mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 05-Aug-2020

Day Change Summary
	Previous	Current
	04-Aug-2020	05-Aug-2020	Change	Change %	Previous Week
Open	26,561	26,749	188	0.7%	26,275
High	26,744	27,114	370	1.4%	26,599
Low	26,439	26,666	227	0.9%	25,881
Close	26,717	27,055	338	1.3%	26,319
Range	305	448	143	46.9%	718
ATR	493	490	-3	-0.7%	0
Volume	145,516	155,148	9,632	6.6%	877,409

Daily Pivots for day following 05-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	28,289	28,120	27,302
R3	27,841	27,672	27,178
R2	27,393	27,393	27,137
R1	27,224	27,224	27,096	27,309
PP	26,945	26,945	26,945	26,987
S1	26,776	26,776	27,014	26,861
S2	26,497	26,497	26,973
S3	26,049	26,328	26,932
S4	25,601	25,880	26,809

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	28,420	28,088	26,714
R3	27,702	27,370	26,517
R2	26,984	26,984	26,451
R1	26,652	26,652	26,385	26,818
PP	26,266	26,266	26,266	26,350
S1	25,934	25,934	26,253	26,100
S2	25,548	25,548	26,187
S3	24,830	25,216	26,122
S4	24,112	24,498	25,924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	27,114	25,881	1,233	4.6%	462	1.7%	95%	True	False	178,279
10	27,114	25,881	1,233	4.6%	419	1.5%	95%	True	False	169,116
20	27,114	25,293	1,821	6.7%	451	1.7%	97%	True	False	191,019
40	27,352	24,409	2,943	10.9%	616	2.3%	90%	False	False	201,150
60	27,491	22,629	4,862	18.0%	609	2.2%	91%	False	False	134,241
80	27,491	22,629	4,862	18.0%	603	2.2%	91%	False	False	100,711
100	27,491	17,992	9,499	35.1%	751	2.8%	95%	False	False	80,620
120	29,424	17,992	11,432	42.3%	807	3.0%	79%	False	False	67,187

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	95
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	29,018
2.618	28,287
1.618	27,839
1.000	27,562
0.618	27,391
HIGH	27,114
0.618	26,943
0.500	26,890
0.382	26,837
LOW	26,666
0.618	26,389
1.000	26,218
1.618	25,941
2.618	25,493
4.250	24,762

Fisher Pivots for day following 05-Aug-2020
Pivot	1 day	3 day
R1	27,000	26,922
PP	26,945	26,789
S1	26,890	26,656

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