mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 27,785 27,568 -217 -0.8% 27,576
High 27,880 27,663 -217 -0.8% 28,251
Low 27,369 26,584 -785 -2.9% 27,369
Close 27,602 27,055 -547 -2.0% 27,602
Range 511 1,079 568 111.2% 882
ATR 519 559 40 7.7% 0
Volume 215,692 264,286 48,594 22.5% 911,621
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 30,338 29,775 27,649
R3 29,259 28,696 27,352
R2 28,180 28,180 27,253
R1 27,617 27,617 27,154 27,359
PP 27,101 27,101 27,101 26,972
S1 26,538 26,538 26,956 26,280
S2 26,022 26,022 26,857
S3 24,943 25,459 26,758
S4 23,864 24,380 26,462
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 30,387 29,876 28,087
R3 29,505 28,994 27,845
R2 28,623 28,623 27,764
R1 28,112 28,112 27,683 28,368
PP 27,741 27,741 27,741 27,868
S1 27,230 27,230 27,521 27,486
S2 26,859 26,859 27,440
S3 25,977 26,348 27,360
S4 25,095 25,466 27,117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28,251 26,584 1,667 6.2% 577 2.1% 28% False True 203,236
10 28,283 26,584 1,699 6.3% 636 2.3% 28% False True 138,713
20 29,050 26,584 2,466 9.1% 574 2.1% 19% False True 69,618
40 29,050 25,769 3,281 12.1% 461 1.7% 39% False False 34,870
60 29,050 24,644 4,406 16.3% 477 1.8% 55% False False 23,286
80 29,050 24,350 4,700 17.4% 525 1.9% 58% False False 17,472
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 125
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 32,249
2.618 30,488
1.618 29,409
1.000 28,742
0.618 28,330
HIGH 27,663
0.618 27,251
0.500 27,124
0.382 26,996
LOW 26,584
0.618 25,917
1.000 25,505
1.618 24,838
2.618 23,759
4.250 21,998
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 27,124 27,290
PP 27,101 27,211
S1 27,078 27,133

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

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