mini-sized Dow ($5) Future December 2020

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	29,366	29,060	-306	-1.0%	28,386
High	29,367	29,483	116	0.4%	30,000
Low	28,815	28,858	43	0.1%	28,328
Close	28,992	29,410	418	1.4%	29,410
Range	552	625	73	13.2%	1,672
ATR	670	667	-3	-0.5%	0
Volume	185,689	156,897	-28,792	-15.5%	1,050,565

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	31,125	30,893	29,754
R3	30,500	30,268	29,582
R2	29,875	29,875	29,525
R1	29,643	29,643	29,467	29,759
PP	29,250	29,250	29,250	29,309
S1	29,018	29,018	29,353	29,134
S2	28,625	28,625	29,296
S3	28,000	28,393	29,238
S4	27,375	27,768	29,066

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	34,262	33,508	30,330
R3	32,590	31,836	29,870
R2	30,918	30,918	29,717
R1	30,164	30,164	29,563	30,541
PP	29,246	29,246	29,246	29,435
S1	28,492	28,492	29,257	28,869
S2	27,574	27,574	29,104
S3	25,902	26,820	28,950
S4	24,230	25,148	28,491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	30,000	28,328	1,672	5.7%	769	2.6%	65%	False	False	210,113
10	30,000	26,172	3,828	13.0%	786	2.7%	85%	False	False	215,836
20	30,000	25,953	4,047	13.8%	673	2.3%	85%	False	False	213,647
40	30,000	25,953	4,047	13.8%	604	2.1%	85%	False	False	215,762
60	30,000	25,953	4,047	13.8%	583	2.0%	85%	False	False	162,645
80	30,000	25,769	4,231	14.4%	522	1.8%	86%	False	False	122,013
100	30,000	24,644	5,356	18.2%	523	1.8%	89%	False	False	97,635
120	30,000	24,350	5,650	19.2%	546	1.9%	90%	False	False	81,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	180
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	32,139
2.618	31,119
1.618	30,494
1.000	30,108
0.618	29,869
HIGH	29,483
0.618	29,244
0.500	29,171
0.382	29,097
LOW	28,858
0.618	28,472
1.000	28,233
1.618	27,847
2.618	27,222
4.250	26,202

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	29,330	29,338
PP	29,250	29,265
S1	29,171	29,193

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols