mini-sized Dow ($5) Future December 2023

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	34,294	33,920	-374	-1.1%	34,930
High	34,294	34,012	-282	-0.8%	35,083
Low	33,815	33,544	-271	-0.8%	34,211
Close	33,875	33,791	-84	-0.2%	34,232
Range	479	468	-11	-2.3%	872
ATR	341	350	9	2.7%	0
Volume	182,086	207,623	25,537	14.0%	849,306

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	35,186	34,957	34,049
R3	34,718	34,489	33,920
R2	34,250	34,250	33,877
R1	34,021	34,021	33,834	33,902
PP	33,782	33,782	33,782	33,723
S1	33,553	33,553	33,748	33,434
S2	33,314	33,314	33,705
S3	32,846	33,085	33,662
S4	32,378	32,617	33,534

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	34,746	33,544	1,202	3.6%	384	1.1%	21%	False	True	189,199
10	35,357	33,544	1,813	5.4%	374	1.1%	14%	False	True	176,082
20	35,494	33,544	1,950	5.8%	330	1.0%	13%	False	True	113,044
40	36,060	33,544	2,516	7.4%	353	1.0%	10%	False	True	56,718
60	36,164	33,544	2,620	7.8%	335	1.0%	9%	False	True	37,849
80	36,164	33,544	2,620	7.8%	312	0.9%	9%	False	True	28,400
100	36,164	33,194	2,970	8.8%	302	0.9%	20%	False	False	22,721
120	36,164	33,194	2,970	8.8%	287	0.8%	20%	False	False	18,934

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	60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	36,001
2.618	35,237
1.618	34,769
1.000	34,480
0.618	34,301
HIGH	34,012
0.618	33,833
0.500	33,778
0.382	33,723
LOW	33,544
0.618	33,255
1.000	33,076
1.618	32,787
2.618	32,319
4.250	31,555

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	33,787	33,951
PP	33,782	33,898
S1	33,778	33,844

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

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