mini-sized Dow ($5) Future September 2020


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 27,564 27,706 142 0.5% 28,136
High 27,828 28,086 258 0.9% 28,404
Low 27,440 27,706 266 1.0% 27,185
Close 27,612 27,993 381 1.4% 27,612
Range 388 380 -8 -2.1% 1,219
ATR 556 550 -6 -1.1% 0
Volume 112,998 75,178 -37,820 -33.5% 945,909
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 29,068 28,911 28,202
R3 28,688 28,531 28,098
R2 28,308 28,308 28,063
R1 28,151 28,151 28,028 28,230
PP 27,928 27,928 27,928 27,968
S1 27,771 27,771 27,958 27,850
S2 27,548 27,548 27,923
S3 27,168 27,391 27,889
S4 26,788 27,011 27,784
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 31,391 30,720 28,283
R3 30,172 29,501 27,947
R2 28,953 28,953 27,836
R1 28,282 28,282 27,724 28,008
PP 27,734 27,734 27,734 27,597
S1 27,063 27,063 27,500 26,789
S2 26,515 26,515 27,389
S3 25,296 25,844 27,277
S4 24,077 24,625 26,942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28,404 27,185 1,219 4.4% 694 2.5% 66% False False 204,217
10 29,180 27,185 1,995 7.1% 694 2.5% 41% False False 230,499
20 29,180 27,185 1,995 7.1% 512 1.8% 41% False False 194,975
40 29,180 25,881 3,299 11.8% 451 1.6% 64% False False 183,028
60 29,180 24,743 4,437 15.9% 510 1.8% 73% False False 198,175
80 29,180 23,999 5,181 18.5% 554 2.0% 77% False False 164,723
100 29,180 22,629 6,551 23.4% 560 2.0% 82% False False 131,807
120 29,180 20,224 8,956 32.0% 630 2.2% 87% False False 109,879
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 145
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 29,701
2.618 29,081
1.618 28,701
1.000 28,466
0.618 28,321
HIGH 28,086
0.618 27,941
0.500 27,896
0.382 27,851
LOW 27,706
0.618 27,471
1.000 27,326
1.618 27,091
2.618 26,711
4.250 26,091
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 27,961 27,927
PP 27,928 27,861
S1 27,896 27,796

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

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