mini-sized Dow ($5) Future December 2020

Trading Metrics calculated at close of trading on 02-Oct-2020

Day Change Summary
	Previous	Current
	01-Oct-2020	02-Oct-2020	Change	Change %	Previous Week
Open	27,606	27,680	74	0.3%	27,060
High	27,962	27,741	-221	-0.8%	27,962
Low	27,543	27,109	-434	-1.6%	27,039
Close	27,689	27,565	-124	-0.4%	27,565
Range	419	632	213	50.8%	923
ATR	570	574	4	0.8%	0
Volume	267,513	281,065	13,552	5.1%	1,203,306

Daily Pivots for day following 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	29,368	29,098	27,913
R3	28,736	28,466	27,739
R2	28,104	28,104	27,681
R1	27,834	27,834	27,623	27,653
PP	27,472	27,472	27,472	27,381
S1	27,202	27,202	27,507	27,021
S2	26,840	26,840	27,449
S3	26,208	26,570	27,391
S4	25,576	25,938	27,218

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	30,291	29,851	28,073
R3	29,368	28,928	27,819
R2	28,445	28,445	27,734
R1	28,005	28,005	27,650	28,225
PP	27,522	27,522	27,522	27,632
S1	27,082	27,082	27,481	27,302
S2	26,599	26,599	27,396
S3	25,676	26,159	27,311
S4	24,753	25,236	27,057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	27,962	27,039	923	3.3%	573	2.1%	57%	False	False	240,661
10	27,962	26,407	1,555	5.6%	636	2.3%	74%	False	False	237,112
20	28,463	26,407	2,056	7.5%	629	2.3%	56%	False	False	174,781
40	29,050	26,407	2,643	9.6%	507	1.8%	44%	False	False	87,516
60	29,050	25,184	3,866	14.0%	477	1.7%	62%	False	False	58,384
80	29,050	24,350	4,700	17.1%	542	2.0%	68%	False	False	43,807

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	160
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	30,427
2.618	29,396
1.618	28,764
1.000	28,373
0.618	28,132
HIGH	27,741
0.618	27,500
0.500	27,425
0.382	27,351
LOW	27,109
0.618	26,719
1.000	26,477
1.618	26,087
2.618	25,455
4.250	24,423

Fisher Pivots for day following 02-Oct-2020
Pivot	1 day	3 day
R1	27,518	27,544
PP	27,472	27,522
S1	27,425	27,501

Download as Excel Spreadsheet

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

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