Dow Jones EURO STOXX 50 Index Future September 2023

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	4,485.0	4,497.0	12.0	0.3%	4,412.0
High	4,513.0	4,500.0	-13.0	-0.3%	4,498.0
Low	4,473.0	4,421.0	-52.0	-1.2%	4,331.0
Close	4,496.0	4,429.0	-67.0	-1.5%	4,495.0
Range	40.0	79.0	39.0	97.5%	167.0
ATR	55.5	57.2	1.7	3.0%	0.0
Volume	818,049	893,344	75,295	9.2%	4,294,712

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,687.0	4,637.0	4,472.5
R3	4,608.0	4,558.0	4,450.7
R2	4,529.0	4,529.0	4,443.5
R1	4,479.0	4,479.0	4,436.2	4,464.5
PP	4,450.0	4,450.0	4,450.0	4,442.8
S1	4,400.0	4,400.0	4,421.8	4,385.5
S2	4,371.0	4,371.0	4,414.5
S3	4,292.0	4,321.0	4,407.3
S4	4,213.0	4,242.0	4,385.6

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,942.3	4,885.7	4,586.9
R3	4,775.3	4,718.7	4,540.9
R2	4,608.3	4,608.3	4,525.6
R1	4,551.7	4,551.7	4,510.3	4,580.0
PP	4,441.3	4,441.3	4,441.3	4,455.5
S1	4,384.7	4,384.7	4,479.7	4,413.0
S2	4,274.3	4,274.3	4,464.4
S3	4,107.3	4,217.7	4,449.1
S4	3,940.3	4,050.7	4,403.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,513.0	4,331.0	182.0	4.1%	72.6	1.6%	54%	False	False	914,773
10	4,513.0	4,331.0	182.0	4.1%	54.9	1.2%	54%	False	False	774,350
20	4,513.0	4,220.0	293.0	6.6%	57.0	1.3%	71%	False	False	780,652
40	4,513.0	4,220.0	293.0	6.6%	50.1	1.1%	71%	False	False	737,843
60	4,513.0	4,220.0	293.0	6.6%	48.4	1.1%	71%	False	False	493,176
80	4,513.0	4,220.0	293.0	6.6%	43.0	1.0%	71%	False	False	370,479
100	4,513.0	3,970.0	543.0	12.3%	44.1	1.0%	85%	False	False	296,623
120	4,513.0	3,970.0	543.0	12.3%	36.8	0.8%	85%	False	False	247,186

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	8.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,835.8
2.618	4,706.8
1.618	4,627.8
1.000	4,579.0
0.618	4,548.8
HIGH	4,500.0
0.618	4,469.8
0.500	4,460.5
0.382	4,451.2
LOW	4,421.0
0.618	4,372.2
1.000	4,342.0
1.618	4,293.2
2.618	4,214.2
4.250	4,085.3

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	4,460.5	4,467.0
PP	4,450.0	4,454.3
S1	4,439.5	4,441.7

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

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