E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 03-Jul-2023
Day Change Summary
Previous Current
30-Jun-2023 03-Jul-2023 Change Change % Previous Week
Open 4,484.50 4,533.00 48.50 1.1% 4,438.00
High 4,546.25 4,542.25 -4.00 -0.1% 4,546.25
Low 4,481.50 4,528.00 46.50 1.0% 4,414.50
Close 4,536.75 4,540.75 4.00 0.1% 4,536.75
Range 64.75 14.25 -50.50 -78.0% 131.75
ATR 45.39 43.16 -2.22 -4.9% 0.00
Volume 2,475 782 -1,693 -68.4% 10,039
Daily Pivots for day following 03-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,579.75 4,574.50 4,548.50
R3 4,565.50 4,560.25 4,544.75
R2 4,551.25 4,551.25 4,543.25
R1 4,546.00 4,546.00 4,542.00 4,548.50
PP 4,537.00 4,537.00 4,537.00 4,538.25
S1 4,531.75 4,531.75 4,539.50 4,534.50
S2 4,522.75 4,522.75 4,538.25
S3 4,508.50 4,517.50 4,536.75
S4 4,494.25 4,503.25 4,533.00
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 4,894.50 4,847.25 4,609.25
R3 4,762.75 4,715.50 4,573.00
R2 4,631.00 4,631.00 4,561.00
R1 4,583.75 4,583.75 4,548.75 4,607.50
PP 4,499.25 4,499.25 4,499.25 4,511.00
S1 4,452.00 4,452.00 4,524.75 4,475.50
S2 4,367.50 4,367.50 4,512.50
S3 4,235.75 4,320.25 4,500.50
S4 4,104.00 4,188.50 4,464.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,546.25 4,417.75 128.50 2.8% 38.25 0.8% 96% False False 1,759
10 4,546.25 4,414.50 131.75 2.9% 38.75 0.9% 96% False False 1,651
20 4,546.25 4,352.00 194.25 4.3% 41.00 0.9% 97% False False 1,527
40 4,546.25 4,158.00 388.25 8.6% 44.00 1.0% 99% False False 1,047
60 4,546.25 4,131.00 415.25 9.1% 44.00 1.0% 99% False False 743
80 4,546.25 3,916.00 630.25 13.9% 46.50 1.0% 99% False False 589
100 4,546.25 3,916.00 630.25 13.9% 45.00 1.0% 99% False False 489
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.08
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 4,602.75
2.618 4,579.50
1.618 4,565.25
1.000 4,556.50
0.618 4,551.00
HIGH 4,542.25
0.618 4,536.75
0.500 4,535.00
0.382 4,533.50
LOW 4,528.00
0.618 4,519.25
1.000 4,513.75
1.618 4,505.00
2.618 4,490.75
4.250 4,467.50
Fisher Pivots for day following 03-Jul-2023
Pivot 1 day 3 day
R1 4,539.00 4,528.00
PP 4,537.00 4,515.00
S1 4,535.00 4,502.00

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

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