Dow Jones EURO STOXX 50 Index Future September 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	4,284.0	4,324.0	40.0	0.9%	4,436.0
High	4,327.0	4,393.0	66.0	1.5%	4,447.0
Low	4,282.0	4,321.0	39.0	0.9%	4,220.0
Close	4,310.0	4,387.0	77.0	1.8%	4,259.0
Range	45.0	72.0	27.0	60.0%	227.0
ATR	56.2	58.1	1.9	3.4%	0.0
Volume	741,040	915,485	174,445	23.5%	3,516,466

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,583.0	4,557.0	4,426.6
R3	4,511.0	4,485.0	4,406.8
R2	4,439.0	4,439.0	4,400.2
R1	4,413.0	4,413.0	4,393.6	4,426.0
PP	4,367.0	4,367.0	4,367.0	4,373.5
S1	4,341.0	4,341.0	4,380.4	4,354.0
S2	4,295.0	4,295.0	4,373.8
S3	4,223.0	4,269.0	4,367.2
S4	4,151.0	4,197.0	4,347.4

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,989.7	4,851.3	4,383.9
R3	4,762.7	4,624.3	4,321.4
R2	4,535.7	4,535.7	4,300.6
R1	4,397.3	4,397.3	4,279.8	4,353.0
PP	4,308.7	4,308.7	4,308.7	4,286.5
S1	4,170.3	4,170.3	4,238.2	4,126.0
S2	4,081.7	4,081.7	4,217.4
S3	3,854.7	3,943.3	4,196.6
S4	3,627.7	3,716.3	4,134.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,393.0	4,220.0	173.0	3.9%	76.4	1.7%	97%	True	False	923,678
10	4,447.0	4,220.0	227.0	5.2%	58.5	1.3%	74%	False	False	797,961
20	4,447.0	4,220.0	227.0	5.2%	53.6	1.2%	74%	False	False	859,011
40	4,447.0	4,220.0	227.0	5.2%	48.6	1.1%	74%	False	False	482,517
60	4,447.0	4,220.0	227.0	5.2%	43.9	1.0%	74%	False	False	322,408
80	4,447.0	3,970.0	477.0	10.9%	44.8	1.0%	87%	False	False	242,248
100	4,447.0	3,970.0	477.0	10.9%	37.0	0.8%	87%	False	False	193,803
120	4,447.0	3,970.0	477.0	10.9%	30.9	0.7%	87%	False	False	161,503

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	9.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,699.0
2.618	4,581.5
1.618	4,509.5
1.000	4,465.0
0.618	4,437.5
HIGH	4,393.0
0.618	4,365.5
0.500	4,357.0
0.382	4,348.5
LOW	4,321.0
0.618	4,276.5
1.000	4,249.0
1.618	4,204.5
2.618	4,132.5
4.250	4,015.0

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	4,377.0	4,362.3
PP	4,367.0	4,337.7
S1	4,357.0	4,313.0

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