mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 27,680 27,740 60 0.2% 27,060
High 27,741 28,042 301 1.1% 27,962
Low 27,109 27,646 537 2.0% 27,039
Close 27,565 27,995 430 1.6% 27,565
Range 632 396 -236 -37.3% 923
ATR 574 567 -7 -1.2% 0
Volume 281,065 169,813 -111,252 -39.6% 1,203,306
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 29,082 28,935 28,213
R3 28,686 28,539 28,104
R2 28,290 28,290 28,068
R1 28,143 28,143 28,031 28,217
PP 27,894 27,894 27,894 27,931
S1 27,747 27,747 27,959 27,821
S2 27,498 27,498 27,923
S3 27,102 27,351 27,886
S4 26,706 26,955 27,777
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 28,042 27,039 1,003 3.6% 544 1.9% 95% True False 238,235
10 28,042 26,407 1,635 5.8% 568 2.0% 97% True False 227,665
20 28,283 26,407 1,876 6.7% 602 2.1% 85% False False 183,189
40 29,050 26,407 2,643 9.4% 511 1.8% 60% False False 91,757
60 29,050 25,761 3,289 11.7% 472 1.7% 68% False False 61,211
80 29,050 24,350 4,700 16.8% 525 1.9% 78% False False 45,929
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 160
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 29,725
2.618 29,079
1.618 28,683
1.000 28,438
0.618 28,287
HIGH 28,042
0.618 27,891
0.500 27,844
0.382 27,797
LOW 27,646
0.618 27,401
1.000 27,250
1.618 27,005
2.618 26,609
4.250 25,963
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 27,945 27,855
PP 27,894 27,715
S1 27,844 27,576

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

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