E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 4,556.50 4,499.50 -57.00 -1.3% 4,514.00
High 4,566.00 4,514.50 -51.50 -1.1% 4,566.00
Low 4,494.00 4,487.00 -7.00 -0.2% 4,494.00
Close 4,498.00 4,501.50 3.50 0.1% 4,498.00
Range 72.00 27.50 -44.50 -61.8% 72.00
ATR 47.57 46.13 -1.43 -3.0% 0.00
Volume 1,825,966 1,155,158 -670,808 -36.7% 9,154,563
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,583.50 4,570.00 4,516.50
R3 4,556.00 4,542.50 4,509.00
R2 4,528.50 4,528.50 4,506.50
R1 4,515.00 4,515.00 4,504.00 4,521.75
PP 4,501.00 4,501.00 4,501.00 4,504.50
S1 4,487.50 4,487.50 4,499.00 4,494.25
S2 4,473.50 4,473.50 4,496.50
S3 4,446.00 4,460.00 4,494.00
S4 4,418.50 4,432.50 4,486.50
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,735.25 4,688.75 4,537.50
R3 4,663.25 4,616.75 4,517.75
R2 4,591.25 4,591.25 4,511.25
R1 4,544.75 4,544.75 4,504.50 4,532.00
PP 4,519.25 4,519.25 4,519.25 4,513.00
S1 4,472.75 4,472.75 4,491.50 4,460.00
S2 4,447.25 4,447.25 4,484.75
S3 4,375.25 4,400.75 4,478.25
S4 4,303.25 4,328.75 4,458.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,566.00 4,487.00 79.00 1.8% 42.00 0.9% 18% False True 1,653,249
10 4,580.75 4,483.25 97.50 2.2% 40.50 0.9% 19% False False 1,147,062
20 4,597.50 4,412.25 185.25 4.1% 48.00 1.1% 48% False False 578,164
40 4,685.50 4,397.75 287.75 6.4% 49.00 1.1% 36% False False 290,964
60 4,685.50 4,397.75 287.75 6.4% 45.75 1.0% 36% False False 194,560
80 4,685.50 4,194.75 490.75 10.9% 45.75 1.0% 63% False False 146,230
100 4,685.50 4,131.00 554.50 12.3% 46.50 1.0% 67% False False 117,050
120 4,685.50 4,118.50 567.00 12.6% 44.50 1.0% 68% False False 97,564
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.15
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4,631.50
2.618 4,586.50
1.618 4,559.00
1.000 4,542.00
0.618 4,531.50
HIGH 4,514.50
0.618 4,504.00
0.500 4,500.75
0.382 4,497.50
LOW 4,487.00
0.618 4,470.00
1.000 4,459.50
1.618 4,442.50
2.618 4,415.00
4.250 4,370.00
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 4,501.25 4,526.50
PP 4,501.00 4,518.25
S1 4,500.75 4,509.75

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

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