mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	28,637	29,076	439	1.5%	27,900
High	29,152	29,180	28	0.1%	28,718
Low	28,611	28,052	-559	-2.0%	27,877
Close	29,090	28,351	-739	-2.5%	28,611
Range	541	1,128	587	108.5%	841
ATR	400	452	52	13.0%	0
Volume	213,540	328,250	114,710	53.7%	843,405

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	31,912	31,259	28,972
R3	30,784	30,131	28,661
R2	29,656	29,656	28,558
R1	29,003	29,003	28,455	28,766
PP	28,528	28,528	28,528	28,409
S1	27,875	27,875	28,248	27,638
S2	27,400	27,400	28,144
S3	26,272	26,747	28,041
S4	25,144	25,619	27,731

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	29,180	28,052	1,128	4.0%	559	2.0%	27%	True	True	208,396
10	29,180	27,473	1,707	6.0%	470	1.7%	51%	True	False	191,331
20	29,180	27,105	2,075	7.3%	399	1.4%	60%	True	False	176,830
40	29,180	25,293	3,887	13.7%	418	1.5%	79%	True	False	182,360
60	29,180	24,409	4,771	16.8%	540	1.9%	83%	True	False	195,959
80	29,180	22,629	6,551	23.1%	551	1.9%	87%	True	False	147,104
100	29,180	22,629	6,551	23.1%	559	2.0%	87%	True	False	117,706
120	29,180	17,992	11,188	39.5%	678	2.4%	93%	True	False	98,133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	111
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	33,974
2.618	32,133
1.618	31,005
1.000	30,308
0.618	29,877
HIGH	29,180
0.618	28,749
0.500	28,616
0.382	28,483
LOW	28,052
0.618	27,355
1.000	26,924
1.618	26,227
2.618	25,099
4.250	23,258

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	28,616	28,616
PP	28,528	28,528
S1	28,439	28,439

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

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