mini-sized Dow ($5) Future September 2020


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 29,076 28,301 -775 -2.7% 28,679
High 29,180 28,592 -588 -2.0% 29,180
Low 28,052 27,643 -409 -1.5% 27,643
Close 28,351 28,074 -277 -1.0% 28,074
Range 1,128 949 -179 -15.9% 1,537
ATR 452 488 35 7.8% 0
Volume 328,250 389,756 61,506 18.7% 1,283,905
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 30,950 30,461 28,596
R3 30,001 29,512 28,335
R2 29,052 29,052 28,248
R1 28,563 28,563 28,161 28,333
PP 28,103 28,103 28,103 27,988
S1 27,614 27,614 27,987 27,384
S2 27,154 27,154 27,900
S3 26,205 26,665 27,813
S4 25,256 25,716 27,552
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 32,910 32,029 28,919
R3 31,373 30,492 28,497
R2 29,836 29,836 28,356
R1 28,955 28,955 28,215 28,627
PP 28,299 28,299 28,299 28,135
S1 27,418 27,418 27,933 27,090
S2 26,762 26,762 27,792
S3 25,225 25,881 27,651
S4 23,688 24,344 27,229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29,180 27,643 1,537 5.5% 693 2.5% 28% False True 256,781
10 29,180 27,643 1,537 5.5% 522 1.9% 28% False True 212,731
20 29,180 27,260 1,920 6.8% 433 1.5% 42% False False 186,879
40 29,180 25,874 3,306 11.8% 424 1.5% 67% False False 186,365
60 29,180 24,409 4,771 17.0% 524 1.9% 77% False False 202,196
80 29,180 22,629 6,551 23.3% 553 2.0% 83% False False 151,973
100 29,180 22,629 6,551 23.3% 561 2.0% 83% False False 121,603
120 29,180 17,992 11,188 39.9% 675 2.4% 90% False False 101,381
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 120
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 32,625
2.618 31,077
1.618 30,128
1.000 29,541
0.618 29,179
HIGH 28,592
0.618 28,230
0.500 28,118
0.382 28,006
LOW 27,643
0.618 27,057
1.000 26,694
1.618 26,108
2.618 25,159
4.250 23,610
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 28,118 28,412
PP 28,103 28,299
S1 28,089 28,187

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

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