mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 23-Mar-2020

Day Change Summary
	Previous	Current
	20-Mar-2020	23-Mar-2020	Change	Change %	Previous Week
Open	19,700	18,156	-1,544	-7.8%	22,018
High	20,805	19,696	-1,109	-5.3%	22,018
Low	18,750	17,992	-758	-4.0%	18,703
Close	18,946	18,419	-527	-2.8%	18,946
Range	2,055	1,704	-351	-17.1%	3,315
ATR	1,441	1,460	19	1.3%	0
Volume	443	362	-81	-18.3%	636

Daily Pivots for day following 23-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	23,814	22,821	19,356
R3	22,110	21,117	18,888
R2	20,406	20,406	18,732
R1	19,413	19,413	18,575	19,910
PP	18,702	18,702	18,702	18,951
S1	17,709	17,709	18,263	18,206
S2	16,998	16,998	18,107
S3	15,294	16,005	17,951
S4	13,590	14,301	17,482

Weekly Pivots for week ending 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	29,834	27,705	20,769
R3	26,519	24,390	19,858
R2	23,204	23,204	19,554
R1	21,075	21,075	19,250	20,482
PP	19,889	19,889	19,889	19,593
S1	17,760	17,760	18,642	17,167
S2	16,574	16,574	18,338
S3	13,259	14,445	18,035
S4	9,944	11,130	17,123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21,031	17,992	3,039	16.5%	1,636	8.9%	14%	False	True	194
10	24,755	17,992	6,763	36.7%	1,862	10.1%	6%	False	True	109
20	28,145	17,992	10,153	55.1%	1,504	8.2%	4%	False	True	71

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	326
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	26,938
2.618	24,157
1.618	22,453
1.000	21,400
0.618	20,749
HIGH	19,696
0.618	19,045
0.500	18,844
0.382	18,643
LOW	17,992
0.618	16,939
1.000	16,288
1.618	15,235
2.618	13,531
4.250	10,750

Fisher Pivots for day following 23-Mar-2020
Pivot	1 day	3 day
R1	18,844	19,399
PP	18,702	19,072
S1	18,561	18,746

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