mini-sized Dow ($5) Future December 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	27,910	27,960	50	0.2%	27,917
High	28,251	27,995	-256	-0.9%	28,283
Low	27,846	27,426	-420	-1.5%	27,066
Close	27,937	27,819	-118	-0.4%	27,493
Range	405	569	164	40.5%	1,217
ATR	516	520	4	0.7%	0
Volume	149,813	236,969	87,156	58.2%	211,229

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	29,454	29,205	28,132
R3	28,885	28,636	27,976
R2	28,316	28,316	27,923
R1	28,067	28,067	27,871	27,907
PP	27,747	27,747	27,747	27,667
S1	27,498	27,498	27,767	27,338
S2	27,178	27,178	27,715
S3	26,609	26,929	27,663
S4	26,040	26,360	27,506

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	31,265	30,596	28,162
R3	30,048	29,379	27,828
R2	28,831	28,831	27,716
R1	28,162	28,162	27,605	27,888
PP	27,614	27,614	27,614	27,477
S1	26,945	26,945	27,382	26,671
S2	26,397	26,397	27,270
S3	25,180	25,728	27,158
S4	23,963	24,511	26,824

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	28,251	27,318	933	3.4%	416	1.5%	54%	False	False	176,316
10	29,050	27,066	1,984	7.1%	683	2.5%	38%	False	False	91,001
20	29,050	27,066	1,984	7.1%	531	1.9%	38%	False	False	45,632
40	29,050	25,769	3,281	11.8%	443	1.6%	62%	False	False	22,878
60	29,050	24,644	4,406	15.8%	476	1.7%	72%	False	False	15,291
80	29,050	24,350	4,700	16.9%	517	1.9%	74%	False	False	11,472

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	145
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	30,413
2.618	29,485
1.618	28,916
1.000	28,564
0.618	28,347
HIGH	27,995
0.618	27,778
0.500	27,711
0.382	27,643
LOW	27,426
0.618	27,074
1.000	26,857
1.618	26,505
2.618	25,936
4.250	25,008

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	27,783	27,839
PP	27,747	27,832
S1	27,711	27,826

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

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