E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 24-May-2023
Day Change Summary
Previous Current
23-May-2023 24-May-2023 Change Change % Previous Week
Open 4,296.50 4,245.00 -51.50 -1.2% 4,204.25
High 4,302.25 4,245.00 -57.25 -1.3% 4,307.50
Low 4,234.25 4,194.75 -39.50 -0.9% 4,195.75
Close 4,238.75 4,206.25 -32.50 -0.8% 4,284.25
Range 68.00 50.25 -17.75 -26.1% 111.75
ATR 47.84 48.02 0.17 0.4% 0.00
Volume 524 332 -192 -36.6% 1,838
Daily Pivots for day following 24-May-2023
Classic Woodie Camarilla DeMark
R4 4,366.00 4,336.50 4,234.00
R3 4,315.75 4,286.25 4,220.00
R2 4,265.50 4,265.50 4,215.50
R1 4,236.00 4,236.00 4,210.75 4,225.50
PP 4,215.25 4,215.25 4,215.25 4,210.25
S1 4,185.75 4,185.75 4,201.75 4,175.50
S2 4,165.00 4,165.00 4,197.00
S3 4,114.75 4,135.50 4,192.50
S4 4,064.50 4,085.25 4,178.50
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 4,597.75 4,552.75 4,345.75
R3 4,486.00 4,441.00 4,315.00
R2 4,374.25 4,374.25 4,304.75
R1 4,329.25 4,329.25 4,294.50 4,351.75
PP 4,262.50 4,262.50 4,262.50 4,273.75
S1 4,217.50 4,217.50 4,274.00 4,240.00
S2 4,150.75 4,150.75 4,263.75
S3 4,039.00 4,105.75 4,253.50
S4 3,927.25 3,994.00 4,222.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,307.50 4,194.75 112.75 2.7% 48.00 1.1% 10% False True 423
10 4,307.50 4,186.00 121.50 2.9% 44.75 1.1% 17% False False 419
20 4,307.50 4,131.00 176.50 4.2% 49.25 1.2% 43% False False 337
40 4,307.50 4,118.50 189.00 4.5% 43.25 1.0% 46% False False 240
60 4,307.50 3,916.00 391.50 9.3% 48.25 1.1% 74% False False 193
80 4,307.75 3,916.00 391.75 9.3% 44.50 1.1% 74% False False 155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 6.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,458.50
2.618 4,376.50
1.618 4,326.25
1.000 4,295.25
0.618 4,276.00
HIGH 4,245.00
0.618 4,225.75
0.500 4,220.00
0.382 4,214.00
LOW 4,194.75
0.618 4,163.75
1.000 4,144.50
1.618 4,113.50
2.618 4,063.25
4.250 3,981.25
Fisher Pivots for day following 24-May-2023
Pivot 1 day 3 day
R1 4,220.00 4,248.50
PP 4,215.25 4,234.50
S1 4,210.75 4,220.25

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

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