mini-sized Dow ($5) Future December 2021

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	34,650	34,696	46	0.1%	34,400
High	34,734	34,934	200	0.6%	34,749
Low	34,459	34,652	193	0.6%	33,478
Close	34,674	34,743	69	0.2%	34,674
Range	275	282	7	2.5%	1,271
ATR	428	417	-10	-2.4%	0
Volume	151,185	147,057	-4,128	-2.7%	1,105,462

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	35,622	35,465	34,898
R3	35,340	35,183	34,821
R2	35,058	35,058	34,795
R1	34,901	34,901	34,769	34,980
PP	34,776	34,776	34,776	34,816
S1	34,619	34,619	34,717	34,698
S2	34,494	34,494	34,691
S3	34,212	34,337	34,666
S4	33,930	34,055	34,588

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	38,113	37,665	35,373
R3	36,842	36,394	35,024
R2	35,571	35,571	34,907
R1	35,123	35,123	34,791	35,347
PP	34,300	34,300	34,300	34,413
S1	33,852	33,852	34,558	34,076
S2	33,029	33,029	34,441
S3	31,758	32,581	34,325
S4	30,487	31,310	33,975

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	34,934	33,638	1,296	3.7%	473	1.4%	85%	True	False	188,343
10	34,934	33,478	1,456	4.2%	497	1.4%	87%	True	False	200,114
20	35,383	33,478	1,905	5.5%	407	1.2%	66%	False	False	120,062
40	35,429	33,478	1,951	5.6%	357	1.0%	65%	False	False	60,101
60	35,429	33,478	1,951	5.6%	359	1.0%	65%	False	False	40,097
80	35,429	32,804	2,625	7.6%	350	1.0%	74%	False	False	30,085

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	78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	36,133
2.618	35,672
1.618	35,390
1.000	35,216
0.618	35,108
HIGH	34,934
0.618	34,826
0.500	34,793
0.382	34,760
LOW	34,652
0.618	34,478
1.000	34,370
1.618	34,196
2.618	33,914
4.250	33,454

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	34,793	34,676
PP	34,776	34,608
S1	34,760	34,541

Download as Excel Spreadsheet

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

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