mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 12-Jun-2020

Day Change Summary
	Previous	Current
	11-Jun-2020	12-Jun-2020	Change	Change %	Previous Week
Open	26,832	25,063	-1,769	-6.6%	26,999
High	26,865	25,816	-1,049	-3.9%	27,491
Low	24,933	24,934	1	0.0%	24,933
Close	25,031	25,398	367	1.5%	25,398
Range	1,932	882	-1,050	-54.3%	2,558
ATR	706	719	13	1.8%	0
Volume	15,536	212,236	196,700	1,266.1%	232,393

Daily Pivots for day following 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	28,029	27,595	25,883
R3	27,147	26,713	25,641
R2	26,265	26,265	25,560
R1	25,831	25,831	25,479	26,048
PP	25,383	25,383	25,383	25,491
S1	24,949	24,949	25,317	25,166
S2	24,501	24,501	25,236
S3	23,619	24,067	25,156
S4	22,737	23,185	24,913

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	33,615	32,064	26,805
R3	31,057	29,506	26,102
R2	28,499	28,499	25,867
R1	26,948	26,948	25,633	26,445
PP	25,941	25,941	25,941	25,689
S1	24,390	24,390	25,164	23,887
S2	23,383	23,383	24,929
S3	20,825	21,832	24,695
S4	18,267	19,274	23,991

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	10.1%	882	3.5%	18%	False	False	46,478
10	27,491	24,933	2,558	10.1%	727	2.9%	18%	False	False	23,544
20	27,491	23,175	4,316	17.0%	640	2.5%	52%	False	False	11,904
40	27,491	22,629	4,862	19.1%	621	2.4%	57%	False	False	6,015
60	27,491	17,992	9,499	37.4%	813	3.2%	78%	False	False	4,101
80	29,334	17,992	11,342	44.7%	938	3.7%	65%	False	False	3,083

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	95
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	29,565
2.618	28,125
1.618	27,243
1.000	26,698
0.618	26,361
HIGH	25,816
0.618	25,479
0.500	25,375
0.382	25,271
LOW	24,934
0.618	24,389
1.000	24,052
1.618	23,507
2.618	22,625
4.250	21,186

Fisher Pivots for day following 12-Jun-2020
Pivot	1 day	3 day
R1	25,390	26,143
PP	25,383	25,894
S1	25,375	25,646

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

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