
-2.2 |
-0.3% |
853.7 |
| Close |
827.6 |
810.7 |
-16.9 |
-2.0% |
860.7 |
| Range |
23.5 |
32.1 |
8.6 |
36.6% |
65.7 |
| ATR |
22.6 |
23.3 |
0.7 |
3.0% |
0.0 |
| Volume |
9,873 |
6,073 |
-3,800 |
-38.5% |
41,774 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
915.1 |
895.0 |
828.4 |
|
| R3 |
883.0 |
862.9 |
819.5 |
|
| R2 |
850.9 |
850.9 |
816.6 |
|
| R1 |
830.8 |
830.8 |
813.6 |
824.8 |
| PP |
818.8 |
818.8 |
818.8 |
815.8 |
| S1 |
798.7 |
798.7 |
807.8 |
792.7 |
| S2 |
786.7 |
786.7 |
804.8 |
|
| S3 |
754.6 |
766.6 |
801.9 |
|
| S4 |
722.5 |
734.5 |
793.0 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,075.0 |
1,033.6 |
896.8 |
|
| R3 |
1,009.3 |
967.9 |
878.8 |
|
| R2 |
943.6 |
943.6 |
872.7 |
|
| R1 |
902.2 |
902.2 |
866.7 |
890.1 |
| PP |
877.9 |
877.9 |
877.9 |
871.9 |
| S1 |
836.5 |
836.5 |
854.7 |
824.4 |
| S2 |
812.2 |
812.2 |
848.7 |
|
| S3 |
746.5 |
770.8 |
842.6 |
|
| S4 |
680.8 |
705.1 |
824.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
877.3 |
804.6 |
72.7 |
9.0% |
30.4 |
3.8% |
8% |
False |
False |
8,229 |
| 10 |
921.3 |
804.6 |
116.7 |
14.4% |
24.4 |
3.0% |
5% |
False |
False |
9,376 |
| 20 |
982.0 |
804.6 |
177.4 |
21.9% |
22.1 |
2.7% |
3% |
False |
False |
8,100 |
| 40 |
994.5 |
804.6 |
189.9 |
23.4% |
21.1 |
2.6% |
3% |
False |
False |
5,310 |
| 60 |
994.5 |
804.6 |
189.9 |
23.4% |
19.7 |
2.4% |
3% |
False |
False |
3,838 |
| 80 |
994.5 |
804.6 |
189.9 |
23.4% |
18.6 |
2.3% |
3% |
False |
False |
2,966 |
| 100 |
994.5 |
804.6 |
189.9 |
23.4% |
18.2 |
2.2% |
3% |
False |
False |
2,495 |
| 120 |
1,034.3 |
804.6 |
229.7 |
28.3% |
18.2 |
2.2% |
3% |
False |
False |
2,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
975.3 |
|
2.618 |
922.9 |
|
1.618 |
890.8 |
|
1.000 |
871.0 |
|
0.618 |
858.7 |
|
HIGH |
838.9 |
|
0.618 |
826.6 |
|
0.500 |
822.9 |
|
0.382 |
819.1 |
|
LOW |
806.8 |
|
0.618 |
787.0 |
|
1.000 |
774.7 |
|
1.618 |
754.9 |
|
2.618 |
722.8 |
|
4.250 |
670.4 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
822.9 |
821.8 |
| PP |
818.8 |
818.1 |
| S1 |
814.8 |
814.4 |
|