mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 27,354 27,606 252 0.9% 27,568
High 27,904 27,962 58 0.2% 27,663
Low 27,039 27,543 504 1.9% 26,407
Close 27,664 27,689 25 0.1% 27,043
Range 865 419 -446 -51.6% 1,256
ATR 581 570 -12 -2.0% 0
Volume 297,638 267,513 -30,125 -10.1% 1,167,820
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 28,988 28,758 27,920
R3 28,569 28,339 27,804
R2 28,150 28,150 27,766
R1 27,920 27,920 27,728 28,035
PP 27,731 27,731 27,731 27,789
S1 27,501 27,501 27,651 27,616
S2 27,312 27,312 27,612
S3 26,893 27,082 27,574
S4 26,474 26,663 27,459
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 30,806 30,180 27,734
R3 29,550 28,924 27,389
R2 28,294 28,294 27,273
R1 27,668 27,668 27,158 27,353
PP 27,038 27,038 27,038 26,880
S1 26,412 26,412 26,928 26,097
S2 25,782 25,782 26,813
S3 24,526 25,156 26,698
S4 23,270 23,900 26,352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27,962 26,424 1,538 5.6% 586 2.1% 82% True False 227,187
10 27,962 26,407 1,555 5.6% 624 2.3% 82% True False 230,575
20 29,050 26,407 2,643 9.5% 653 2.4% 49% False False 160,788
40 29,050 26,407 2,643 9.5% 500 1.8% 49% False False 80,492
60 29,050 25,184 3,866 14.0% 477 1.7% 65% False False 53,701
80 29,050 24,350 4,700 17.0% 541 2.0% 71% False False 40,294
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 163
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29,743
2.618 29,059
1.618 28,640
1.000 28,381
0.618 28,221
HIGH 27,962
0.618 27,802
0.500 27,753
0.382 27,703
LOW 27,543
0.618 27,284
1.000 27,124
1.618 26,865
2.618 26,446
4.250 25,762
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 27,753 27,626
PP 27,731 27,563
S1 27,710 27,501

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

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