mini-sized Dow ($5) Future December 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	34,942	34,815	-127	-0.4%	34,950
High	34,991	35,083	92	0.3%	35,357
Low	34,606	34,718	112	0.3%	34,843
Close	34,817	34,729	-88	-0.3%	34,927
Range	385	365	-20	-5.2%	514
ATR	330	332	3	0.8%	0
Volume	161,163	178,631	17,468	10.8%	785,551

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	35,938	35,699	34,930
R3	35,573	35,334	34,830
R2	35,208	35,208	34,796
R1	34,969	34,969	34,763	34,906
PP	34,843	34,843	34,843	34,812
S1	34,604	34,604	34,696	34,541
S2	34,478	34,478	34,662
S3	34,113	34,239	34,629
S4	33,748	33,874	34,528

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%	364	1.0%	16%	False	False	162,964
10	35,357	34,606	751	2.2%	310	0.9%	16%	False	False	130,727
20	35,494	34,399	1,095	3.2%	330	1.0%	30%	False	False	65,905
40	36,164	34,399	1,765	5.1%	343	1.0%	19%	False	False	33,086
60	36,164	34,116	2,048	5.9%	327	0.9%	30%	False	False	22,088
80	36,164	33,303	2,861	8.2%	309	0.9%	50%	False	False	16,576
100	36,164	33,194	2,970	8.6%	303	0.9%	52%	False	False	13,261
120	36,164	33,194	2,970	8.6%	276	0.8%	52%	False	False	11,051

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	83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	36,634
2.618	36,039
1.618	35,674
1.000	35,448
0.618	35,309
HIGH	35,083
0.618	34,944
0.500	34,901
0.382	34,858
LOW	34,718
0.618	34,493
1.000	34,353
1.618	34,128
2.618	33,763
4.250	33,167

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	34,901	34,845
PP	34,843	34,806
S1	34,786	34,768

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