Dow Jones EURO STOXX 50 Index Future September 2023

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

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	4,403.0	4,376.0	-27.0	-0.6%	4,259.0
High	4,427.0	4,402.0	-25.0	-0.6%	4,435.0
Low	4,379.0	4,361.0	-18.0	-0.4%	4,233.0
Close	4,387.0	4,395.0	8.0	0.2%	4,425.0
Range	48.0	41.0	-7.0	-14.6%	202.0
ATR	54.4	53.4	-1.0	-1.8%	0.0
Volume	638,182	606,708	-31,474	-4.9%	3,668,790

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,509.0	4,493.0	4,417.6
R3	4,468.0	4,452.0	4,406.3
R2	4,427.0	4,427.0	4,402.5
R1	4,411.0	4,411.0	4,398.8	4,419.0
PP	4,386.0	4,386.0	4,386.0	4,390.0
S1	4,370.0	4,370.0	4,391.2	4,378.0
S2	4,345.0	4,345.0	4,387.5
S3	4,304.0	4,329.0	4,383.7
S4	4,263.0	4,288.0	4,372.5

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,970.3	4,899.7	4,536.1
R3	4,768.3	4,697.7	4,480.6
R2	4,566.3	4,566.3	4,462.0
R1	4,495.7	4,495.7	4,443.5	4,531.0
PP	4,364.3	4,364.3	4,364.3	4,382.0
S1	4,293.7	4,293.7	4,406.5	4,329.0
S2	4,162.3	4,162.3	4,388.0
S3	3,960.3	4,091.7	4,369.5
S4	3,758.3	3,889.7	4,313.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,435.0	4,361.0	74.0	1.7%	40.0	0.9%	46%	False	True	601,314
10	4,435.0	4,220.0	215.0	4.9%	49.5	1.1%	81%	False	False	702,043
20	4,447.0	4,220.0	227.0	5.2%	53.6	1.2%	77%	False	False	729,759
40	4,447.0	4,220.0	227.0	5.2%	50.5	1.1%	77%	False	False	576,872
60	4,447.0	4,220.0	227.0	5.2%	45.7	1.0%	77%	False	False	385,416
80	4,447.0	4,040.0	407.0	9.3%	42.9	1.0%	87%	False	False	289,526
100	4,447.0	3,970.0	477.0	10.9%	39.5	0.9%	89%	False	False	231,637
120	4,447.0	3,970.0	477.0	10.9%	33.0	0.7%	89%	False	False	193,031

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	True
Bull Hook	False
Stretch	13.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,576.3
2.618	4,509.3
1.618	4,468.3
1.000	4,443.0
0.618	4,427.3
HIGH	4,402.0
0.618	4,386.3
0.500	4,381.5
0.382	4,376.7
LOW	4,361.0
0.618	4,335.7
1.000	4,320.0
1.618	4,294.7
2.618	4,253.7
4.250	4,186.8

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	4,390.5	4,394.7
PP	4,386.0	4,394.3
S1	4,381.5	4,394.0

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

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