mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 24-Mar-2020

Day Change Summary
	Previous	Current
	23-Mar-2020	24-Mar-2020	Change	Change %	Previous Week
Open	18,156	18,910	754	4.2%	22,018
High	19,696	20,628	932	4.7%	22,018
Low	17,992	18,587	595	3.3%	18,703
Close	18,419	20,538	2,119	11.5%	18,946
Range	1,704	2,041	337	19.8%	3,315
ATR	1,460	1,513	54	3.7%	0
Volume	362	279	-83	-22.9%	636

Daily Pivots for day following 24-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	26,041	25,330	21,661
R3	24,000	23,289	21,099
R2	21,959	21,959	20,912
R1	21,248	21,248	20,725	21,604
PP	19,918	19,918	19,918	20,095
S1	19,207	19,207	20,351	19,563
S2	17,877	17,877	20,164
S3	15,836	17,166	19,977
S4	13,795	15,125	19,416

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	20,805	17,992	2,813	13.7%	1,781	8.7%	91%	False	False	246
10	24,439	17,992	6,447	31.4%	1,916	9.3%	39%	False	False	135
20	27,432	17,992	9,440	46.0%	1,548	7.5%	27%	False	False	84

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	313
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	29,302
2.618	25,971
1.618	23,930
1.000	22,669
0.618	21,889
HIGH	20,628
0.618	19,848
0.500	19,608
0.382	19,367
LOW	18,587
0.618	17,326
1.000	16,546
1.618	15,285
2.618	13,244
4.250	9,913

Fisher Pivots for day following 24-Mar-2020
Pivot	1 day	3 day
R1	20,228	20,158
PP	19,918	19,778
S1	19,608	19,399

Download as Excel Spreadsheet

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

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