mini-sized Dow ($5) Future December 2020


Trading Metrics calculated at close of trading on 11-Nov-2020
Day Change Summary
Previous Current
10-Nov-2020 11-Nov-2020 Change Change % Previous Week
Open 29,092 29,360 268 0.9% 26,372
High 29,389 29,570 181 0.6% 28,457
Low 28,781 29,184 403 1.4% 26,172
Close 29,319 29,311 -8 0.0% 28,204
Range 608 386 -222 -36.5% 2,285
ATR 702 679 -23 -3.2% 0
Volume 227,543 167,386 -60,157 -26.4% 1,107,800
Daily Pivots for day following 11-Nov-2020
Classic Woodie Camarilla DeMark
R4 30,513 30,298 29,523
R3 30,127 29,912 29,417
R2 29,741 29,741 29,382
R1 29,526 29,526 29,347 29,441
PP 29,355 29,355 29,355 29,312
S1 29,140 29,140 29,276 29,055
S2 28,969 28,969 29,240
S3 28,583 28,754 29,205
S4 28,197 28,368 29,099
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 34,466 33,620 29,461
R3 32,181 31,335 28,833
R2 29,896 29,896 28,623
R1 29,050 29,050 28,414 29,473
PP 27,611 27,611 27,611 27,823
S1 26,765 26,765 27,995 27,188
S2 25,326 25,326 27,785
S3 23,041 24,480 27,576
S4 20,756 22,195 26,947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30,000 27,648 2,352 8.0% 780 2.7% 71% False False 221,789
10 30,000 25,953 4,047 13.8% 791 2.7% 83% False False 240,426
20 30,000 25,953 4,047 13.8% 656 2.2% 83% False False 216,369
40 30,000 25,953 4,047 13.8% 601 2.1% 83% False False 218,514
60 30,000 25,953 4,047 13.8% 573 2.0% 83% False False 156,938
80 30,000 25,769 4,231 14.4% 520 1.8% 84% False False 117,735
100 30,000 24,644 5,356 18.3% 528 1.8% 87% False False 94,211
120 30,000 24,350 5,650 19.3% 542 1.8% 88% False False 78,512
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 215
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 31,211
2.618 30,581
1.618 30,195
1.000 29,956
0.618 29,809
HIGH 29,570
0.618 29,423
0.500 29,377
0.382 29,332
LOW 29,184
0.618 28,946
1.000 28,798
1.618 28,560
2.618 28,174
4.250 27,544
Fisher Pivots for day following 11-Nov-2020
Pivot 1 day 3 day
R1 29,377 29,262
PP 29,355 29,213
S1 29,333 29,164

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

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