mini-sized Dow ($5) 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	34,627	34,673	46	0.1%	34,869
High	34,809	34,876	67	0.2%	34,969
Low	34,581	34,556	-25	-0.1%	34,317
Close	34,682	34,667	-15	0.0%	34,608
Range	228	320	92	40.4%	652
ATR	331	331	-1	-0.2%	0
Volume	86,290	71,515	-14,775	-17.1%	577,877

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	35,660	35,483	34,843
R3	35,340	35,163	34,755
R2	35,020	35,020	34,726
R1	34,843	34,843	34,696	34,772
PP	34,700	34,700	34,700	34,664
S1	34,523	34,523	34,638	34,452
S2	34,380	34,380	34,608
S3	34,060	34,203	34,579
S4	33,740	33,883	34,491

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	34,876	34,317	559	1.6%	276	0.8%	63%	True	False	116,589
10	35,177	34,317	860	2.5%	297	0.9%	41%	False	False	132,456
20	35,413	34,062	1,351	3.9%	348	1.0%	45%	False	False	145,376
40	35,843	34,062	1,781	5.1%	345	1.0%	34%	False	False	149,158
60	35,843	33,803	2,040	5.9%	333	1.0%	42%	False	False	145,570
80	35,843	32,900	2,943	8.5%	339	1.0%	60%	False	False	119,092
100	35,843	32,900	2,943	8.5%	351	1.0%	60%	False	False	95,342
120	35,843	32,160	3,683	10.6%	345	1.0%	68%	False	False	79,468

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	82
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	36,236
2.618	35,714
1.618	35,394
1.000	35,196
0.618	35,074
HIGH	34,876
0.618	34,754
0.500	34,716
0.382	34,678
LOW	34,556
0.618	34,358
1.000	34,236
1.618	34,038
2.618	33,718
4.250	33,196

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	34,716	34,665
PP	34,700	34,662
S1	34,683	34,660

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols