mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	27,944	27,564	-380	-1.4%	28,136
High	28,159	27,828	-331	-1.2%	28,404
Low	27,432	27,440	8	0.0%	27,185
Close	27,545	27,612	67	0.2%	27,612
Range	727	388	-339	-46.6%	1,219
ATR	569	556	-13	-2.3%	0
Volume	228,783	112,998	-115,785	-50.6%	945,909

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	28,791	28,589	27,826
R3	28,403	28,201	27,719
R2	28,015	28,015	27,683
R1	27,813	27,813	27,648	27,914
PP	27,627	27,627	27,627	27,677
S1	27,425	27,425	27,577	27,526
S2	27,239	27,239	27,541
S3	26,851	27,037	27,505
S4	26,463	26,649	27,399

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	31,391	30,720	28,283
R3	30,172	29,501	27,947
R2	28,953	28,953	27,836
R1	28,282	28,282	27,724	28,008
PP	27,734	27,734	27,734	27,597
S1	27,063	27,063	27,500	26,789
S2	26,515	26,515	27,389
S3	25,296	25,844	27,277
S4	24,077	24,625	26,942

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	28,592	27,185	1,407	5.1%	808	2.9%	30%	False	False	267,133
10	29,180	27,185	1,995	7.2%	683	2.5%	21%	False	False	237,764
20	29,180	27,185	1,995	7.2%	509	1.8%	21%	False	False	198,741
40	29,180	25,881	3,299	11.9%	447	1.6%	52%	False	False	184,942
60	29,180	24,743	4,437	16.1%	512	1.9%	65%	False	False	200,649
80	29,180	23,986	5,194	18.8%	556	2.0%	70%	False	False	163,786
100	29,180	22,629	6,551	23.7%	563	2.0%	76%	False	False	131,056
120	29,180	18,587	10,593	38.4%	644	2.3%	85%	False	False	109,255

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	152
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	29,477
2.618	28,844
1.618	28,456
1.000	28,216
0.618	28,068
HIGH	27,828
0.618	27,680
0.500	27,634
0.382	27,588
LOW	27,440
0.618	27,200
1.000	27,052
1.618	26,812
2.618	26,424
4.250	25,791

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	27,634	27,691
PP	27,627	27,664
S1	27,619	27,638

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

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