mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 02-Sep-2020

Day Change Summary
	Previous	Current
	01-Sep-2020	02-Sep-2020	Change	Change %	Previous Week
Open	28,379	28,637	258	0.9%	27,900
High	28,654	29,152	498	1.7%	28,718
Low	28,257	28,611	354	1.3%	27,877
Close	28,622	29,090	468	1.6%	28,611
Range	397	541	144	36.3%	841
ATR	389	400	11	2.8%	0
Volume	165,105	213,540	48,435	29.3%	843,405

Daily Pivots for day following 02-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	30,574	30,373	29,388
R3	30,033	29,832	29,239
R2	29,492	29,492	29,189
R1	29,291	29,291	29,140	29,392
PP	28,951	28,951	28,951	29,001
S1	28,750	28,750	29,041	28,851
S2	28,410	28,410	28,991
S3	27,869	28,209	28,941
S4	27,328	27,668	28,793

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	30,925	30,609	29,074
R3	30,084	29,768	28,842
R2	29,243	29,243	28,765
R1	28,927	28,927	28,688	29,085
PP	28,402	28,402	28,402	28,481
S1	28,086	28,086	28,534	28,244
S2	27,561	27,561	28,457
S3	26,720	27,245	28,380
S4	25,879	26,404	28,149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	29,152	28,181	971	3.3%	415	1.4%	94%	True	False	184,803
10	29,152	27,392	1,760	6.1%	390	1.3%	96%	True	False	174,621
20	29,152	26,924	2,228	7.7%	361	1.2%	97%	True	False	169,288
40	29,152	25,293	3,859	13.3%	406	1.4%	98%	True	False	180,154
60	29,152	24,409	4,743	16.3%	531	1.8%	99%	True	False	190,530
80	29,152	22,629	6,523	22.4%	547	1.9%	99%	True	False	143,003
100	29,152	22,629	6,523	22.4%	555	1.9%	99%	True	False	114,426
120	29,152	17,992	11,160	38.4%	686	2.4%	99%	True	False	95,398

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	108
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	31,451
2.618	30,568
1.618	30,027
1.000	29,693
0.618	29,486
HIGH	29,152
0.618	28,945
0.500	28,882
0.382	28,818
LOW	28,611
0.618	28,277
1.000	28,070
1.618	27,736
2.618	27,195
4.250	26,312

Fisher Pivots for day following 02-Sep-2020
Pivot	1 day	3 day
R1	29,021	28,962
PP	28,951	28,833
S1	28,882	28,705

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