mini-sized Dow ($5) Future September 2020


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 25,902 25,370 -532 -2.1% 25,042
High 26,320 25,987 -333 -1.3% 26,658
Low 25,509 25,230 -279 -1.1% 24,409
Close 25,529 25,953 424 1.7% 25,529
Range 811 757 -54 -6.7% 2,249
ATR 753 753 0 0.0% 0
Volume 258,223 176,355 -81,868 -31.7% 1,308,324
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 27,994 27,731 26,369
R3 27,237 26,974 26,161
R2 26,480 26,480 26,092
R1 26,217 26,217 26,023 26,349
PP 25,723 25,723 25,723 25,789
S1 25,460 25,460 25,884 25,592
S2 24,966 24,966 25,814
S3 24,209 24,703 25,745
S4 23,452 23,946 25,537
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 32,279 31,153 26,766
R3 30,030 28,904 26,148
R2 27,781 27,781 25,941
R1 26,655 26,655 25,735 27,218
PP 25,532 25,532 25,532 25,814
S1 24,406 24,406 25,323 24,969
S2 23,283 23,283 25,117
S3 21,034 22,157 24,911
S4 18,785 19,908 24,292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26,658 25,230 1,428 5.5% 734 2.8% 51% False True 242,942
10 27,491 24,409 3,082 11.9% 890 3.4% 50% False False 171,613
20 27,491 24,313 3,178 12.2% 730 2.8% 52% False False 86,081
40 27,491 22,629 4,862 18.7% 649 2.5% 68% False False 43,113
60 27,491 20,466 7,025 27.1% 718 2.8% 78% False False 28,811
80 27,491 17,992 9,499 36.6% 942 3.6% 84% False False 21,640
Crabel Price Patterns
NR True
NR4 False
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 True
Bull Hook False
Stretch 201
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29,204
2.618 27,969
1.618 27,212
1.000 26,744
0.618 26,455
HIGH 25,987
0.618 25,698
0.500 25,609
0.382 25,519
LOW 25,230
0.618 24,762
1.000 24,473
1.618 24,005
2.618 23,248
4.250 22,013
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 25,838 25,894
PP 25,723 25,834
S1 25,609 25,775

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

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