mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 26,772 27,060 288 1.1% 27,568
High 27,123 27,600 477 1.8% 27,663
Low 26,424 27,060 636 2.4% 26,407
Close 27,043 27,482 439 1.6% 27,043
Range 699 540 -159 -22.7% 1,256
ATR 572 571 -1 -0.2% 0
Volume 213,697 181,940 -31,757 -14.9% 1,167,820
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 29,001 28,781 27,779
R3 28,461 28,241 27,631
R2 27,921 27,921 27,581
R1 27,701 27,701 27,532 27,811
PP 27,381 27,381 27,381 27,436
S1 27,161 27,161 27,433 27,271
S2 26,841 26,841 27,383
S3 26,301 26,621 27,334
S4 25,761 26,081 27,185
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 30,806 30,180 27,734
R3 29,550 28,924 27,389
R2 28,294 28,294 27,273
R1 27,668 27,668 27,158 27,353
PP 27,038 27,038 27,038 26,880
S1 26,412 26,412 26,928 26,097
S2 25,782 25,782 26,813
S3 24,526 25,156 26,698
S4 23,270 23,900 26,352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27,600 26,407 1,193 4.3% 592 2.2% 90% True False 217,094
10 28,251 26,407 1,844 6.7% 584 2.1% 58% False False 210,165
20 29,050 26,407 2,643 9.6% 636 2.3% 41% False False 123,824
40 29,050 26,080 2,970 10.8% 486 1.8% 47% False False 61,991
60 29,050 25,184 3,866 14.1% 475 1.7% 59% False False 41,367
80 29,050 24,350 4,700 17.1% 544 2.0% 67% False False 31,040
Crabel Price Patterns
NR True
NR4 True
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 128
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 29,895
2.618 29,014
1.618 28,474
1.000 28,140
0.618 27,934
HIGH 27,600
0.618 27,394
0.500 27,330
0.382 27,266
LOW 27,060
0.618 26,726
1.000 26,520
1.618 26,186
2.618 25,646
4.250 24,765
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 27,431 27,323
PP 27,381 27,163
S1 27,330 27,004

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

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