COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
788.0 |
774.8 |
-13.2 |
-1.7% |
815.5 |
| High |
790.3 |
869.2 |
78.9 |
10.0% |
818.5 |
| Low |
772.5 |
774.8 |
2.3 |
0.3% |
736.4 |
| Close |
777.1 |
847.1 |
70.0 |
9.0% |
761.0 |
| Range |
17.8 |
94.4 |
76.6 |
430.3% |
82.1 |
| ATR |
24.0 |
29.0 |
5.0 |
21.0% |
0.0 |
| Volume |
6,285 |
6,711 |
426 |
6.8% |
27,353 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,113.6 |
1,074.7 |
899.0 |
|
| R3 |
1,019.2 |
980.3 |
873.1 |
|
| R2 |
924.8 |
924.8 |
864.4 |
|
| R1 |
885.9 |
885.9 |
855.8 |
905.4 |
| PP |
830.4 |
830.4 |
830.4 |
840.1 |
| S1 |
791.5 |
791.5 |
838.4 |
811.0 |
| S2 |
736.0 |
736.0 |
829.8 |
|
| S3 |
641.6 |
697.1 |
821.1 |
|
| S4 |
547.2 |
602.7 |
795.2 |
|
|
| 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 |
869.2 |
736.4 |
132.8 |
15.7% |
35.5 |
4.2% |
83% |
True |
False |
6,055 |
| 10 |
869.2 |
736.4 |
132.8 |
15.7% |
31.1 |
3.7% |
83% |
True |
False |
5,503 |
| 20 |
869.2 |
736.4 |
132.8 |
15.7% |
25.7 |
3.0% |
83% |
True |
False |
5,207 |
| 40 |
954.0 |
736.4 |
217.6 |
25.7% |
24.5 |
2.9% |
51% |
False |
False |
6,974 |
| 60 |
994.5 |
736.4 |
258.1 |
30.5% |
23.0 |
2.7% |
43% |
False |
False |
5,584 |
| 80 |
994.5 |
736.4 |
258.1 |
30.5% |
21.9 |
2.6% |
43% |
False |
False |
4,377 |
| 100 |
994.5 |
736.4 |
258.1 |
30.5% |
20.4 |
2.4% |
43% |
False |
False |
3,600 |
| 120 |
994.5 |
736.4 |
258.1 |
30.5% |
19.7 |
2.3% |
43% |
False |
False |
3,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,270.4 |
|
2.618 |
1,116.3 |
|
1.618 |
1,021.9 |
|
1.000 |
963.6 |
|
0.618 |
927.5 |
|
HIGH |
869.2 |
|
0.618 |
833.1 |
|
0.500 |
822.0 |
|
0.382 |
810.9 |
|
LOW |
774.8 |
|
0.618 |
716.5 |
|
1.000 |
680.4 |
|
1.618 |
622.1 |
|
2.618 |
527.7 |
|
4.250 |
373.6 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
838.7 |
837.0 |
| PP |
830.4 |
826.9 |
| S1 |
822.0 |
816.8 |
|