mini-sized Dow ($5) Future September 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 27,944 27,564 -380 -1.4% 28,136
High 28,159 27,828 -331 -1.2% 28,404
Low 27,432 27,440 8 0.0% 27,185
Close 27,545 27,612 67 0.2% 27,612
Range 727 388 -339 -46.6% 1,219
ATR 569 556 -13 -2.3% 0
Volume 228,783 112,998 -115,785 -50.6% 945,909
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 28,791 28,589 27,826
R3 28,403 28,201 27,719
R2 28,015 28,015 27,683
R1 27,813 27,813 27,648 27,914
PP 27,627 27,627 27,627 27,677
S1 27,425 27,425 27,577 27,526
S2 27,239 27,239 27,541
S3 26,851 27,037 27,505
S4 26,463 26,649 27,399
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 28,592 27,185 1,407 5.1% 808 2.9% 30% False False 267,133
10 29,180 27,185 1,995 7.2% 683 2.5% 21% False False 237,764
20 29,180 27,185 1,995 7.2% 509 1.8% 21% False False 198,741
40 29,180 25,881 3,299 11.9% 447 1.6% 52% False False 184,942
60 29,180 24,743 4,437 16.1% 512 1.9% 65% False False 200,649
80 29,180 23,986 5,194 18.8% 556 2.0% 70% False False 163,786
100 29,180 22,629 6,551 23.7% 563 2.0% 76% False False 131,056
120 29,180 18,587 10,593 38.4% 644 2.3% 85% False False 109,255
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 152
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 29,477
2.618 28,844
1.618 28,456
1.000 28,216
0.618 28,068
HIGH 27,828
0.618 27,680
0.500 27,634
0.382 27,588
LOW 27,440
0.618 27,200
1.000 27,052
1.618 26,812
2.618 26,424
4.250 25,791
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 27,634 27,691
PP 27,627 27,664
S1 27,619 27,638

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

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