E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 4,326.00 4,262.75 -63.25 -1.5% 4,365.00
High 4,335.75 4,304.00 -31.75 -0.7% 4,383.50
Low 4,251.25 4,235.50 -15.75 -0.4% 4,277.00
Close 4,264.75 4,297.75 33.00 0.8% 4,325.50
Range 84.50 68.50 -16.00 -18.9% 106.50
ATR 55.21 56.16 0.95 1.7% 0.00
Volume 2,256,808 2,168,271 -88,537 -3.9% 9,403,697
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,484.50 4,459.75 4,335.50
R3 4,416.00 4,391.25 4,316.50
R2 4,347.50 4,347.50 4,310.25
R1 4,322.75 4,322.75 4,304.00 4,335.00
PP 4,279.00 4,279.00 4,279.00 4,285.25
S1 4,254.25 4,254.25 4,291.50 4,266.50
S2 4,210.50 4,210.50 4,285.25
S3 4,142.00 4,185.75 4,279.00
S4 4,073.50 4,117.25 4,260.00
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,648.25 4,593.25 4,384.00
R3 4,541.75 4,486.75 4,354.75
R2 4,435.25 4,435.25 4,345.00
R1 4,380.25 4,380.25 4,335.25 4,354.50
PP 4,328.75 4,328.75 4,328.75 4,315.75
S1 4,273.75 4,273.75 4,315.75 4,248.00
S2 4,222.25 4,222.25 4,306.00
S3 4,115.75 4,167.25 4,296.25
S4 4,009.25 4,060.75 4,267.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,371.25 4,235.50 135.75 3.2% 65.50 1.5% 46% False True 2,098,736
10 4,447.00 4,235.50 211.50 4.9% 63.25 1.5% 29% False True 1,951,445
20 4,566.00 4,235.50 330.50 7.7% 53.00 1.2% 19% False True 1,690,672
40 4,597.50 4,235.50 362.00 8.4% 53.50 1.2% 17% False True 850,264
60 4,685.50 4,235.50 450.00 10.5% 50.00 1.2% 14% False True 567,884
80 4,685.50 4,235.50 450.00 10.5% 48.25 1.1% 14% False True 426,322
100 4,685.50 4,186.00 499.50 11.6% 47.50 1.1% 22% False False 341,218
120 4,685.50 4,131.00 554.50 12.9% 47.00 1.1% 30% False False 284,380
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 14.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,595.00
2.618 4,483.25
1.618 4,414.75
1.000 4,372.50
0.618 4,346.25
HIGH 4,304.00
0.618 4,277.75
0.500 4,269.75
0.382 4,261.75
LOW 4,235.50
0.618 4,193.25
1.000 4,167.00
1.618 4,124.75
2.618 4,056.25
4.250 3,944.50
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 4,288.50 4,297.00
PP 4,279.00 4,296.25
S1 4,269.75 4,295.50

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

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