mini-sized Dow ($5) Future September 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 27,706 27,978 272 1.0% 28,136
High 28,086 28,245 159 0.6% 28,404
Low 27,706 27,933 227 0.8% 27,185
Close 27,993 28,027 34 0.1% 27,612
Range 380 312 -68 -17.9% 1,219
ATR 550 533 -17 -3.1% 0
Volume 75,178 50,836 -24,342 -32.4% 945,909
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 29,004 28,828 28,199
R3 28,692 28,516 28,113
R2 28,380 28,380 28,084
R1 28,204 28,204 28,056 28,292
PP 28,068 28,068 28,068 28,113
S1 27,892 27,892 27,999 27,980
S2 27,756 27,756 27,970
S3 27,444 27,580 27,941
S4 27,132 27,268 27,856
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 28,245 27,185 1,060 3.8% 564 2.0% 79% True False 137,636
10 29,180 27,185 1,995 7.1% 680 2.4% 42% False False 216,857
20 29,180 27,185 1,995 7.1% 518 1.8% 42% False False 191,936
40 29,180 25,881 3,299 11.8% 450 1.6% 65% False False 180,092
60 29,180 24,743 4,437 15.8% 501 1.8% 74% False False 194,719
80 29,180 23,999 5,181 18.5% 554 2.0% 78% False False 165,357
100 29,180 22,629 6,551 23.4% 558 2.0% 82% False False 132,314
120 29,180 20,466 8,714 31.1% 619 2.2% 87% False False 110,299
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 139
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 29,571
2.618 29,062
1.618 28,750
1.000 28,557
0.618 28,438
HIGH 28,245
0.618 28,126
0.500 28,089
0.382 28,052
LOW 27,933
0.618 27,740
1.000 27,621
1.618 27,428
2.618 27,116
4.250 26,607
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 28,089 27,966
PP 28,068 27,904
S1 28,048 27,843

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

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