mini-sized Dow ($5) Future September 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	34,543	34,627	84	0.2%	34,869
High	34,660	34,809	149	0.4%	34,969
Low	34,443	34,581	138	0.4%	34,317
Close	34,608	34,682	74	0.2%	34,608
Range	217	228	11	5.1%	652
ATR	339	331	-8	-2.3%	0
Volume	135,835	86,290	-49,545	-36.5%	577,877

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	35,375	35,256	34,808
R3	35,147	35,028	34,745
R2	34,919	34,919	34,724
R1	34,800	34,800	34,703	34,860
PP	34,691	34,691	34,691	34,720
S1	34,572	34,572	34,661	34,632
S2	34,463	34,463	34,640
S3	34,235	34,344	34,619
S4	34,007	34,116	34,557

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	36,587	36,250	34,967
R3	35,935	35,598	34,787
R2	35,283	35,283	34,728
R1	34,946	34,946	34,668	34,789
PP	34,631	34,631	34,631	34,553
S1	34,294	34,294	34,548	34,137
S2	33,979	33,979	34,489
S3	33,327	33,642	34,429
S4	32,675	32,990	34,250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	34,969	34,317	652	1.9%	271	0.8%	56%	False	False	132,833
10	35,177	34,317	860	2.5%	294	0.8%	42%	False	False	139,538
20	35,456	34,062	1,394	4.0%	343	1.0%	44%	False	False	148,387
40	35,843	34,062	1,781	5.1%	344	1.0%	35%	False	False	150,303
60	35,843	33,803	2,040	5.9%	338	1.0%	43%	False	False	147,451
80	35,843	32,900	2,943	8.5%	341	1.0%	61%	False	False	118,205
100	35,843	32,900	2,943	8.5%	349	1.0%	61%	False	False	94,628
120	35,843	32,160	3,683	10.6%	349	1.0%	68%	False	False	78,874

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	73
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	35,778
2.618	35,406
1.618	35,178
1.000	35,037
0.618	34,950
HIGH	34,809
0.618	34,722
0.500	34,695
0.382	34,668
LOW	34,581
0.618	34,440
1.000	34,353
1.618	34,212
2.618	33,984
4.250	33,612

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	34,695	34,650
PP	34,691	34,619
S1	34,686	34,587

Download as Excel Spreadsheet

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

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