COMEX Gold Future October 2008
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
803.8 |
793.7 |
-10.1 |
-1.3% |
861.1 |
| High |
803.8 |
793.7 |
-10.1 |
-1.3% |
861.1 |
| Low |
787.5 |
766.1 |
-21.4 |
-2.7% |
773.8 |
| Close |
787.6 |
766.1 |
-21.5 |
-2.7% |
785.1 |
| Range |
16.3 |
27.6 |
11.3 |
69.3% |
87.3 |
| ATR |
35.8 |
35.2 |
-0.6 |
-1.6% |
0.0 |
| Volume |
55 |
19 |
-36 |
-65.5% |
492 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
858.1 |
839.7 |
781.3 |
|
| R3 |
830.5 |
812.1 |
773.7 |
|
| R2 |
802.9 |
802.9 |
771.2 |
|
| R1 |
784.5 |
784.5 |
768.6 |
779.9 |
| PP |
775.3 |
775.3 |
775.3 |
773.0 |
| S1 |
756.9 |
756.9 |
763.6 |
752.3 |
| S2 |
747.7 |
747.7 |
761.0 |
|
| S3 |
720.1 |
729.3 |
758.5 |
|
| S4 |
692.5 |
701.7 |
750.9 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,068.6 |
1,014.1 |
833.1 |
|
| R3 |
981.3 |
926.8 |
809.1 |
|
| R2 |
894.0 |
894.0 |
801.1 |
|
| R1 |
839.5 |
839.5 |
793.1 |
823.1 |
| PP |
806.7 |
806.7 |
806.7 |
798.5 |
| S1 |
752.2 |
752.2 |
777.1 |
735.8 |
| S2 |
719.4 |
719.4 |
769.1 |
|
| S3 |
632.1 |
664.9 |
761.1 |
|
| S4 |
544.8 |
577.6 |
737.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
848.7 |
766.1 |
82.6 |
10.8% |
30.0 |
3.9% |
0% |
False |
True |
55 |
| 10 |
925.7 |
766.1 |
159.6 |
20.8% |
35.3 |
4.6% |
0% |
False |
True |
99 |
| 20 |
925.7 |
766.1 |
159.6 |
20.8% |
35.6 |
4.6% |
0% |
False |
True |
2,063 |
| 40 |
925.7 |
736.4 |
189.3 |
24.7% |
34.3 |
4.5% |
16% |
False |
False |
3,854 |
| 60 |
937.8 |
736.4 |
201.4 |
26.3% |
30.6 |
4.0% |
15% |
False |
False |
5,424 |
| 80 |
994.5 |
736.4 |
258.1 |
33.7% |
27.9 |
3.6% |
12% |
False |
False |
4,985 |
| 100 |
994.5 |
736.4 |
258.1 |
33.7% |
25.9 |
3.4% |
12% |
False |
False |
4,167 |
| 120 |
994.5 |
736.4 |
258.1 |
33.7% |
24.1 |
3.1% |
12% |
False |
False |
3,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
911.0 |
|
2.618 |
866.0 |
|
1.618 |
838.4 |
|
1.000 |
821.3 |
|
0.618 |
810.8 |
|
HIGH |
793.7 |
|
0.618 |
783.2 |
|
0.500 |
779.9 |
|
0.382 |
776.6 |
|
LOW |
766.1 |
|
0.618 |
749.0 |
|
1.000 |
738.5 |
|
1.618 |
721.4 |
|
2.618 |
693.8 |
|
4.250 |
648.8 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
779.9 |
786.6 |
| PP |
775.3 |
779.7 |
| S1 |
770.7 |
772.9 |
|