mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 22-Sep-2020
Day Change Summary
Previous Current
21-Sep-2020 22-Sep-2020 Change Change % Previous Week
Open 27,568 27,000 -568 -2.1% 27,576
High 27,663 27,207 -456 -1.6% 28,251
Low 26,584 26,858 274 1.0% 27,369
Close 27,055 27,143 88 0.3% 27,602
Range 1,079 349 -730 -67.7% 882
ATR 559 544 -15 -2.7% 0
Volume 264,286 199,343 -64,943 -24.6% 911,621
Daily Pivots for day following 22-Sep-2020
Classic Woodie Camarilla DeMark
R4 28,116 27,979 27,335
R3 27,767 27,630 27,239
R2 27,418 27,418 27,207
R1 27,281 27,281 27,175 27,350
PP 27,069 27,069 27,069 27,104
S1 26,932 26,932 27,111 27,001
S2 26,720 26,720 27,079
S3 26,371 26,583 27,047
S4 26,022 26,234 26,951
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 6.1% 583 2.1% 34% False False 213,220
10 28,251 26,584 1,667 6.1% 574 2.1% 34% False False 158,312
20 29,050 26,584 2,466 9.1% 572 2.1% 23% False False 79,575
40 29,050 25,769 3,281 12.1% 464 1.7% 42% False False 39,848
60 29,050 24,644 4,406 16.2% 469 1.7% 57% False False 26,606
80 29,050 24,350 4,700 17.3% 524 1.9% 59% False False 19,964
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 102
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 28,690
2.618 28,121
1.618 27,772
1.000 27,556
0.618 27,423
HIGH 27,207
0.618 27,074
0.500 27,033
0.382 26,991
LOW 26,858
0.618 26,642
1.000 26,509
1.618 26,293
2.618 25,944
4.250 25,375
Fisher Pivots for day following 22-Sep-2020
Pivot 1 day 3 day
R1 27,106 27,232
PP 27,069 27,202
S1 27,033 27,173

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

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