mini-sized Dow ($5) Future September 2020

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

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	27,690	27,700	10	0.0%	26,400
High	28,069	27,963	-106	-0.4%	27,371
Low	27,532	27,612	80	0.3%	26,197
Close	27,614	27,866	252	0.9%	27,333
Range	537	351	-186	-34.6%	1,174
ATR	470	462	-9	-1.8%	0
Volume	236,391	162,035	-74,356	-31.5%	807,531

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	28,867	28,717	28,059
R3	28,516	28,366	27,963
R2	28,165	28,165	27,930
R1	28,015	28,015	27,898	28,090
PP	27,814	27,814	27,814	27,851
S1	27,664	27,664	27,834	27,739
S2	27,463	27,463	27,802
S3	27,112	27,313	27,770
S4	26,761	26,962	27,673

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	30,489	30,085	27,979
R3	29,315	28,911	27,656
R2	28,141	28,141	27,548
R1	27,737	27,737	27,441	27,939
PP	26,967	26,967	26,967	27,068
S1	26,563	26,563	27,226	26,765
S2	25,793	25,793	27,118
S3	24,619	25,389	27,010
S4	23,445	24,215	26,687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	28,069	26,924	1,145	4.1%	397	1.4%	82%	False	False	186,744
10	28,069	25,881	2,188	7.9%	429	1.5%	91%	False	False	182,512
20	28,069	25,881	2,188	7.9%	393	1.4%	91%	False	False	174,002
40	28,069	24,743	3,326	11.9%	522	1.9%	94%	False	False	203,487
60	28,069	23,986	4,083	14.7%	578	2.1%	95%	False	False	149,785
80	28,069	22,629	5,440	19.5%	584	2.1%	96%	False	False	112,373
100	28,069	17,992	10,077	36.2%	685	2.5%	98%	False	False	89,950
120	28,573	17,992	10,581	38.0%	814	2.9%	93%	False	False	74,968

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	105
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	29,455
2.618	28,882
1.618	28,531
1.000	28,314
0.618	28,180
HIGH	27,963
0.618	27,829
0.500	27,788
0.382	27,746
LOW	27,612
0.618	27,395
1.000	27,261
1.618	27,044
2.618	26,693
4.250	26,120

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	27,840	27,799
PP	27,814	27,732
S1	27,788	27,665

Download as Excel Spreadsheet

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

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