mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 29-Sep-2020
Day Change Summary
Previous Current
28-Sep-2020 29-Sep-2020 Change Change % Previous Week
Open 27,060 27,498 438 1.6% 27,568
High 27,600 27,619 19 0.1% 27,663
Low 27,060 27,213 153 0.6% 26,407
Close 27,482 27,408 -74 -0.3% 27,043
Range 540 406 -134 -24.8% 1,256
ATR 571 560 -12 -2.1% 0
Volume 181,940 175,150 -6,790 -3.7% 1,167,820
Daily Pivots for day following 29-Sep-2020
Classic Woodie Camarilla DeMark
R4 28,631 28,426 27,631
R3 28,225 28,020 27,520
R2 27,819 27,819 27,483
R1 27,614 27,614 27,445 27,514
PP 27,413 27,413 27,413 27,363
S1 27,208 27,208 27,371 27,108
S2 27,007 27,007 27,334
S3 26,601 26,802 27,296
S4 26,195 26,396 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 27,619 26,407 1,212 4.4% 603 2.2% 83% True False 212,256
10 28,251 26,407 1,844 6.7% 593 2.2% 54% False False 212,738
20 29,050 26,407 2,643 9.6% 634 2.3% 38% False False 132,570
40 29,050 26,325 2,725 9.9% 486 1.8% 40% False False 66,367
60 29,050 25,184 3,866 14.1% 470 1.7% 58% False False 44,284
80 29,050 24,350 4,700 17.1% 536 2.0% 65% False False 33,229
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 135
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 29,345
2.618 28,682
1.618 28,276
1.000 28,025
0.618 27,870
HIGH 27,619
0.618 27,464
0.500 27,416
0.382 27,368
LOW 27,213
0.618 26,962
1.000 26,807
1.618 26,556
2.618 26,150
4.250 25,488
Fisher Pivots for day following 29-Sep-2020
Pivot 1 day 3 day
R1 27,416 27,279
PP 27,413 27,150
S1 27,411 27,022

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

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