mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	27,858	27,828	-30	-0.1%	27,364
High	27,933	27,911	-22	-0.1%	28,069
Low	27,708	27,592	-116	-0.4%	27,260
Close	27,823	27,792	-31	-0.1%	27,792
Range	225	319	94	41.8%	809
ATR	445	436	-9	-2.0%	0
Volume	141,138	150,506	9,368	6.6%	859,185

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	28,722	28,576	27,968
R3	28,403	28,257	27,880
R2	28,084	28,084	27,851
R1	27,938	27,938	27,821	27,852
PP	27,765	27,765	27,765	27,722
S1	27,619	27,619	27,763	27,533
S2	27,446	27,446	27,734
S3	27,127	27,300	27,704
S4	26,808	26,981	27,617

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	30,134	29,772	28,237
R3	29,325	28,963	28,015
R2	28,516	28,516	27,940
R1	28,154	28,154	27,866	28,335
PP	27,707	27,707	27,707	27,798
S1	27,345	27,345	27,718	27,526
S2	26,898	26,898	27,644
S3	26,089	26,536	27,570
S4	25,280	25,727	27,347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	28,069	27,260	809	2.9%	377	1.4%	66%	False	False	171,837
10	28,069	26,197	1,872	6.7%	369	1.3%	85%	False	False	166,671
20	28,069	25,881	2,188	7.9%	389	1.4%	87%	False	False	171,082
40	28,069	24,743	3,326	12.0%	508	1.8%	92%	False	False	199,776
60	28,069	23,999	4,070	14.6%	568	2.0%	93%	False	False	154,640
80	28,069	22,629	5,440	19.6%	573	2.1%	95%	False	False	116,015
100	28,069	20,224	7,845	28.2%	653	2.4%	96%	False	False	92,860
120	28,069	17,992	10,077	36.3%	802	2.9%	97%	False	False	77,398

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	114
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	29,267
2.618	28,746
1.618	28,427
1.000	28,230
0.618	28,108
HIGH	27,911
0.618	27,789
0.500	27,752
0.382	27,714
LOW	27,592
0.618	27,395
1.000	27,273
1.618	27,076
2.618	26,757
4.250	26,236

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	27,779	27,787
PP	27,765	27,782
S1	27,752	27,778

Download as Excel Spreadsheet

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

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