mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 27,000 27,219 219 0.8% 27,576
High 27,207 27,392 185 0.7% 28,251
Low 26,858 26,586 -272 -1.0% 27,369
Close 27,143 26,685 -458 -1.7% 27,602
Range 349 806 457 130.9% 882
ATR 544 563 19 3.4% 0
Volume 199,343 235,983 36,640 18.4% 911,621
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 29,306 28,801 27,128
R3 28,500 27,995 26,907
R2 27,694 27,694 26,833
R1 27,189 27,189 26,759 27,039
PP 26,888 26,888 26,888 26,812
S1 26,383 26,383 26,611 26,233
S2 26,082 26,082 26,537
S3 25,276 25,577 26,463
S4 24,470 24,771 26,242
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 27,995 26,584 1,411 5.3% 663 2.5% 7% False False 230,454
10 28,251 26,584 1,667 6.2% 554 2.1% 6% False False 181,373
20 29,050 26,584 2,466 9.2% 591 2.2% 4% False False 91,349
40 29,050 25,769 3,281 12.3% 476 1.8% 28% False False 45,745
60 29,050 25,184 3,866 14.5% 470 1.8% 39% False False 30,538
80 29,050 24,350 4,700 17.6% 531 2.0% 50% False False 22,913
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 99
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 30,818
2.618 29,502
1.618 28,696
1.000 28,198
0.618 27,890
HIGH 27,392
0.618 27,084
0.500 26,989
0.382 26,894
LOW 26,586
0.618 26,088
1.000 25,780
1.618 25,282
2.618 24,476
4.250 23,161
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 26,989 27,124
PP 26,888 26,977
S1 26,786 26,831

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

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