mini-sized Dow ($5) Future December 2020

Trading Metrics calculated at close of trading on 06-Oct-2020

Day Change Summary
	Previous	Current
	05-Oct-2020	06-Oct-2020	Change	Change %	Previous Week
Open	27,740	28,010	270	1.0%	27,060
High	28,042	28,232	190	0.7%	27,962
Low	27,646	27,531	-115	-0.4%	27,039
Close	27,995	27,700	-295	-1.1%	27,565
Range	396	701	305	77.0%	923
ATR	567	577	10	1.7%	0
Volume	169,813	287,020	117,207	69.0%	1,203,306

Daily Pivots for day following 06-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	29,924	29,513	28,086
R3	29,223	28,812	27,893
R2	28,522	28,522	27,829
R1	28,111	28,111	27,764	27,966
PP	27,821	27,821	27,821	27,749
S1	27,410	27,410	27,636	27,265
S2	27,120	27,120	27,572
S3	26,419	26,709	27,507
S4	25,718	26,008	27,315

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	28,232	27,039	1,193	4.3%	603	2.2%	55%	True	False	260,609
10	28,232	26,407	1,825	6.6%	603	2.2%	71%	True	False	236,433
20	28,251	26,407	1,844	6.7%	589	2.1%	70%	False	False	197,372
40	29,050	26,407	2,643	9.5%	518	1.9%	49%	False	False	98,928
60	29,050	25,761	3,289	11.9%	474	1.7%	59%	False	False	65,990
80	29,050	24,350	4,700	17.0%	524	1.9%	71%	False	False	49,517

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	168
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	31,211
2.618	30,067
1.618	29,366
1.000	28,933
0.618	28,665
HIGH	28,232
0.618	27,964
0.500	27,882
0.382	27,799
LOW	27,531
0.618	27,098
1.000	26,830
1.618	26,397
2.618	25,696
4.250	24,552

Fisher Pivots for day following 06-Oct-2020
Pivot	1 day	3 day
R1	27,882	27,690
PP	27,821	27,680
S1	27,761	27,671

Download as Excel Spreadsheet

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

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