COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
752.3 |
748.4 |
-3.9 |
-0.5% |
815.5 |
| High |
757.9 |
766.4 |
8.5 |
1.1% |
818.5 |
| Low |
736.4 |
746.0 |
9.6 |
1.3% |
736.4 |
| Close |
742.1 |
761.0 |
18.9 |
2.5% |
761.0 |
| Range |
21.5 |
20.4 |
-1.1 |
-5.1% |
82.1 |
| ATR |
24.3 |
24.3 |
0.0 |
0.0% |
0.0 |
| Volume |
6,651 |
5,350 |
-1,301 |
-19.6% |
27,353 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.0 |
810.4 |
772.2 |
|
| R3 |
798.6 |
790.0 |
766.6 |
|
| R2 |
778.2 |
778.2 |
764.7 |
|
| R1 |
769.6 |
769.6 |
762.9 |
773.9 |
| PP |
757.8 |
757.8 |
757.8 |
760.0 |
| S1 |
749.2 |
749.2 |
759.1 |
753.5 |
| S2 |
737.4 |
737.4 |
757.3 |
|
| S3 |
717.0 |
728.8 |
755.4 |
|
| S4 |
696.6 |
708.4 |
749.8 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,018.3 |
971.7 |
806.2 |
|
| R3 |
936.2 |
889.6 |
783.6 |
|
| R2 |
854.1 |
854.1 |
776.1 |
|
| R1 |
807.5 |
807.5 |
768.5 |
789.8 |
| PP |
772.0 |
772.0 |
772.0 |
763.1 |
| S1 |
725.4 |
725.4 |
753.5 |
707.7 |
| S2 |
689.9 |
689.9 |
745.9 |
|
| S3 |
607.8 |
643.3 |
738.4 |
|
| S4 |
525.7 |
561.2 |
715.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
818.5 |
736.4 |
82.1 |
10.8% |
25.0 |
3.3% |
30% |
False |
False |
5,470 |
| 10 |
840.1 |
736.4 |
103.7 |
13.6% |
25.0 |
3.3% |
24% |
False |
False |
5,219 |
| 20 |
845.7 |
736.4 |
109.3 |
14.4% |
23.1 |
3.0% |
23% |
False |
False |
5,289 |
| 40 |
982.0 |
736.4 |
245.6 |
32.3% |
22.6 |
3.0% |
10% |
False |
False |
6,694 |
| 60 |
994.5 |
736.4 |
258.1 |
33.9% |
21.8 |
2.9% |
10% |
False |
False |
5,303 |
| 80 |
994.5 |
736.4 |
258.1 |
33.9% |
20.6 |
2.7% |
10% |
False |
False |
4,201 |
| 100 |
994.5 |
736.4 |
258.1 |
33.9% |
19.5 |
2.6% |
10% |
False |
False |
3,431 |
| 120 |
994.5 |
736.4 |
258.1 |
33.9% |
19.0 |
2.5% |
10% |
False |
False |
2,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.1 |
|
2.618 |
819.8 |
|
1.618 |
799.4 |
|
1.000 |
786.8 |
|
0.618 |
779.0 |
|
HIGH |
766.4 |
|
0.618 |
758.6 |
|
0.500 |
756.2 |
|
0.382 |
753.8 |
|
LOW |
746.0 |
|
0.618 |
733.4 |
|
1.000 |
725.6 |
|
1.618 |
713.0 |
|
2.618 |
692.6 |
|
4.250 |
659.3 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
759.4 |
760.7 |
| PP |
757.8 |
760.4 |
| S1 |
756.2 |
760.1 |
|