Gold is a nasty little contract to day trade. It spikes between 10 and 50 ticks often. It can be trading 785.0 and then it moves down to 780. Your stop at 784 gets filled at 780. Not sure why this happens, maybe its arbing between the electronic book and the floor... GC trades 100K contracts a day now. Almost as much as the smaller Stock Index Futures and Currency Futures but the SIF and FX futures dont spike like Gold...