mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 28,150 27,581 -569 -2.0% 28,496
High 28,150 27,713 -437 -1.6% 28,669
Low 27,259 27,232 -27 -0.1% 27,896
Close 27,581 27,365 -216 -0.8% 28,189
Range 891 481 -410 -46.0% 773
ATR 505 504 -2 -0.3% 0
Volume 231,099 177,038 -54,061 -23.4% 782,184
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 28,880 28,603 27,630
R3 28,399 28,122 27,497
R2 27,918 27,918 27,453
R1 27,641 27,641 27,409 27,539
PP 27,437 27,437 27,437 27,386
S1 27,160 27,160 27,321 27,058
S2 26,956 26,956 27,277
S3 26,475 26,679 27,233
S4 25,994 26,198 27,101
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 30,570 30,153 28,614
R3 29,797 29,380 28,402
R2 29,024 29,024 28,331
R1 28,607 28,607 28,260 28,429
PP 28,251 28,251 28,251 28,163
S1 27,834 27,834 28,118 27,656
S2 27,478 27,478 28,047
S3 26,705 27,061 27,977
S4 25,932 26,288 27,764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28,392 27,232 1,160 4.2% 488 1.8% 11% False True 172,598
10 28,732 27,232 1,500 5.5% 471 1.7% 9% False True 178,582
20 28,846 27,039 1,807 6.6% 487 1.8% 18% False False 201,148
40 29,050 26,407 2,643 9.7% 560 2.0% 36% False False 166,859
60 29,050 26,325 2,725 10.0% 486 1.8% 38% False False 111,294
80 29,050 25,184 3,866 14.1% 474 1.7% 56% False False 83,500
100 29,050 24,350 4,700 17.2% 526 1.9% 64% False False 66,813
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 109
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29,757
2.618 28,972
1.618 28,491
1.000 28,194
0.618 28,010
HIGH 27,713
0.618 27,529
0.500 27,473
0.382 27,416
LOW 27,232
0.618 26,935
1.000 26,751
1.618 26,454
2.618 25,973
4.250 25,188
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 27,473 27,812
PP 27,437 27,663
S1 27,401 27,514

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

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