E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 4,406.25 4,398.00 -8.25 -0.2% 4,315.00
High 4,423.25 4,399.25 -24.00 -0.5% 4,430.50
Low 4,365.75 4,330.75 -35.00 -0.8% 4,299.50
Close 4,401.75 4,342.25 -59.50 -1.4% 4,357.25
Range 57.50 68.50 11.00 19.1% 131.00
ATR 60.34 61.10 0.76 1.3% 0.00
Volume 1,879,736 2,271,572 391,836 20.8% 8,625,843
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,563.00 4,521.00 4,380.00
R3 4,494.50 4,452.50 4,361.00
R2 4,426.00 4,426.00 4,354.75
R1 4,384.00 4,384.00 4,348.50 4,370.75
PP 4,357.50 4,357.50 4,357.50 4,350.75
S1 4,315.50 4,315.50 4,336.00 4,302.25
S2 4,289.00 4,289.00 4,329.75
S3 4,220.50 4,247.00 4,323.50
S4 4,152.00 4,178.50 4,304.50
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 4,330.75 99.75 2.3% 65.50 1.5% 12% False True 1,972,186
10 4,430.50 4,242.25 188.25 4.3% 66.00 1.5% 53% False False 1,833,603
20 4,447.00 4,235.50 211.50 4.9% 64.50 1.5% 50% False False 1,892,524
40 4,597.50 4,235.50 362.00 8.3% 56.75 1.3% 29% False False 1,307,744
60 4,685.50 4,235.50 450.00 10.4% 55.00 1.3% 24% False False 873,119
80 4,685.50 4,235.50 450.00 10.4% 50.75 1.2% 24% False False 655,324
100 4,685.50 4,227.25 458.25 10.6% 49.75 1.1% 25% False False 524,528
120 4,685.50 4,131.00 554.50 12.8% 49.50 1.1% 38% False False 437,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 14.88
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,690.50
2.618 4,578.50
1.618 4,510.00
1.000 4,467.75
0.618 4,441.50
HIGH 4,399.25
0.618 4,373.00
0.500 4,365.00
0.382 4,357.00
LOW 4,330.75
0.618 4,288.50
1.000 4,262.25
1.618 4,220.00
2.618 4,151.50
4.250 4,039.50
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 4,365.00 4,377.00
PP 4,357.50 4,365.50
S1 4,349.75 4,353.75

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

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