mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 17-Sep-2020

Day Change Summary
	Previous	Current
	16-Sep-2020	17-Sep-2020	Change	Change %	Previous Week
Open	28,037	28,069	32	0.1%	28,136
High	28,368	28,112	-256	-0.9%	28,404
Low	27,965	27,547	-418	-1.5%	27,185
Close	28,054	27,938	-116	-0.4%	27,612
Range	403	565	162	40.2%	1,219
ATR	524	527	3	0.6%	0
Volume	31,925	36,703	4,778	15.0%	945,909

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	29,561	29,314	28,249
R3	28,996	28,749	28,094
R2	28,431	28,431	28,042
R1	28,184	28,184	27,990	28,025
PP	27,866	27,866	27,866	27,786
S1	27,619	27,619	27,886	27,460
S2	27,301	27,301	27,835
S3	26,736	27,054	27,783
S4	26,171	26,489	27,627

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	27,440	928	3.3%	410	1.5%	54%	False	False	61,528
10	29,180	27,185	1,995	7.1%	683	2.4%	38%	False	False	185,855
20	29,180	27,185	1,995	7.1%	536	1.9%	38%	False	False	180,238
40	29,180	25,881	3,299	11.8%	456	1.6%	62%	False	False	173,387
60	29,180	24,743	4,437	15.9%	492	1.8%	72%	False	False	189,586
80	29,180	24,409	4,771	17.1%	553	2.0%	74%	False	False	166,208
100	29,180	22,629	6,551	23.4%	557	2.0%	81%	False	False	132,999
120	29,180	20,466	8,714	31.2%	602	2.2%	86%	False	False	110,864

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	135
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	30,513
2.618	29,591
1.618	29,026
1.000	28,677
0.618	28,461
HIGH	28,112
0.618	27,896
0.500	27,830
0.382	27,763
LOW	27,547
0.618	27,198
1.000	26,982
1.618	26,633
2.618	26,068
4.250	25,146

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	27,902	27,958
PP	27,866	27,951
S1	27,830	27,945

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

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