mini-sized Dow ($5) Future December 2020

Trading Metrics calculated at close of trading on 12-Nov-2020

Day Change Summary
	Previous	Current
	11-Nov-2020	12-Nov-2020	Change	Change %	Previous Week
Open	29,360	29,366	6	0.0%	26,372
High	29,570	29,367	-203	-0.7%	28,457
Low	29,184	28,815	-369	-1.3%	26,172
Close	29,311	28,992	-319	-1.1%	28,204
Range	386	552	166	43.0%	2,285
ATR	679	670	-9	-1.3%	0
Volume	167,386	185,689	18,303	10.9%	1,107,800

Daily Pivots for day following 12-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	30,714	30,405	29,296
R3	30,162	29,853	29,144
R2	29,610	29,610	29,093
R1	29,301	29,301	29,043	29,180
PP	29,058	29,058	29,058	28,997
S1	28,749	28,749	28,942	28,628
S2	28,506	28,506	28,891
S3	27,954	28,197	28,840
S4	27,402	27,645	28,689

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	27,966	2,034	7.0%	742	2.6%	50%	False	False	220,186
10	30,000	25,953	4,047	14.0%	782	2.7%	75%	False	False	230,131
20	30,000	25,953	4,047	14.0%	662	2.3%	75%	False	False	214,548
40	30,000	25,953	4,047	14.0%	601	2.1%	75%	False	False	217,232
60	30,000	25,953	4,047	14.0%	577	2.0%	75%	False	False	160,032
80	30,000	25,769	4,231	14.6%	522	1.8%	76%	False	False	120,055
100	30,000	24,644	5,356	18.5%	526	1.8%	81%	False	False	96,067
120	30,000	24,350	5,650	19.5%	545	1.9%	82%	False	False	80,059

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	183
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	31,713
2.618	30,812
1.618	30,260
1.000	29,919
0.618	29,708
HIGH	29,367
0.618	29,156
0.500	29,091
0.382	29,026
LOW	28,815
0.618	28,474
1.000	28,263
1.618	27,922
2.618	27,370
4.250	26,469

Fisher Pivots for day following 12-Nov-2020
Pivot	1 day	3 day
R1	29,091	29,176
PP	29,058	29,114
S1	29,025	29,053

Download as Excel Spreadsheet

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

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