Dow Jones EURO STOXX 50 Index Future December 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	4,246.0	4,329.0	83.0	2.0%	4,267.0
High	4,332.0	4,359.0	27.0	0.6%	4,359.0
Low	4,234.0	4,311.0	77.0	1.8%	4,228.0
Close	4,317.0	4,325.0	8.0	0.2%	4,325.0
Range	98.0	48.0	-50.0	-51.0%	131.0
ATR	56.3	55.7	-0.6	-1.1%	0.0
Volume	1,050,736	1,038,013	-12,723	-1.2%	5,925,181

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,475.7	4,448.3	4,351.4
R3	4,427.7	4,400.3	4,338.2
R2	4,379.7	4,379.7	4,333.8
R1	4,352.3	4,352.3	4,329.4	4,342.0
PP	4,331.7	4,331.7	4,331.7	4,326.5
S1	4,304.3	4,304.3	4,320.6	4,294.0
S2	4,283.7	4,283.7	4,316.2
S3	4,235.7	4,256.3	4,311.8
S4	4,187.7	4,208.3	4,298.6

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,697.0	4,642.0	4,397.1
R3	4,566.0	4,511.0	4,361.0
R2	4,435.0	4,435.0	4,349.0
R1	4,380.0	4,380.0	4,337.0	4,407.5
PP	4,304.0	4,304.0	4,304.0	4,317.8
S1	4,249.0	4,249.0	4,313.0	4,276.5
S2	4,173.0	4,173.0	4,301.0
S3	4,042.0	4,118.0	4,289.0
S4	3,911.0	3,987.0	4,253.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,359.0	4,228.0	131.0	3.0%	55.4	1.3%	74%	True	False	1,185,036
10	4,376.0	4,210.0	166.0	3.8%	54.5	1.3%	69%	False	False	676,221
20	4,388.0	4,210.0	178.0	4.1%	53.9	1.2%	65%	False	False	341,133
40	4,533.0	4,210.0	323.0	7.5%	49.3	1.1%	36%	False	False	171,333
60	4,533.0	4,210.0	323.0	7.5%	44.2	1.0%	36%	False	False	114,527
80	4,533.0	4,210.0	323.0	7.5%	38.1	0.9%	36%	False	False	86,115
100	4,533.0	4,210.0	323.0	7.5%	31.5	0.7%	36%	False	False	68,915
120	4,533.0	4,157.0	376.0	8.7%	26.3	0.6%	45%	False	False	57,598

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	8.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,563.0
2.618	4,484.7
1.618	4,436.7
1.000	4,407.0
0.618	4,388.7
HIGH	4,359.0
0.618	4,340.7
0.500	4,335.0
0.382	4,329.3
LOW	4,311.0
0.618	4,281.3
1.000	4,263.0
1.618	4,233.3
2.618	4,185.3
4.250	4,107.0

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	4,335.0	4,314.5
PP	4,331.7	4,304.0
S1	4,328.3	4,293.5

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

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