E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 4,392.00 4,417.75 25.75 0.6% 4,349.00
High 4,419.75 4,430.50 10.75 0.2% 4,358.50
Low 4,377.25 4,355.50 -21.75 -0.5% 4,235.50
Close 4,409.75 4,380.50 -29.25 -0.7% 4,341.50
Range 42.50 75.00 32.50 76.5% 123.00
ATR 58.99 60.13 1.14 1.9% 0.00
Volume 1,489,644 1,881,573 391,929 26.3% 10,265,475
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,613.75 4,572.25 4,421.75
R3 4,538.75 4,497.25 4,401.00
R2 4,463.75 4,463.75 4,394.25
R1 4,422.25 4,422.25 4,387.50 4,405.50
PP 4,388.75 4,388.75 4,388.75 4,380.50
S1 4,347.25 4,347.25 4,373.50 4,330.50
S2 4,313.75 4,313.75 4,366.75
S3 4,238.75 4,272.25 4,360.00
S4 4,163.75 4,197.25 4,339.25
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,680.75 4,634.25 4,409.25
R3 4,557.75 4,511.25 4,375.25
R2 4,434.75 4,434.75 4,364.00
R1 4,388.25 4,388.25 4,352.75 4,350.00
PP 4,311.75 4,311.75 4,311.75 4,292.75
S1 4,265.25 4,265.25 4,330.25 4,227.00
S2 4,188.75 4,188.75 4,319.00
S3 4,065.75 4,142.25 4,307.75
S4 3,942.75 4,019.25 4,273.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,430.50 4,242.25 188.25 4.3% 72.50 1.7% 73% True False 1,736,639
10 4,430.50 4,235.50 195.00 4.5% 68.00 1.6% 74% True False 1,883,827
20 4,566.00 4,235.50 330.50 7.5% 62.50 1.4% 44% False False 1,787,870
40 4,597.50 4,235.50 362.00 8.3% 55.50 1.3% 40% False False 1,108,755
60 4,685.50 4,235.50 450.00 10.3% 53.00 1.2% 32% False False 740,320
80 4,685.50 4,235.50 450.00 10.3% 49.50 1.1% 32% False False 555,662
100 4,685.50 4,194.75 490.75 11.2% 49.25 1.1% 38% False False 444,757
120 4,685.50 4,131.00 554.50 12.7% 49.00 1.1% 45% False False 370,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,749.25
2.618 4,626.75
1.618 4,551.75
1.000 4,505.50
0.618 4,476.75
HIGH 4,430.50
0.618 4,401.75
0.500 4,393.00
0.382 4,384.25
LOW 4,355.50
0.618 4,309.25
1.000 4,280.50
1.618 4,234.25
2.618 4,159.25
4.250 4,036.75
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 4,393.00 4,393.00
PP 4,388.75 4,388.75
S1 4,384.75 4,384.75

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

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