E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 25-Sep-2023
Day Change Summary
Previous Current
22-Sep-2023 25-Sep-2023 Change Change % Previous Week
Open 4,370.25 4,365.00 -5.25 -0.1% 4,499.50
High 4,399.00 4,383.50 -15.50 -0.4% 4,514.50
Low 4,357.25 4,338.25 -19.00 -0.4% 4,357.25
Close 4,361.00 4,378.75 17.75 0.4% 4,361.00
Range 41.75 45.25 3.50 8.4% 157.25
ATR 49.31 49.02 -0.29 -0.6% 0.00
Volume 1,736,576 1,561,595 -174,981 -10.1% 7,795,528
Daily Pivots for day following 25-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,502.50 4,486.00 4,403.75
R3 4,457.25 4,440.75 4,391.25
R2 4,412.00 4,412.00 4,387.00
R1 4,395.50 4,395.50 4,383.00 4,403.75
PP 4,366.75 4,366.75 4,366.75 4,371.00
S1 4,350.25 4,350.25 4,374.50 4,358.50
S2 4,321.50 4,321.50 4,370.50
S3 4,276.25 4,305.00 4,366.25
S4 4,231.00 4,259.75 4,353.75
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,882.75 4,779.00 4,447.50
R3 4,725.50 4,621.75 4,404.25
R2 4,568.25 4,568.25 4,389.75
R1 4,464.50 4,464.50 4,375.50 4,437.75
PP 4,411.00 4,411.00 4,411.00 4,397.50
S1 4,307.25 4,307.25 4,346.50 4,280.50
S2 4,253.75 4,253.75 4,332.25
S3 4,096.50 4,150.00 4,317.75
S4 3,939.25 3,992.75 4,274.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,509.50 4,338.25 171.25 3.9% 56.00 1.3% 24% False True 1,640,393
10 4,566.00 4,338.25 227.75 5.2% 49.00 1.1% 18% False True 1,646,821
20 4,597.50 4,338.25 259.25 5.9% 45.00 1.0% 16% False True 986,683
40 4,673.50 4,338.25 335.25 7.7% 50.00 1.1% 12% False True 495,603
60 4,685.50 4,338.25 347.25 7.9% 47.25 1.1% 12% False True 331,112
80 4,685.50 4,261.50 424.00 9.7% 46.25 1.1% 28% False False 248,700
100 4,685.50 4,131.00 554.50 12.7% 46.25 1.1% 45% False False 199,056
120 4,685.50 4,131.00 554.50 12.7% 45.25 1.0% 45% False False 165,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,575.75
2.618 4,502.00
1.618 4,456.75
1.000 4,428.75
0.618 4,411.50
HIGH 4,383.50
0.618 4,366.25
0.500 4,361.00
0.382 4,355.50
LOW 4,338.25
0.618 4,310.25
1.000 4,293.00
1.618 4,265.00
2.618 4,219.75
4.250 4,146.00
Fisher Pivots for day following 25-Sep-2023
Pivot 1 day 3 day
R1 4,372.75 4,392.50
PP 4,366.75 4,388.00
S1 4,361.00 4,383.50

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

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