COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
836.0 |
838.1 |
2.1 |
0.3% |
826.6 |
| High |
840.1 |
838.1 |
-2.0 |
-0.2% |
845.7 |
| Low |
830.9 |
791.6 |
-39.3 |
-4.7% |
808.1 |
| Close |
831.2 |
806.6 |
-24.6 |
-3.0% |
831.2 |
| Range |
9.2 |
46.5 |
37.3 |
405.4% |
37.6 |
| ATR |
21.3 |
23.1 |
1.8 |
8.5% |
0.0 |
| Volume |
5,903 |
2,355 |
-3,548 |
-60.1% |
23,809 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
951.6 |
925.6 |
832.2 |
|
| R3 |
905.1 |
879.1 |
819.4 |
|
| R2 |
858.6 |
858.6 |
815.1 |
|
| R1 |
832.6 |
832.6 |
810.9 |
822.4 |
| PP |
812.1 |
812.1 |
812.1 |
807.0 |
| S1 |
786.1 |
786.1 |
802.3 |
775.9 |
| S2 |
765.6 |
765.6 |
798.1 |
|
| S3 |
719.1 |
739.6 |
793.8 |
|
| S4 |
672.6 |
693.1 |
781.0 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
941.1 |
923.8 |
851.9 |
|
| R3 |
903.5 |
886.2 |
841.5 |
|
| R2 |
865.9 |
865.9 |
838.1 |
|
| R1 |
848.6 |
848.6 |
834.6 |
857.3 |
| PP |
828.3 |
828.3 |
828.3 |
832.7 |
| S1 |
811.0 |
811.0 |
827.8 |
819.7 |
| S2 |
790.7 |
790.7 |
824.3 |
|
| S3 |
753.1 |
773.4 |
820.9 |
|
| S4 |
715.5 |
735.8 |
810.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
845.7 |
791.6 |
54.1 |
6.7% |
22.5 |
2.8% |
28% |
False |
True |
4,577 |
| 10 |
845.7 |
784.2 |
61.5 |
7.6% |
21.9 |
2.7% |
36% |
False |
False |
4,686 |
| 20 |
899.4 |
774.0 |
125.4 |
15.5% |
23.7 |
2.9% |
26% |
False |
False |
6,684 |
| 40 |
994.5 |
774.0 |
220.5 |
27.3% |
22.1 |
2.7% |
15% |
False |
False |
6,340 |
| 60 |
994.5 |
774.0 |
220.5 |
27.3% |
20.8 |
2.6% |
15% |
False |
False |
4,713 |
| 80 |
994.5 |
774.0 |
220.5 |
27.3% |
19.6 |
2.4% |
15% |
False |
False |
3,674 |
| 100 |
994.5 |
774.0 |
220.5 |
27.3% |
18.8 |
2.3% |
15% |
False |
False |
3,017 |
| 120 |
1,034.3 |
774.0 |
260.3 |
32.3% |
19.0 |
2.4% |
13% |
False |
False |
2,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,035.7 |
|
2.618 |
959.8 |
|
1.618 |
913.3 |
|
1.000 |
884.6 |
|
0.618 |
866.8 |
|
HIGH |
838.1 |
|
0.618 |
820.3 |
|
0.500 |
814.9 |
|
0.382 |
809.4 |
|
LOW |
791.6 |
|
0.618 |
762.9 |
|
1.000 |
745.1 |
|
1.618 |
716.4 |
|
2.618 |
669.9 |
|
4.250 |
594.0 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
814.9 |
818.7 |
| PP |
812.1 |
814.6 |
| S1 |
809.4 |
810.6 |
|