mini-sized Dow ($5) Future December 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	34,930	34,942	12	0.0%	34,950
High	35,038	34,991	-47	-0.1%	35,357
Low	34,848	34,606	-242	-0.7%	34,843
Close	34,935	34,817	-118	-0.3%	34,927
Range	190	385	195	102.6%	514
ATR	326	330	4	1.3%	0
Volume	122,942	161,163	38,221	31.1%	785,551

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	35,960	35,773	35,029
R3	35,575	35,388	34,923
R2	35,190	35,190	34,888
R1	35,003	35,003	34,852	34,904
PP	34,805	34,805	34,805	34,755
S1	34,618	34,618	34,782	34,519
S2	34,420	34,420	34,747
S3	34,035	34,233	34,711
S4	33,650	33,848	34,605

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	36,584	36,270	35,210
R3	36,070	35,756	35,068
R2	35,556	35,556	35,021
R1	35,242	35,242	34,974	35,142
PP	35,042	35,042	35,042	34,993
S1	34,728	34,728	34,880	34,628
S2	34,528	34,528	34,833
S3	34,014	34,214	34,786
S4	33,500	33,700	34,644

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	35,357	34,606	751	2.2%	346	1.0%	28%	False	True	156,761
10	35,357	34,606	751	2.2%	312	0.9%	28%	False	True	113,281
20	35,494	34,399	1,095	3.1%	328	0.9%	38%	False	False	56,986
40	36,164	34,399	1,765	5.1%	337	1.0%	24%	False	False	28,622
60	36,164	34,116	2,048	5.9%	324	0.9%	34%	False	False	19,111
80	36,164	33,194	2,970	8.5%	307	0.9%	55%	False	False	14,343
100	36,164	33,194	2,970	8.5%	304	0.9%	55%	False	False	11,475
120	36,164	33,194	2,970	8.5%	274	0.8%	55%	False	False	9,562

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	75
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	36,627
2.618	35,999
1.618	35,614
1.000	35,376
0.618	35,229
HIGH	34,991
0.618	34,844
0.500	34,799
0.382	34,753
LOW	34,606
0.618	34,368
1.000	34,221
1.618	33,983
2.618	33,598
4.250	32,970

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	34,811	34,982
PP	34,805	34,927
S1	34,799	34,872

Download as Excel Spreadsheet

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

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