E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 4,262.75 4,291.50 28.75 0.7% 4,365.00
High 4,304.00 4,302.00 -2.00 0.0% 4,383.50
Low 4,235.50 4,258.00 22.50 0.5% 4,277.00
Close 4,297.75 4,290.75 -7.00 -0.2% 4,325.50
Range 68.50 44.00 -24.50 -35.8% 106.50
ATR 56.16 55.29 -0.87 -1.5% 0.00
Volume 2,168,271 1,673,477 -494,794 -22.8% 9,403,697
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,415.50 4,397.25 4,315.00
R3 4,371.50 4,353.25 4,302.75
R2 4,327.50 4,327.50 4,298.75
R1 4,309.25 4,309.25 4,294.75 4,296.50
PP 4,283.50 4,283.50 4,283.50 4,277.25
S1 4,265.25 4,265.25 4,286.75 4,252.50
S2 4,239.50 4,239.50 4,282.75
S3 4,195.50 4,221.25 4,278.75
S4 4,151.50 4,177.25 4,266.50
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% 63.50 1.5% 41% False False 2,031,014
10 4,399.00 4,235.50 163.50 3.8% 59.50 1.4% 34% False False 1,918,929
20 4,566.00 4,235.50 330.50 7.7% 53.25 1.2% 17% False False 1,764,518
40 4,597.50 4,235.50 362.00 8.4% 53.25 1.2% 15% False False 892,018
60 4,685.50 4,235.50 450.00 10.5% 50.00 1.2% 12% False False 595,731
80 4,685.50 4,235.50 450.00 10.5% 48.25 1.1% 12% False False 447,229
100 4,685.50 4,194.75 490.75 11.4% 47.50 1.1% 20% False False 357,943
120 4,685.50 4,131.00 554.50 12.9% 47.00 1.1% 29% False False 298,322
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 15.33
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,489.00
2.618 4,417.25
1.618 4,373.25
1.000 4,346.00
0.618 4,329.25
HIGH 4,302.00
0.618 4,285.25
0.500 4,280.00
0.382 4,274.75
LOW 4,258.00
0.618 4,230.75
1.000 4,214.00
1.618 4,186.75
2.618 4,142.75
4.250 4,071.00
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 4,287.25 4,289.00
PP 4,283.50 4,287.25
S1 4,280.00 4,285.50

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

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