E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 13-Apr-2023
Day Change Summary
Previous Current
12-Apr-2023 13-Apr-2023 Change Change % Previous Week
Open 4,228.00 4,197.50 -30.50 -0.7% 4,200.00
High 4,245.25 4,246.75 1.50 0.0% 4,240.75
Low 4,185.00 4,184.50 -0.50 0.0% 4,164.50
Close 4,188.75 4,243.75 55.00 1.3% 4,199.00
Range 60.25 62.25 2.00 3.3% 76.25
ATR 48.53 49.51 0.98 2.0% 0.00
Volume 27 21 -6 -22.2% 1,398
Daily Pivots for day following 13-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,411.75 4,390.00 4,278.00
R3 4,349.50 4,327.75 4,260.75
R2 4,287.25 4,287.25 4,255.25
R1 4,265.50 4,265.50 4,249.50 4,276.50
PP 4,225.00 4,225.00 4,225.00 4,230.50
S1 4,203.25 4,203.25 4,238.00 4,214.00
S2 4,162.75 4,162.75 4,232.25
S3 4,100.50 4,141.00 4,226.75
S4 4,038.25 4,078.75 4,209.50
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 4,430.25 4,390.75 4,241.00
R3 4,354.00 4,314.50 4,220.00
R2 4,277.75 4,277.75 4,213.00
R1 4,238.25 4,238.25 4,206.00 4,220.00
PP 4,201.50 4,201.50 4,201.50 4,192.25
S1 4,162.00 4,162.00 4,192.00 4,143.50
S2 4,125.25 4,125.25 4,185.00
S3 4,049.00 4,085.75 4,178.00
S4 3,972.75 4,009.50 4,157.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,246.75 4,171.25 75.50 1.8% 40.50 1.0% 96% True False 20
10 4,246.75 4,150.00 96.75 2.3% 40.25 0.9% 97% True False 148
20 4,246.75 3,976.00 270.75 6.4% 46.50 1.1% 99% True False 123
40 4,280.00 3,916.00 364.00 8.6% 45.25 1.1% 90% False False 105
60 4,307.75 3,916.00 391.75 9.2% 42.75 1.0% 84% False False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.60
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,511.25
2.618 4,409.75
1.618 4,347.50
1.000 4,309.00
0.618 4,285.25
HIGH 4,246.75
0.618 4,223.00
0.500 4,215.50
0.382 4,208.25
LOW 4,184.50
0.618 4,146.00
1.000 4,122.25
1.618 4,083.75
2.618 4,021.50
4.250 3,920.00
Fisher Pivots for day following 13-Apr-2023
Pivot 1 day 3 day
R1 4,234.50 4,234.50
PP 4,225.00 4,225.00
S1 4,215.50 4,215.50

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

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