mini-sized Dow ($5) Future September 2020

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	28,069	27,900	-169	-0.6%	27,706
High	28,112	27,995	-117	-0.4%	28,368
Low	27,547	27,762	215	0.8%	27,547
Close	27,938	27,807	-131	-0.5%	27,807
Range	565	233	-332	-58.8%	821
ATR	527	506	-21	-4.0%	0
Volume	36,703	900	-35,803	-97.5%	195,542

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	28,554	28,413	27,935
R3	28,321	28,180	27,871
R2	28,088	28,088	27,850
R1	27,947	27,947	27,828	27,901
PP	27,855	27,855	27,855	27,832
S1	27,714	27,714	27,786	27,668
S2	27,622	27,622	27,764
S3	27,389	27,481	27,743
S4	27,156	27,248	27,679

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	30,370	29,910	28,259
R3	29,549	29,089	28,033
R2	28,728	28,728	27,958
R1	28,268	28,268	27,882	28,498
PP	27,907	27,907	27,907	28,023
S1	27,447	27,447	27,732	27,677
S2	27,086	27,086	27,657
S3	26,265	26,626	27,581
S4	25,444	25,805	27,356

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	28,368	27,547	821	3.0%	379	1.4%	32%	False	False	39,108
10	28,592	27,185	1,407	5.1%	593	2.1%	44%	False	False	153,120
20	29,180	27,185	1,995	7.2%	532	1.9%	31%	False	False	172,225
40	29,180	25,881	3,299	11.9%	447	1.6%	58%	False	False	168,582
60	29,180	24,743	4,437	16.0%	479	1.7%	69%	False	False	184,912
80	29,180	24,409	4,771	17.2%	547	2.0%	71%	False	False	166,215
100	29,180	22,629	6,551	23.6%	554	2.0%	79%	False	False	133,006
120	29,180	20,466	8,714	31.3%	592	2.1%	84%	False	False	110,870

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	134
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	28,985
2.618	28,605
1.618	28,372
1.000	28,228
0.618	28,139
HIGH	27,995
0.618	27,906
0.500	27,879
0.382	27,851
LOW	27,762
0.618	27,618
1.000	27,529
1.618	27,385
2.618	27,152
4.250	26,772

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	27,879	27,958
PP	27,855	27,907
S1	27,831	27,857

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

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