E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 17-Oct-2023
Day Change Summary
Previous Current
16-Oct-2023 17-Oct-2023 Change Change % Previous Week
Open 4,356.75 4,406.25 49.50 1.1% 4,315.00
High 4,414.25 4,423.25 9.00 0.2% 4,430.50
Low 4,354.50 4,365.75 11.25 0.3% 4,299.50
Close 4,401.00 4,401.75 0.75 0.0% 4,357.25
Range 59.75 57.50 -2.25 -3.8% 131.00
ATR 60.56 60.34 -0.22 -0.4% 0.00
Volume 1,668,948 1,879,736 210,788 12.6% 8,625,843
Daily Pivots for day following 17-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,569.50 4,543.00 4,433.50
R3 4,512.00 4,485.50 4,417.50
R2 4,454.50 4,454.50 4,412.25
R1 4,428.00 4,428.00 4,407.00 4,412.50
PP 4,397.00 4,397.00 4,397.00 4,389.00
S1 4,370.50 4,370.50 4,396.50 4,355.00
S2 4,339.50 4,339.50 4,391.25
S3 4,282.00 4,313.00 4,386.00
S4 4,224.50 4,255.50 4,370.00
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,755.50 4,687.25 4,429.25
R3 4,624.50 4,556.25 4,393.25
R2 4,493.50 4,493.50 4,381.25
R1 4,425.25 4,425.25 4,369.25 4,459.50
PP 4,362.50 4,362.50 4,362.50 4,379.50
S1 4,294.25 4,294.25 4,345.25 4,328.50
S2 4,231.50 4,231.50 4,333.25
S3 4,100.50 4,163.25 4,321.25
S4 3,969.50 4,032.25 4,285.25
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 4,340.75 89.75 2.0% 60.25 1.4% 68% False False 1,815,800
10 4,430.50 4,235.50 195.00 4.4% 66.00 1.5% 85% False False 1,823,273
20 4,508.00 4,235.50 272.50 6.2% 64.25 1.5% 61% False False 1,853,055
40 4,597.50 4,235.50 362.00 8.2% 56.25 1.3% 46% False False 1,251,085
60 4,685.50 4,235.50 450.00 10.2% 54.25 1.2% 37% False False 835,295
80 4,685.50 4,235.50 450.00 10.2% 50.25 1.1% 37% False False 626,955
100 4,685.50 4,218.75 466.75 10.6% 49.50 1.1% 39% False False 501,821
120 4,685.50 4,131.00 554.50 12.6% 49.50 1.1% 49% False False 418,241
Crabel Price Patterns
NR True
NR4 True
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 17.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,667.50
2.618 4,573.75
1.618 4,516.25
1.000 4,480.75
0.618 4,458.75
HIGH 4,423.25
0.618 4,401.25
0.500 4,394.50
0.382 4,387.75
LOW 4,365.75
0.618 4,330.25
1.000 4,308.25
1.618 4,272.75
2.618 4,215.25
4.250 4,121.50
Fisher Pivots for day following 17-Oct-2023
Pivot 1 day 3 day
R1 4,399.25 4,395.25
PP 4,397.00 4,388.50
S1 4,394.50 4,382.00

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

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