mini-sized Dow ($5) Future December 2023

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	34,270	34,294	24	0.1%	34,930
High	34,358	34,294	-64	-0.2%	35,083
Low	34,040	33,815	-225	-0.7%	34,211
Close	34,273	33,875	-398	-1.2%	34,232
Range	318	479	161	50.6%	872
ATR	330	341	11	3.2%	0
Volume	169,719	182,086	12,367	7.3%	849,306

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	35,432	35,132	34,139
R3	34,953	34,653	34,007
R2	34,474	34,474	33,963
R1	34,174	34,174	33,919	34,085
PP	33,995	33,995	33,995	33,950
S1	33,695	33,695	33,831	33,606
S2	33,516	33,516	33,787
S3	33,037	33,216	33,743
S4	32,558	32,737	33,612

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	37,125	36,550	34,712
R3	36,253	35,678	34,472
R2	35,381	35,381	34,392
R1	34,806	34,806	34,312	34,658
PP	34,509	34,509	34,509	34,434
S1	33,934	33,934	34,152	33,786
S2	33,637	33,637	34,072
S3	32,765	33,062	33,992
S4	31,893	32,190	33,753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	35,083	33,815	1,268	3.7%	364	1.1%	5%	False	True	183,401
10	35,357	33,815	1,542	4.6%	355	1.0%	4%	False	True	170,081
20	35,494	33,815	1,679	5.0%	325	1.0%	4%	False	True	102,682
40	36,128	33,815	2,313	6.8%	346	1.0%	3%	False	True	51,529
60	36,164	33,815	2,349	6.9%	330	1.0%	3%	False	True	34,389
80	36,164	33,799	2,365	7.0%	314	0.9%	3%	False	False	25,805
100	36,164	33,194	2,970	8.8%	302	0.9%	23%	False	False	20,645
120	36,164	33,194	2,970	8.8%	284	0.8%	23%	False	False	17,204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	64
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	36,330
2.618	35,548
1.618	35,069
1.000	34,773
0.618	34,590
HIGH	34,294
0.618	34,111
0.500	34,055
0.382	33,998
LOW	33,815
0.618	33,519
1.000	33,336
1.618	33,040
2.618	32,561
4.250	31,779

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	34,055	34,118
PP	33,995	34,037
S1	33,935	33,956

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

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