Dow Jones EURO STOXX 50 Index Future September 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	4,436.0	4,411.0	-25.0	-0.6%	4,305.0
High	4,447.0	4,413.0	-34.0	-0.8%	4,440.0
Low	4,423.0	4,366.0	-57.0	-1.3%	4,262.0
Close	4,425.0	4,372.0	-53.0	-1.2%	4,427.0
Range	24.0	47.0	23.0	95.8%	178.0
ATR	48.6	49.3	0.7	1.5%	0.0
Volume	478,075	712,678	234,603	49.1%	3,428,028

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,524.7	4,495.3	4,397.9
R3	4,477.7	4,448.3	4,384.9
R2	4,430.7	4,430.7	4,380.6
R1	4,401.3	4,401.3	4,376.3	4,392.5
PP	4,383.7	4,383.7	4,383.7	4,379.3
S1	4,354.3	4,354.3	4,367.7	4,345.5
S2	4,336.7	4,336.7	4,363.4
S3	4,289.7	4,307.3	4,359.1
S4	4,242.7	4,260.3	4,346.2

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,910.3	4,846.7	4,524.9
R3	4,732.3	4,668.7	4,476.0
R2	4,554.3	4,554.3	4,459.6
R1	4,490.7	4,490.7	4,443.3	4,522.5
PP	4,376.3	4,376.3	4,376.3	4,392.3
S1	4,312.7	4,312.7	4,410.7	4,344.5
S2	4,198.3	4,198.3	4,394.4
S3	4,020.3	4,134.7	4,378.1
S4	3,842.3	3,956.7	4,329.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,447.0	4,343.0	104.0	2.4%	40.6	0.9%	28%	False	False	672,245
10	4,447.0	4,262.0	185.0	4.2%	47.4	1.1%	59%	False	False	680,923
20	4,447.0	4,262.0	185.0	4.2%	43.0	1.0%	59%	False	False	728,936
40	4,447.0	4,241.0	206.0	4.7%	43.8	1.0%	64%	False	False	367,253
60	4,447.0	4,241.0	206.0	4.7%	38.7	0.9%	64%	False	False	245,633
80	4,447.0	3,970.0	477.0	10.9%	41.5	0.9%	84%	False	False	184,524
100	4,447.0	3,970.0	477.0	10.9%	33.2	0.8%	84%	False	False	147,619
120	4,447.0	3,970.0	477.0	10.9%	27.7	0.6%	84%	False	False	123,016

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	7.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,612.8
2.618	4,536.0
1.618	4,489.0
1.000	4,460.0
0.618	4,442.0
HIGH	4,413.0
0.618	4,395.0
0.500	4,389.5
0.382	4,384.0
LOW	4,366.0
0.618	4,337.0
1.000	4,319.0
1.618	4,290.0
2.618	4,243.0
4.250	4,166.3

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	4,389.5	4,406.5
PP	4,383.7	4,395.0
S1	4,377.8	4,383.5

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

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