mini-sized Dow ($5) Future September 2023

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	34,669	34,601	-68	-0.2%	34,869
High	34,790	34,990	200	0.6%	34,969
Low	34,517	34,585	68	0.2%	34,317
Close	34,588	34,924	336	1.0%	34,608
Range	273	405	132	48.4%	652
ATR	326	332	6	1.7%	0
Volume	39,137	28,302	-10,835	-27.7%	577,877

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	36,048	35,891	35,147
R3	35,643	35,486	35,036
R2	35,238	35,238	34,998
R1	35,081	35,081	34,961	35,160
PP	34,833	34,833	34,833	34,872
S1	34,676	34,676	34,887	34,755
S2	34,428	34,428	34,850
S3	34,023	34,271	34,813
S4	33,618	33,866	34,701

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	34,990	34,443	547	1.6%	289	0.8%	88%	True	False	72,215
10	35,177	34,317	860	2.5%	303	0.9%	71%	False	False	110,021
20	35,177	34,062	1,115	3.2%	339	1.0%	77%	False	False	132,134
40	35,843	34,062	1,781	5.1%	343	1.0%	48%	False	False	142,774
60	35,843	33,803	2,040	5.8%	331	0.9%	55%	False	False	140,876
80	35,843	32,900	2,943	8.4%	339	1.0%	69%	False	False	119,924
100	35,843	32,900	2,943	8.4%	354	1.0%	69%	False	False	96,015
120	35,843	32,642	3,201	9.2%	341	1.0%	71%	False	False	80,028

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	83
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	36,711
2.618	36,050
1.618	35,645
1.000	35,395
0.618	35,240
HIGH	34,990
0.618	34,835
0.500	34,788
0.382	34,740
LOW	34,585
0.618	34,335
1.000	34,180
1.618	33,930
2.618	33,525
4.250	32,864

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	34,879	34,867
PP	34,833	34,810
S1	34,788	34,754

Download as Excel Spreadsheet

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

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