mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	27,564	27,706	142	0.5%	28,136
High	27,828	28,086	258	0.9%	28,404
Low	27,440	27,706	266	1.0%	27,185
Close	27,612	27,993	381	1.4%	27,612
Range	388	380	-8	-2.1%	1,219
ATR	556	550	-6	-1.1%	0
Volume	112,998	75,178	-37,820	-33.5%	945,909

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	29,068	28,911	28,202
R3	28,688	28,531	28,098
R2	28,308	28,308	28,063
R1	28,151	28,151	28,028	28,230
PP	27,928	27,928	27,928	27,968
S1	27,771	27,771	27,958	27,850
S2	27,548	27,548	27,923
S3	27,168	27,391	27,889
S4	26,788	27,011	27,784

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	28,404	27,185	1,219	4.4%	694	2.5%	66%	False	False	204,217
10	29,180	27,185	1,995	7.1%	694	2.5%	41%	False	False	230,499
20	29,180	27,185	1,995	7.1%	512	1.8%	41%	False	False	194,975
40	29,180	25,881	3,299	11.8%	451	1.6%	64%	False	False	183,028
60	29,180	24,743	4,437	15.9%	510	1.8%	73%	False	False	198,175
80	29,180	23,999	5,181	18.5%	554	2.0%	77%	False	False	164,723
100	29,180	22,629	6,551	23.4%	560	2.0%	82%	False	False	131,807
120	29,180	20,224	8,956	32.0%	630	2.2%	87%	False	False	109,879

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	145
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	29,701
2.618	29,081
1.618	28,701
1.000	28,466
0.618	28,321
HIGH	28,086
0.618	27,941
0.500	27,896
0.382	27,851
LOW	27,706
0.618	27,471
1.000	27,326
1.618	27,091
2.618	26,711
4.250	26,091

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	27,961	27,927
PP	27,928	27,861
S1	27,896	27,796

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