COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
902.2 |
889.9 |
-12.3 |
-1.4% |
770.0 |
| High |
910.0 |
902.1 |
-7.9 |
-0.9% |
922.0 |
| Low |
880.3 |
876.0 |
-4.3 |
-0.5% |
764.4 |
| Close |
885.9 |
889.4 |
3.5 |
0.4% |
861.0 |
| Range |
29.7 |
26.1 |
-3.6 |
-12.1% |
157.6 |
| ATR |
36.1 |
35.4 |
-0.7 |
-2.0% |
0.0 |
| Volume |
6,450 |
4,333 |
-2,117 |
-32.8% |
37,381 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
967.5 |
954.5 |
903.8 |
|
| R3 |
941.4 |
928.4 |
896.6 |
|
| R2 |
915.3 |
915.3 |
894.2 |
|
| R1 |
902.3 |
902.3 |
891.8 |
895.8 |
| PP |
889.2 |
889.2 |
889.2 |
885.9 |
| S1 |
876.2 |
876.2 |
887.0 |
869.7 |
| S2 |
863.1 |
863.1 |
884.6 |
|
| S3 |
837.0 |
850.1 |
882.2 |
|
| S4 |
810.9 |
824.0 |
875.0 |
|
|
| 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 |
824.5 |
97.5 |
11.0% |
48.5 |
5.4% |
67% |
False |
False |
6,423 |
| 10 |
922.0 |
736.4 |
185.6 |
20.9% |
42.0 |
4.7% |
82% |
False |
False |
6,239 |
| 20 |
922.0 |
736.4 |
185.6 |
20.9% |
33.0 |
3.7% |
82% |
False |
False |
5,680 |
| 40 |
929.7 |
736.4 |
193.3 |
21.7% |
28.2 |
3.2% |
79% |
False |
False |
6,978 |
| 60 |
994.5 |
736.4 |
258.1 |
29.0% |
25.5 |
2.9% |
59% |
False |
False |
6,002 |
| 80 |
994.5 |
736.4 |
258.1 |
29.0% |
23.6 |
2.7% |
59% |
False |
False |
4,742 |
| 100 |
994.5 |
736.4 |
258.1 |
29.0% |
22.0 |
2.5% |
59% |
False |
False |
3,905 |
| 120 |
994.5 |
736.4 |
258.1 |
29.0% |
21.0 |
2.4% |
59% |
False |
False |
3,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,013.0 |
|
2.618 |
970.4 |
|
1.618 |
944.3 |
|
1.000 |
928.2 |
|
0.618 |
918.2 |
|
HIGH |
902.1 |
|
0.618 |
892.1 |
|
0.500 |
889.1 |
|
0.382 |
886.0 |
|
LOW |
876.0 |
|
0.618 |
859.9 |
|
1.000 |
849.9 |
|
1.618 |
833.8 |
|
2.618 |
807.7 |
|
4.250 |
765.1 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
889.3 |
888.6 |
| PP |
889.2 |
887.8 |
| S1 |
889.1 |
887.0 |
|