mini-sized Dow ($5) Future September 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 28,215 28,312 97 0.3% 27,840
High 28,339 28,590 251 0.9% 27,928
Low 28,095 28,181 86 0.3% 27,392
Close 28,312 28,468 156 0.6% 27,859
Range 244 409 165 67.6% 536
ATR 391 393 1 0.3% 0
Volume 144,026 210,284 66,258 46.0% 751,103
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 29,640 29,463 28,693
R3 29,231 29,054 28,581
R2 28,822 28,822 28,543
R1 28,645 28,645 28,506 28,734
PP 28,413 28,413 28,413 28,457
S1 28,236 28,236 28,431 28,325
S2 28,004 28,004 28,393
S3 27,595 27,827 28,356
S4 27,186 27,418 28,243
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 29,334 29,133 28,154
R3 28,798 28,597 28,007
R2 28,262 28,262 27,957
R1 28,061 28,061 27,908 28,162
PP 27,726 27,726 27,726 27,777
S1 27,525 27,525 27,810 27,626
S2 27,190 27,190 27,761
S3 26,654 26,989 27,712
S4 26,118 26,453 27,564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28,590 27,473 1,117 3.9% 382 1.3% 89% True False 174,265
10 28,590 27,392 1,198 4.2% 335 1.2% 90% True False 159,718
20 28,590 25,905 2,685 9.4% 364 1.3% 95% True False 167,464
40 28,590 25,293 3,297 11.6% 420 1.5% 96% True False 183,786
60 28,590 24,409 4,181 14.7% 544 1.9% 97% True False 178,696
80 28,590 22,629 5,961 20.9% 549 1.9% 98% True False 134,086
100 28,590 22,194 6,396 22.5% 578 2.0% 98% True False 107,303
120 28,590 17,992 10,598 37.2% 742 2.6% 99% True False 89,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 116
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 30,328
2.618 29,661
1.618 29,252
1.000 28,999
0.618 28,843
HIGH 28,590
0.618 28,434
0.500 28,386
0.382 28,337
LOW 28,181
0.618 27,928
1.000 27,772
1.618 27,519
2.618 27,110
4.250 26,443
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 28,441 28,417
PP 28,413 28,367
S1 28,386 28,316

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

View Archives - Comment on this page... - Back to Index of Symbols