mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 04-Sep-2020

Day Change Summary
	Previous	Current
	03-Sep-2020	04-Sep-2020	Change	Change %	Previous Week
Open	29,076	28,301	-775	-2.7%	28,679
High	29,180	28,592	-588	-2.0%	29,180
Low	28,052	27,643	-409	-1.5%	27,643
Close	28,351	28,074	-277	-1.0%	28,074
Range	1,128	949	-179	-15.9%	1,537
ATR	452	488	35	7.8%	0
Volume	328,250	389,756	61,506	18.7%	1,283,905

Daily Pivots for day following 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	30,950	30,461	28,596
R3	30,001	29,512	28,335
R2	29,052	29,052	28,248
R1	28,563	28,563	28,161	28,333
PP	28,103	28,103	28,103	27,988
S1	27,614	27,614	27,987	27,384
S2	27,154	27,154	27,900
S3	26,205	26,665	27,813
S4	25,256	25,716	27,552

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	32,910	32,029	28,919
R3	31,373	30,492	28,497
R2	29,836	29,836	28,356
R1	28,955	28,955	28,215	28,627
PP	28,299	28,299	28,299	28,135
S1	27,418	27,418	27,933	27,090
S2	26,762	26,762	27,792
S3	25,225	25,881	27,651
S4	23,688	24,344	27,229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	29,180	27,643	1,537	5.5%	693	2.5%	28%	False	True	256,781
10	29,180	27,643	1,537	5.5%	522	1.9%	28%	False	True	212,731
20	29,180	27,260	1,920	6.8%	433	1.5%	42%	False	False	186,879
40	29,180	25,874	3,306	11.8%	424	1.5%	67%	False	False	186,365
60	29,180	24,409	4,771	17.0%	524	1.9%	77%	False	False	202,196
80	29,180	22,629	6,551	23.3%	553	2.0%	83%	False	False	151,973
100	29,180	22,629	6,551	23.3%	561	2.0%	83%	False	False	121,603
120	29,180	17,992	11,188	39.9%	675	2.4%	90%	False	False	101,381

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	120
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	32,625
2.618	31,077
1.618	30,128
1.000	29,541
0.618	29,179
HIGH	28,592
0.618	28,230
0.500	28,118
0.382	28,006
LOW	27,643
0.618	27,057
1.000	26,694
1.618	26,108
2.618	25,159
4.250	23,610

Fisher Pivots for day following 04-Sep-2020
Pivot	1 day	3 day
R1	28,118	28,412
PP	28,103	28,299
S1	28,089	28,187

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

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