mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 11-Jun-2020

Day Change Summary
	Previous	Current
	10-Jun-2020	11-Jun-2020	Change	Change %	Previous Week
Open	27,146	26,832	-314	-1.2%	25,336
High	27,352	26,865	-487	-1.8%	27,192
Low	26,774	24,933	-1,841	-6.9%	24,970
Close	26,832	25,031	-1,801	-6.7%	26,937
Range	578	1,932	1,354	234.3%	2,222
ATR	612	706	94	15.4%	0
Volume	2,479	15,536	13,057	526.7%	3,052

Daily Pivots for day following 11-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	31,406	30,150	26,094
R3	29,474	28,218	25,562
R2	27,542	27,542	25,385
R1	26,286	26,286	25,208	25,948
PP	25,610	25,610	25,610	25,441
S1	24,354	24,354	24,854	24,016
S2	23,678	23,678	24,677
S3	21,746	22,422	24,500
S4	19,814	20,490	23,969

Weekly Pivots for week ending 05-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	33,032	32,207	28,159
R3	30,810	29,985	27,548
R2	28,588	28,588	27,344
R1	27,763	27,763	27,141	28,176
PP	26,366	26,366	26,366	26,573
S1	25,541	25,541	26,733	25,954
S2	24,144	24,144	26,530
S3	21,922	23,319	26,326
S4	19,700	21,097	25,715

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	27,491	24,933	2,558	10.2%	926	3.7%	4%	False	True	4,258
10	27,491	24,871	2,620	10.5%	689	2.8%	6%	False	False	2,358
20	27,491	22,629	4,862	19.4%	640	2.6%	49%	False	False	1,302
40	27,491	22,629	4,862	19.4%	616	2.5%	49%	False	False	712
60	27,491	17,992	9,499	37.9%	826	3.3%	74%	False	False	565
80	29,334	17,992	11,342	45.3%	928	3.7%	62%	False	False	430

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	89
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	35,076
2.618	31,923
1.618	29,991
1.000	28,797
0.618	28,059
HIGH	26,865
0.618	26,127
0.500	25,899
0.382	25,671
LOW	24,933
0.618	23,739
1.000	23,001
1.618	21,807
2.618	19,875
4.250	16,722

Fisher Pivots for day following 11-Jun-2020
Pivot	1 day	3 day
R1	25,899	26,212
PP	25,610	25,818
S1	25,320	25,425

Download as Excel Spreadsheet

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

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