mini-sized Dow ($5) Future September 2020

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

Day Change Summary
	Previous	Current
	16-Jun-2020	17-Jun-2020	Change	Change %	Previous Week
Open	25,717	26,130	413	1.6%	26,999
High	26,658	26,494	-164	-0.6%	27,491
Low	25,660	25,923	263	1.0%	24,933
Close	26,193	26,025	-168	-0.6%	25,398
Range	998	571	-427	-42.8%	2,558
ATR	780	765	-15	-1.9%	0
Volume	340,025	216,527	-123,498	-36.3%	232,393

Daily Pivots for day following 17-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	27,860	27,514	26,339
R3	27,289	26,943	26,182
R2	26,718	26,718	26,130
R1	26,372	26,372	26,077	26,260
PP	26,147	26,147	26,147	26,091
S1	25,801	25,801	25,973	25,689
S2	25,576	25,576	25,920
S3	25,005	25,230	25,868
S4	24,434	24,659	25,711

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	26,865	24,409	2,456	9.4%	1,146	4.4%	66%	False	False	210,857
10	27,491	24,409	3,082	11.8%	873	3.4%	52%	False	False	106,049
20	27,491	23,986	3,505	13.5%	686	2.6%	58%	False	False	53,196
40	27,491	22,629	4,862	18.7%	640	2.5%	70%	False	False	26,668
60	27,491	18,587	8,904	34.2%	775	3.0%	84%	False	False	17,862
80	28,145	17,992	10,153	39.0%	957	3.7%	79%	False	False	13,414

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	168
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	28,921
2.618	27,989
1.618	27,418
1.000	27,065
0.618	26,847
HIGH	26,494
0.618	26,276
0.500	26,209
0.382	26,141
LOW	25,923
0.618	25,570
1.000	25,352
1.618	24,999
2.618	24,428
4.250	23,496

Fisher Pivots for day following 17-Jun-2020
Pivot	1 day	3 day
R1	26,209	25,861
PP	26,147	25,697
S1	26,086	25,534

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