mini-sized Dow ($5) Future September 2020


Trading Metrics calculated at close of trading on 27-Mar-2020
Day Change Summary
Previous Current
26-Mar-2020 27-Mar-2020 Change Change % Previous Week
Open 21,186 22,326 1,140 5.4% 18,156
High 22,364 22,442 78 0.3% 22,442
Low 20,471 21,254 783 3.8% 17,992
Close 22,271 21,371 -900 -4.0% 21,371
Range 1,893 1,188 -705 -37.2% 4,450
ATR 1,545 1,519 -25 -1.7% 0
Volume 382 398 16 4.2% 1,949
Daily Pivots for day following 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 25,253 24,500 22,025
R3 24,065 23,312 21,698
R2 22,877 22,877 21,589
R1 22,124 22,124 21,480 21,907
PP 21,689 21,689 21,689 21,580
S1 20,936 20,936 21,262 20,719
S2 20,501 20,501 21,153
S3 19,313 19,748 21,044
S4 18,125 18,560 20,718
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 33,952 32,111 23,819
R3 29,502 27,661 22,595
R2 25,052 25,052 22,187
R1 23,211 23,211 21,779 24,132
PP 20,602 20,602 20,602 21,062
S1 18,761 18,761 20,963 19,682
S2 16,152 16,152 20,555
S3 11,702 14,311 20,147
S4 7,252 9,861 18,924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22,442 17,992 4,450 20.8% 1,682 7.9% 76% True False 389
10 22,442 17,992 4,450 20.8% 1,701 8.0% 76% True False 258
20 26,865 17,992 8,873 41.5% 1,622 7.6% 38% False False 142
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 362
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 27,491
2.618 25,552
1.618 24,364
1.000 23,630
0.618 23,176
HIGH 22,442
0.618 21,988
0.500 21,848
0.382 21,708
LOW 21,254
0.618 20,520
1.000 20,066
1.618 19,332
2.618 18,144
4.250 16,205
Fisher Pivots for day following 27-Mar-2020
Pivot 1 day 3 day
R1 21,848 21,358
PP 21,689 21,346
S1 21,530 21,333

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

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