mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 27,576 27,851 275 1.0% 27,917
High 27,968 28,128 160 0.6% 28,283
Low 27,576 27,808 232 0.8% 27,066
Close 27,871 27,908 37 0.1% 27,493
Range 392 320 -72 -18.4% 1,217
ATR 540 524 -16 -2.9% 0
Volume 159,725 149,422 -10,303 -6.5% 211,229
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 28,908 28,728 28,084
R3 28,588 28,408 27,996
R2 28,268 28,268 27,967
R1 28,088 28,088 27,937 28,178
PP 27,948 27,948 27,948 27,993
S1 27,768 27,768 27,879 27,858
S2 27,628 27,628 27,849
S3 27,308 27,448 27,820
S4 26,988 27,128 27,732
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 28,128 27,066 1,062 3.8% 566 2.0% 79% True False 103,403
10 29,050 27,066 1,984 7.1% 675 2.4% 42% False False 52,401
20 29,050 27,066 1,984 7.1% 510 1.8% 42% False False 26,302
40 29,050 25,769 3,281 11.8% 436 1.6% 65% False False 13,212
60 29,050 24,644 4,406 15.8% 485 1.7% 74% False False 8,847
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 11 trading days
Fibonacci Retracements and Extensions
4.250 29,488
2.618 28,966
1.618 28,646
1.000 28,448
0.618 28,326
HIGH 28,128
0.618 28,006
0.500 27,968
0.382 27,930
LOW 27,808
0.618 27,610
1.000 27,488
1.618 27,290
2.618 26,970
4.250 26,448
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 27,968 27,846
PP 27,948 27,785
S1 27,928 27,723

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

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