mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 27,219 26,690 -529 -1.9% 27,576
High 27,392 26,971 -421 -1.5% 28,251
Low 26,586 26,407 -179 -0.7% 27,369
Close 26,685 26,715 30 0.1% 27,602
Range 806 564 -242 -30.0% 882
ATR 563 563 0 0.0% 0
Volume 235,983 254,511 18,528 7.9% 911,621
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 28,390 28,116 27,025
R3 27,826 27,552 26,870
R2 27,262 27,262 26,819
R1 26,988 26,988 26,767 27,125
PP 26,698 26,698 26,698 26,766
S1 26,424 26,424 26,663 26,561
S2 26,134 26,134 26,612
S3 25,570 25,860 26,560
S4 25,006 25,296 26,405
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 27,880 26,407 1,473 5.5% 662 2.5% 21% False True 233,963
10 28,251 26,407 1,844 6.9% 539 2.0% 17% False True 205,139
20 29,050 26,407 2,643 9.9% 608 2.3% 12% False True 104,065
40 29,050 25,769 3,281 12.3% 482 1.8% 29% False False 52,105
60 29,050 25,184 3,866 14.5% 472 1.8% 40% False False 34,777
80 29,050 24,350 4,700 17.6% 533 2.0% 50% False False 26,095
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 108
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29,368
2.618 28,448
1.618 27,884
1.000 27,535
0.618 27,320
HIGH 26,971
0.618 26,756
0.500 26,689
0.382 26,623
LOW 26,407
0.618 26,059
1.000 25,843
1.618 25,495
2.618 24,931
4.250 24,010
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 26,706 26,900
PP 26,698 26,838
S1 26,689 26,777

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

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