mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 25-Aug-2020

Day Change Summary
	Previous	Current
	24-Aug-2020	25-Aug-2020	Change	Change %	Previous Week
Open	27,900	28,244	344	1.2%	27,840
High	28,266	28,480	214	0.8%	27,928
Low	27,877	28,042	165	0.6%	27,392
Close	28,239	28,193	-46	-0.2%	27,859
Range	389	438	49	12.6%	536
ATR	400	403	3	0.7%	0
Volume	157,196	184,066	26,870	17.1%	751,103

Daily Pivots for day following 25-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	29,552	29,311	28,434
R3	29,114	28,873	28,314
R2	28,676	28,676	28,273
R1	28,435	28,435	28,233	28,337
PP	28,238	28,238	28,238	28,189
S1	27,997	27,997	28,153	27,899
S2	27,800	27,800	28,113
S3	27,362	27,559	28,073
S4	26,924	27,121	27,952

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	29,334	29,133	28,154
R3	28,798	28,597	28,007
R2	28,262	28,262	27,957
R1	28,061	28,061	27,908	28,162
PP	27,726	27,726	27,726	27,777
S1	27,525	27,525	27,810	27,626
S2	27,190	27,190	27,761
S3	26,654	26,989	27,712
S4	26,118	26,453	27,564

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	28,480	27,392	1,088	3.9%	376	1.3%	74%	True	False	167,603
10	28,480	27,392	1,088	3.9%	327	1.2%	74%	True	False	154,604
20	28,480	25,881	2,599	9.2%	376	1.3%	89%	True	False	167,362
40	28,480	25,293	3,187	11.3%	428	1.5%	91%	True	False	185,396
60	28,480	24,409	4,071	14.4%	550	2.0%	93%	True	False	172,811
80	28,480	22,629	5,851	20.8%	551	2.0%	95%	True	False	129,661
100	28,480	20,696	7,784	27.6%	592	2.1%	96%	True	False	103,763
120	28,480	17,992	10,488	37.2%	754	2.7%	97%	True	False	86,498

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	107
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	30,342
2.618	29,627
1.618	29,189
1.000	28,918
0.618	28,751
HIGH	28,480
0.618	28,313
0.500	28,261
0.382	28,209
LOW	28,042
0.618	27,771
1.000	27,604
1.618	27,333
2.618	26,895
4.250	26,181

Fisher Pivots for day following 25-Aug-2020
Pivot	1 day	3 day
R1	28,261	28,121
PP	28,238	28,049
S1	28,216	27,977

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