Dow Jones EURO STOXX 50 Index Future September 2023

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

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	4,240.0	4,265.0	25.0	0.6%	4,284.0
High	4,283.0	4,270.0	-13.0	-0.3%	4,293.0
Low	4,235.0	4,232.0	-3.0	-0.1%	4,182.0
Close	4,258.0	4,244.0	-14.0	-0.3%	4,242.0
Range	48.0	38.0	-10.0	-20.8%	111.0
ATR	58.3	56.9	-1.5	-2.5%	0.0
Volume	1,749,248	1,737,471	-11,777	-0.7%	3,578,935

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,362.7	4,341.3	4,264.9
R3	4,324.7	4,303.3	4,254.5
R2	4,286.7	4,286.7	4,251.0
R1	4,265.3	4,265.3	4,247.5	4,257.0
PP	4,248.7	4,248.7	4,248.7	4,244.5
S1	4,227.3	4,227.3	4,240.5	4,219.0
S2	4,210.7	4,210.7	4,237.0
S3	4,172.7	4,189.3	4,233.6
S4	4,134.7	4,151.3	4,223.1

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,572.0	4,518.0	4,303.1
R3	4,461.0	4,407.0	4,272.5
R2	4,350.0	4,350.0	4,262.4
R1	4,296.0	4,296.0	4,252.2	4,267.5
PP	4,239.0	4,239.0	4,239.0	4,224.8
S1	4,185.0	4,185.0	4,231.8	4,156.5
S2	4,128.0	4,128.0	4,221.7
S3	4,017.0	4,074.0	4,211.5
S4	3,906.0	3,963.0	4,181.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,283.0	4,182.0	101.0	2.4%	48.2	1.1%	61%	False	False	1,288,254
10	4,358.0	4,182.0	176.0	4.1%	49.4	1.2%	35%	False	False	988,759
20	4,365.0	4,182.0	183.0	4.3%	56.3	1.3%	34%	False	False	838,323
40	4,513.0	4,182.0	331.0	7.8%	57.4	1.4%	19%	False	False	809,857
60	4,513.0	4,182.0	331.0	7.8%	55.9	1.3%	19%	False	False	794,086
80	4,513.0	4,182.0	331.0	7.8%	53.3	1.3%	19%	False	False	670,947
100	4,513.0	4,182.0	331.0	7.8%	50.1	1.2%	19%	False	False	537,222
120	4,513.0	3,970.0	543.0	12.8%	48.5	1.1%	50%	False	False	447,983

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.8
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	4,431.5
2.618	4,369.5
1.618	4,331.5
1.000	4,308.0
0.618	4,293.5
HIGH	4,270.0
0.618	4,255.5
0.500	4,251.0
0.382	4,246.5
LOW	4,232.0
0.618	4,208.5
1.000	4,194.0
1.618	4,170.5
2.618	4,132.5
4.250	4,070.5

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	4,251.0	4,240.2
PP	4,248.7	4,236.3
S1	4,246.3	4,232.5

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

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