mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 27,401 27,832 431 1.6% 28,150
High 28,194 28,390 196 0.7% 28,150
Low 26,903 27,648 745 2.8% 25,953
Close 27,735 28,297 562 2.0% 26,394
Range 1,291 742 -549 -42.5% 2,197
ATR 628 636 8 1.3% 0
Volume 309,164 193,707 -115,457 -37.3% 1,332,405
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 30,338 30,059 28,705
R3 29,596 29,317 28,501
R2 28,854 28,854 28,433
R1 28,575 28,575 28,365 28,715
PP 28,112 28,112 28,112 28,181
S1 27,833 27,833 28,229 27,973
S2 27,370 27,370 28,161
S3 26,628 27,091 28,093
S4 25,886 26,349 27,889
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 28,390 25,953 2,437 8.6% 822 2.9% 96% True False 240,076
10 28,392 25,953 2,439 8.6% 735 2.6% 96% False False 236,507
20 28,846 25,953 2,893 10.2% 567 2.0% 81% False False 208,601
40 28,846 25,953 2,893 10.2% 560 2.0% 81% False False 211,749
60 29,050 25,953 3,097 10.9% 537 1.9% 76% False False 141,690
80 29,050 25,769 3,281 11.6% 495 1.8% 77% False False 106,297
100 29,050 24,644 4,406 15.6% 521 1.8% 83% False False 85,060
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 171
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 31,544
2.618 30,333
1.618 29,591
1.000 29,132
0.618 28,849
HIGH 28,390
0.618 28,107
0.500 28,019
0.382 27,932
LOW 27,648
0.618 27,190
1.000 26,906
1.618 26,448
2.618 25,706
4.250 24,495
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 28,204 28,064
PP 28,112 27,831
S1 28,019 27,599

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

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