mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 27,845 27,468 -377 -1.4% 27,917
High 28,033 27,709 -324 -1.2% 28,283
Low 27,313 27,318 5 0.0% 27,066
Close 27,426 27,493 67 0.2% 27,493
Range 720 391 -329 -45.7% 1,217
ATR 557 545 -12 -2.1% 0
Volume 16,844 185,655 168,811 1,002.2% 211,229
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 28,680 28,477 27,708
R3 28,289 28,086 27,601
R2 27,898 27,898 27,565
R1 27,695 27,695 27,529 27,797
PP 27,507 27,507 27,507 27,557
S1 27,304 27,304 27,457 27,406
S2 27,116 27,116 27,421
S3 26,725 26,913 27,386
S4 26,334 26,522 27,278
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 31,265 30,596 28,162
R3 30,048 29,379 27,828
R2 28,831 28,831 27,716
R1 28,162 28,162 27,605 27,888
PP 27,614 27,614 27,614 27,477
S1 26,945 26,945 27,382 26,671
S2 26,397 26,397 27,270
S3 25,180 25,728 27,158
S4 23,963 24,511 26,824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28,463 27,066 1,397 5.1% 804 2.9% 31% False False 42,578
10 29,050 27,066 1,984 7.2% 676 2.5% 22% False False 21,527
20 29,050 27,066 1,984 7.2% 499 1.8% 22% False False 10,852
40 29,050 25,769 3,281 11.9% 431 1.6% 53% False False 5,486
60 29,050 24,644 4,406 16.0% 494 1.8% 65% False False 3,695
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 154
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 29,371
2.618 28,733
1.618 28,342
1.000 28,100
0.618 27,951
HIGH 27,709
0.618 27,560
0.500 27,514
0.382 27,467
LOW 27,318
0.618 27,076
1.000 26,927
1.618 26,685
2.618 26,294
4.250 25,656
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 27,514 27,569
PP 27,507 27,543
S1 27,500 27,518

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

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