mini-sized Dow ($5) Future September 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 27,364 27,690 326 1.2% 26,400
High 27,713 28,069 356 1.3% 27,371
Low 27,260 27,532 272 1.0% 26,197
Close 27,679 27,614 -65 -0.2% 27,333
Range 453 537 84 18.5% 1,174
ATR 465 470 5 1.1% 0
Volume 169,115 236,391 67,276 39.8% 807,531
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 29,349 29,019 27,909
R3 28,812 28,482 27,762
R2 28,275 28,275 27,713
R1 27,945 27,945 27,663 27,842
PP 27,738 27,738 27,738 27,687
S1 27,408 27,408 27,565 27,305
S2 27,201 27,201 27,516
S3 26,664 26,871 27,466
S4 26,127 26,334 27,319
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 30,489 30,085 27,979
R3 29,315 28,911 27,656
R2 28,141 28,141 27,548
R1 27,737 27,737 27,441 27,939
PP 26,967 26,967 26,967 27,068
S1 26,563 26,563 27,226 26,765
S2 25,793 25,793 27,118
S3 24,619 25,389 27,010
S4 23,445 24,215 26,687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28,069 26,666 1,403 5.1% 416 1.5% 68% True False 185,367
10 28,069 25,881 2,188 7.9% 425 1.5% 79% True False 180,121
20 28,069 25,881 2,188 7.9% 400 1.4% 79% True False 178,048
40 28,069 24,743 3,326 12.0% 538 1.9% 86% True False 207,937
60 28,069 23,559 4,510 16.3% 588 2.1% 90% True False 147,090
80 28,069 22,629 5,440 19.7% 589 2.1% 92% True False 110,349
100 28,069 17,992 10,077 36.5% 702 2.5% 95% True False 88,334
120 29,069 17,992 11,077 40.1% 812 2.9% 87% False False 73,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 107
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 30,351
2.618 29,475
1.618 28,938
1.000 28,606
0.618 28,401
HIGH 28,069
0.618 27,864
0.500 27,801
0.382 27,737
LOW 27,532
0.618 27,200
1.000 26,995
1.618 26,663
2.618 26,126
4.250 25,250
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 27,801 27,605
PP 27,738 27,596
S1 27,676 27,587

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

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