mini-sized Dow ($5) 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	34,619	34,628	9	0.0%	33,977
High	34,688	34,652	-36	-0.1%	34,705
Low	34,510	34,435	-75	-0.2%	33,855
Close	34,637	34,509	-128	-0.4%	34,643
Range	178	217	39	21.9%	850
ATR	326	318	-8	-2.4%	0
Volume	73,707	144,068	70,361	95.5%	715,623

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	35,183	35,063	34,628
R3	34,966	34,846	34,569
R2	34,749	34,749	34,549
R1	34,629	34,629	34,529	34,581
PP	34,532	34,532	34,532	34,508
S1	34,412	34,412	34,489	34,364
S2	34,315	34,315	34,469
S3	34,098	34,195	34,449
S4	33,881	33,978	34,390

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	36,951	36,647	35,111
R3	36,101	35,797	34,877
R2	35,251	35,251	34,799
R1	34,947	34,947	34,721	35,099
PP	34,401	34,401	34,401	34,477
S1	34,097	34,097	34,565	34,249
S2	33,551	33,551	34,487
S3	32,701	33,247	34,409
S4	31,851	32,397	34,176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	34,705	33,993	712	2.1%	270	0.8%	72%	False	False	130,524
10	34,705	33,855	850	2.5%	267	0.8%	77%	False	False	134,347
20	34,888	33,738	1,150	3.3%	300	0.9%	67%	False	False	123,801
40	34,888	32,900	1,988	5.8%	339	1.0%	81%	False	False	62,252
60	34,888	32,900	1,988	5.8%	347	1.0%	81%	False	False	41,556
80	34,888	31,862	3,026	8.8%	375	1.1%	87%	False	False	31,188

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	35,574
2.618	35,220
1.618	35,003
1.000	34,869
0.618	34,786
HIGH	34,652
0.618	34,569
0.500	34,544
0.382	34,518
LOW	34,435
0.618	34,301
1.000	34,218
1.618	34,084
2.618	33,867
4.250	33,513

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	34,544	34,509
PP	34,532	34,509
S1	34,521	34,509

Download as Excel Spreadsheet

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

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