mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	28,301	28,136	-165	-0.6%	28,679
High	28,592	28,404	-188	-0.7%	29,180
Low	27,643	27,440	-203	-0.7%	27,643
Close	28,074	27,525	-549	-2.0%	28,074
Range	949	964	15	1.6%	1,537
ATR	488	522	34	7.0%	0
Volume	389,756	383,743	-6,013	-1.5%	1,283,905

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	30,682	30,067	28,055
R3	29,718	29,103	27,790
R2	28,754	28,754	27,702
R1	28,139	28,139	27,613	27,965
PP	27,790	27,790	27,790	27,702
S1	27,175	27,175	27,437	27,001
S2	26,826	26,826	27,348
S3	25,862	26,211	27,260
S4	24,898	25,247	26,995

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	27,440	1,740	6.3%	796	2.9%	5%	False	True	296,078
10	29,180	27,440	1,740	6.3%	580	2.1%	5%	False	True	235,385
20	29,180	27,392	1,788	6.5%	459	1.7%	7%	False	False	197,611
40	29,180	25,874	3,306	12.0%	433	1.6%	50%	False	False	189,332
60	29,180	24,409	4,771	17.3%	525	1.9%	65%	False	False	205,055
80	29,180	23,175	6,005	21.8%	554	2.0%	72%	False	False	156,767
100	29,180	22,629	6,551	23.8%	564	2.0%	75%	False	False	125,439
120	29,180	17,992	11,188	40.6%	669	2.4%	85%	False	False	104,578

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	144
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	32,501
2.618	30,928
1.618	29,964
1.000	29,368
0.618	29,000
HIGH	28,404
0.618	28,036
0.500	27,922
0.382	27,808
LOW	27,440
0.618	26,844
1.000	26,476
1.618	25,880
2.618	24,916
4.250	23,343

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	27,922	28,310
PP	27,790	28,048
S1	27,657	27,787

Download as Excel Spreadsheet

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

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