COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
861.4 |
853.0 |
-8.4 |
-1.0% |
770.0 |
| High |
922.0 |
877.9 |
-44.1 |
-4.8% |
922.0 |
| Low |
833.1 |
824.5 |
-8.6 |
-1.0% |
764.4 |
| Close |
893.2 |
861.0 |
-32.2 |
-3.6% |
861.0 |
| Range |
88.9 |
53.4 |
-35.5 |
-39.9% |
157.6 |
| ATR |
33.3 |
35.8 |
2.5 |
7.6% |
0.0 |
| Volume |
9,809 |
9,297 |
-512 |
-5.2% |
37,381 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.7 |
991.2 |
890.4 |
|
| R3 |
961.3 |
937.8 |
875.7 |
|
| R2 |
907.9 |
907.9 |
870.8 |
|
| R1 |
884.4 |
884.4 |
865.9 |
896.2 |
| PP |
854.5 |
854.5 |
854.5 |
860.3 |
| S1 |
831.0 |
831.0 |
856.1 |
842.8 |
| S2 |
801.1 |
801.1 |
851.2 |
|
| S3 |
747.7 |
777.6 |
846.3 |
|
| S4 |
694.3 |
724.2 |
831.6 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.9 |
1,249.1 |
947.7 |
|
| R3 |
1,164.3 |
1,091.5 |
904.3 |
|
| R2 |
1,006.7 |
1,006.7 |
889.9 |
|
| R1 |
933.9 |
933.9 |
875.4 |
970.3 |
| PP |
849.1 |
849.1 |
849.1 |
867.4 |
| S1 |
776.3 |
776.3 |
846.6 |
812.7 |
| S2 |
691.5 |
691.5 |
832.1 |
|
| S3 |
533.9 |
618.7 |
817.7 |
|
| S4 |
376.3 |
461.1 |
774.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
922.0 |
764.4 |
157.6 |
18.3% |
55.6 |
6.5% |
61% |
False |
False |
7,476 |
| 10 |
922.0 |
736.4 |
185.6 |
21.6% |
40.3 |
4.7% |
67% |
False |
False |
6,473 |
| 20 |
922.0 |
736.4 |
185.6 |
21.6% |
30.6 |
3.6% |
67% |
False |
False |
5,611 |
| 40 |
940.2 |
736.4 |
203.8 |
23.7% |
26.9 |
3.1% |
61% |
False |
False |
7,241 |
| 60 |
994.5 |
736.4 |
258.1 |
30.0% |
25.0 |
2.9% |
48% |
False |
False |
5,847 |
| 80 |
994.5 |
736.4 |
258.1 |
30.0% |
23.1 |
2.7% |
48% |
False |
False |
4,607 |
| 100 |
994.5 |
736.4 |
258.1 |
30.0% |
21.5 |
2.5% |
48% |
False |
False |
3,782 |
| 120 |
994.5 |
736.4 |
258.1 |
30.0% |
20.4 |
2.4% |
48% |
False |
False |
3,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,104.9 |
|
2.618 |
1,017.7 |
|
1.618 |
964.3 |
|
1.000 |
931.3 |
|
0.618 |
910.9 |
|
HIGH |
877.9 |
|
0.618 |
857.5 |
|
0.500 |
851.2 |
|
0.382 |
844.9 |
|
LOW |
824.5 |
|
0.618 |
791.5 |
|
1.000 |
771.1 |
|
1.618 |
738.1 |
|
2.618 |
684.7 |
|
4.250 |
597.6 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
857.7 |
856.8 |
| PP |
854.5 |
852.6 |
| S1 |
851.2 |
848.4 |
|