mini-sized Dow ($5) Future September 2020


Trading Metrics calculated at close of trading on 27-Jul-2020
Day Change Summary
Previous Current
24-Jul-2020 27-Jul-2020 Change Change % Previous Week
Open 26,548 26,275 -273 -1.0% 26,541
High 26,615 26,523 -92 -0.3% 27,057
Low 26,290 26,232 -58 -0.2% 26,290
Close 26,322 26,484 162 0.6% 26,322
Range 325 291 -34 -10.5% 767
ATR 553 534 -19 -3.4% 0
Volume 179,326 141,718 -37,608 -21.0% 877,534
Daily Pivots for day following 27-Jul-2020
Classic Woodie Camarilla DeMark
R4 27,286 27,176 26,644
R3 26,995 26,885 26,564
R2 26,704 26,704 26,537
R1 26,594 26,594 26,511 26,649
PP 26,413 26,413 26,413 26,441
S1 26,303 26,303 26,457 26,358
S2 26,122 26,122 26,431
S3 25,831 26,012 26,404
S4 25,540 25,721 26,324
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 28,857 28,357 26,744
R3 28,090 27,590 26,533
R2 27,323 27,323 26,463
R1 26,823 26,823 26,392 26,690
PP 26,556 26,556 26,556 26,490
S1 26,056 26,056 26,252 25,923
S2 25,789 25,789 26,182
S3 25,022 25,289 26,111
S4 24,255 24,522 25,900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27,057 26,232 825 3.1% 392 1.5% 31% False True 170,188
10 27,063 25,874 1,189 4.5% 410 1.5% 51% False False 190,873
20 27,063 24,743 2,320 8.8% 502 1.9% 75% False False 207,338
40 27,491 24,409 3,082 11.6% 639 2.4% 67% False False 171,854
60 27,491 22,629 4,862 18.4% 613 2.3% 79% False False 114,636
80 27,491 20,466 7,025 26.5% 652 2.5% 86% False False 86,020
100 27,491 17,992 9,499 35.9% 835 3.2% 89% False False 68,851
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 True
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 92
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 27,760
2.618 27,285
1.618 26,994
1.000 26,814
0.618 26,703
HIGH 26,523
0.618 26,412
0.500 26,378
0.382 26,343
LOW 26,232
0.618 26,052
1.000 25,941
1.618 25,761
2.618 25,470
4.250 24,995
Fisher Pivots for day following 27-Jul-2020
Pivot 1 day 3 day
R1 26,449 26,645
PP 26,413 26,591
S1 26,378 26,538

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

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