COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
801.4 |
777.2 |
-24.2 |
-3.0% |
838.1 |
| High |
805.6 |
783.8 |
-21.8 |
-2.7% |
838.1 |
| Low |
776.1 |
751.5 |
-24.6 |
-3.2% |
790.0 |
| Close |
788.1 |
758.9 |
-29.2 |
-3.7% |
798.8 |
| Range |
29.5 |
32.3 |
2.8 |
9.5% |
48.1 |
| ATR |
23.5 |
24.4 |
0.9 |
4.0% |
0.0 |
| Volume |
3,334 |
5,774 |
2,440 |
73.2% |
18,943 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.6 |
842.6 |
776.7 |
|
| R3 |
829.3 |
810.3 |
767.8 |
|
| R2 |
797.0 |
797.0 |
764.8 |
|
| R1 |
778.0 |
778.0 |
761.9 |
771.4 |
| PP |
764.7 |
764.7 |
764.7 |
761.4 |
| S1 |
745.7 |
745.7 |
755.9 |
739.1 |
| S2 |
732.4 |
732.4 |
753.0 |
|
| S3 |
700.1 |
713.4 |
750.0 |
|
| S4 |
667.8 |
681.1 |
741.1 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
953.3 |
924.1 |
825.3 |
|
| R3 |
905.2 |
876.0 |
812.0 |
|
| R2 |
857.1 |
857.1 |
807.6 |
|
| R1 |
827.9 |
827.9 |
803.2 |
818.5 |
| PP |
809.0 |
809.0 |
809.0 |
804.2 |
| S1 |
779.8 |
779.8 |
794.4 |
770.4 |
| S2 |
760.9 |
760.9 |
790.0 |
|
| S3 |
712.8 |
731.7 |
785.6 |
|
| S4 |
664.7 |
683.6 |
772.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
820.3 |
751.5 |
68.8 |
9.1% |
26.6 |
3.5% |
11% |
False |
True |
4,952 |
| 10 |
845.7 |
751.5 |
94.2 |
12.4% |
24.1 |
3.2% |
8% |
False |
True |
5,121 |
| 20 |
845.7 |
751.5 |
94.2 |
12.4% |
23.8 |
3.1% |
8% |
False |
True |
5,486 |
| 40 |
987.5 |
751.5 |
236.0 |
31.1% |
22.8 |
3.0% |
3% |
False |
True |
6,597 |
| 60 |
994.5 |
751.5 |
243.0 |
32.0% |
21.5 |
2.8% |
3% |
False |
True |
5,147 |
| 80 |
994.5 |
751.5 |
243.0 |
32.0% |
20.5 |
2.7% |
3% |
False |
True |
4,056 |
| 100 |
994.5 |
751.5 |
243.0 |
32.0% |
19.3 |
2.5% |
3% |
False |
True |
3,312 |
| 120 |
994.5 |
751.5 |
243.0 |
32.0% |
19.0 |
2.5% |
3% |
False |
True |
2,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
921.1 |
|
2.618 |
868.4 |
|
1.618 |
836.1 |
|
1.000 |
816.1 |
|
0.618 |
803.8 |
|
HIGH |
783.8 |
|
0.618 |
771.5 |
|
0.500 |
767.7 |
|
0.382 |
763.8 |
|
LOW |
751.5 |
|
0.618 |
731.5 |
|
1.000 |
719.2 |
|
1.618 |
699.2 |
|
2.618 |
666.9 |
|
4.250 |
614.2 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
767.7 |
785.0 |
| PP |
764.7 |
776.3 |
| S1 |
761.8 |
767.6 |
|