mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	27,978	28,037	59	0.2%	28,136
High	28,245	28,368	123	0.4%	28,404
Low	27,933	27,965	32	0.1%	27,185
Close	28,027	28,054	27	0.1%	27,612
Range	312	403	91	29.2%	1,219
ATR	533	524	-9	-1.7%	0
Volume	50,836	31,925	-18,911	-37.2%	945,909

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	29,338	29,099	28,276
R3	28,935	28,696	28,165
R2	28,532	28,532	28,128
R1	28,293	28,293	28,091	28,413
PP	28,129	28,129	28,129	28,189
S1	27,890	27,890	28,017	28,010
S2	27,726	27,726	27,980
S3	27,323	27,487	27,943
S4	26,920	27,084	27,832

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	28,368	27,432	936	3.3%	442	1.6%	66%	True	False	99,944
10	29,180	27,185	1,995	7.1%	680	2.4%	44%	False	False	203,539
20	29,180	27,185	1,995	7.1%	523	1.9%	44%	False	False	186,395
40	29,180	25,881	3,299	11.8%	452	1.6%	66%	False	False	176,544
60	29,180	24,743	4,437	15.8%	495	1.8%	75%	False	False	192,312
80	29,180	24,313	4,867	17.3%	554	2.0%	77%	False	False	165,754
100	29,180	22,629	6,551	23.4%	557	2.0%	83%	False	False	132,632
120	29,180	20,466	8,714	31.1%	607	2.2%	87%	False	False	110,562

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	134
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	30,081
2.618	29,423
1.618	29,020
1.000	28,771
0.618	28,617
HIGH	28,368
0.618	28,214
0.500	28,167
0.382	28,119
LOW	27,965
0.618	27,716
1.000	27,562
1.618	27,313
2.618	26,910
4.250	26,252

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	28,167	28,048
PP	28,129	28,043
S1	28,092	28,037

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

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