mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 17-Aug-2020

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	27,828	27,840	12	0.0%	27,364
High	27,911	27,928	17	0.1%	28,069
Low	27,592	27,736	144	0.5%	27,260
Close	27,792	27,775	-17	-0.1%	27,792
Range	319	192	-127	-39.8%	809
ATR	436	419	-17	-4.0%	0
Volume	150,506	111,616	-38,890	-25.8%	859,185

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	28,389	28,274	27,881
R3	28,197	28,082	27,828
R2	28,005	28,005	27,810
R1	27,890	27,890	27,793	27,852
PP	27,813	27,813	27,813	27,794
S1	27,698	27,698	27,758	27,660
S2	27,621	27,621	27,740
S3	27,429	27,506	27,722
S4	27,237	27,314	27,670

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	30,134	29,772	28,237
R3	29,325	28,963	28,015
R2	28,516	28,516	27,940
R1	28,154	28,154	27,866	28,335
PP	27,707	27,707	27,707	27,798
S1	27,345	27,345	27,718	27,526
S2	26,898	26,898	27,644
S3	26,089	26,536	27,570
S4	25,280	25,727	27,347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	28,069	27,532	537	1.9%	325	1.2%	45%	False	False	160,337
10	28,069	26,439	1,630	5.9%	347	1.3%	82%	False	False	163,764
20	28,069	25,881	2,188	7.9%	383	1.4%	87%	False	False	168,248
40	28,069	24,743	3,326	12.0%	493	1.8%	91%	False	False	196,110
60	28,069	23,999	4,070	14.7%	566	2.0%	93%	False	False	156,497
80	28,069	22,629	5,440	19.6%	568	2.0%	95%	False	False	117,409
100	28,069	20,466	7,603	27.4%	639	2.3%	96%	False	False	93,971
120	28,069	17,992	10,077	36.3%	798	2.9%	97%	False	False	78,328

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	102
Narrowest range in 125 trading days

Fibonacci Retracements and Extensions
4.250	28,744
2.618	28,431
1.618	28,239
1.000	28,120
0.618	28,047
HIGH	27,928
0.618	27,855
0.500	27,832
0.382	27,809
LOW	27,736
0.618	27,617
1.000	27,544
1.618	27,425
2.618	27,233
4.250	26,920

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	27,832	27,771
PP	27,813	27,767
S1	27,794	27,763

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols