mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 26,852 27,401 549 2.0% 28,150
High 27,534 28,194 660 2.4% 28,150
Low 26,807 26,903 96 0.4% 25,953
Close 27,376 27,735 359 1.3% 26,394
Range 727 1,291 564 77.6% 2,197
ATR 577 628 51 8.8% 0
Volume 179,266 309,164 129,898 72.5% 1,332,405
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 31,484 30,900 28,445
R3 30,193 29,609 28,090
R2 28,902 28,902 27,972
R1 28,318 28,318 27,853 28,610
PP 27,611 27,611 27,611 27,757
S1 27,027 27,027 27,617 27,319
S2 26,320 26,320 27,498
S3 25,029 25,736 27,380
S4 23,738 24,445 27,025
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 28,194 25,953 2,241 8.1% 801 2.9% 80% True False 259,062
10 28,392 25,953 2,439 8.8% 702 2.5% 73% False False 232,341
20 28,846 25,953 2,893 10.4% 545 2.0% 62% False False 207,867
40 28,846 25,953 2,893 10.4% 559 2.0% 62% False False 207,327
60 29,050 25,953 3,097 11.2% 530 1.9% 58% False False 138,464
80 29,050 25,769 3,281 11.8% 492 1.8% 60% False False 103,878
100 29,050 24,644 4,406 15.9% 523 1.9% 70% False False 83,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 171
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 33,681
2.618 31,574
1.618 30,283
1.000 29,485
0.618 28,992
HIGH 28,194
0.618 27,701
0.500 27,549
0.382 27,396
LOW 26,903
0.618 26,105
1.000 25,612
1.618 24,814
2.618 23,523
4.250 21,416
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 27,673 27,551
PP 27,611 27,367
S1 27,549 27,183

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

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