mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 03-Nov-2020
Day Change Summary
Previous Current
02-Nov-2020 03-Nov-2020 Change Change % Previous Week
Open 26,372 26,852 480 1.8% 28,150
High 26,939 27,534 595 2.2% 28,150
Low 26,172 26,807 635 2.4% 25,953
Close 26,796 27,376 580 2.2% 26,394
Range 767 727 -40 -5.2% 2,197
ATR 564 577 12 2.2% 0
Volume 218,401 179,266 -39,135 -17.9% 1,332,405
Daily Pivots for day following 03-Nov-2020
Classic Woodie Camarilla DeMark
R4 29,420 29,125 27,776
R3 28,693 28,398 27,576
R2 27,966 27,966 27,509
R1 27,671 27,671 27,443 27,819
PP 27,239 27,239 27,239 27,313
S1 26,944 26,944 27,309 27,092
S2 26,512 26,512 27,243
S3 25,785 26,217 27,176
S4 25,058 25,490 26,976
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 33,423 32,106 27,602
R3 31,226 29,909 26,998
R2 29,029 29,029 26,797
R1 27,712 27,712 26,596 27,272
PP 26,832 26,832 26,832 26,613
S1 25,515 25,515 26,193 25,075
S2 24,635 24,635 25,991
S3 22,438 23,318 25,790
S4 20,241 21,121 25,186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27,534 25,953 1,581 5.8% 719 2.6% 90% True False 264,387
10 28,392 25,953 2,439 8.9% 603 2.2% 58% False False 218,492
20 28,846 25,953 2,893 10.6% 516 1.9% 49% False False 202,093
40 28,846 25,953 2,893 10.6% 552 2.0% 49% False False 199,732
60 29,050 25,953 3,097 11.3% 517 1.9% 46% False False 133,316
80 29,050 25,761 3,289 12.0% 484 1.8% 49% False False 100,016
100 29,050 24,350 4,700 17.2% 523 1.9% 64% False False 80,032
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 133
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 30,624
2.618 29,437
1.618 28,710
1.000 28,261
0.618 27,983
HIGH 27,534
0.618 27,256
0.500 27,171
0.382 27,085
LOW 26,807
0.618 26,358
1.000 26,080
1.618 25,631
2.618 24,904
4.250 23,717
Fisher Pivots for day following 03-Nov-2020
Pivot 1 day 3 day
R1 27,308 27,165
PP 27,239 26,954
S1 27,171 26,744

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

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