E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 4,184.25 4,205.00 20.75 0.5% 4,256.25
High 4,215.00 4,264.75 49.75 1.2% 4,290.50
Low 4,166.75 4,191.25 24.50 0.6% 4,122.25
Close 4,212.25 4,256.00 43.75 1.0% 4,137.75
Range 48.25 73.50 25.25 52.3% 168.25
ATR 60.96 61.86 0.90 1.5% 0.00
Volume 1,836,212 2,027,080 190,868 10.4% 10,367,569
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,457.75 4,430.50 4,296.50
R3 4,384.25 4,357.00 4,276.25
R2 4,310.75 4,310.75 4,269.50
R1 4,283.50 4,283.50 4,262.75 4,297.00
PP 4,237.25 4,237.25 4,237.25 4,244.25
S1 4,210.00 4,210.00 4,249.25 4,223.50
S2 4,163.75 4,163.75 4,242.50
S3 4,090.25 4,136.50 4,235.75
S4 4,016.75 4,063.00 4,215.50
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,688.25 4,581.25 4,230.25
R3 4,520.00 4,413.00 4,184.00
R2 4,351.75 4,351.75 4,168.50
R1 4,244.75 4,244.75 4,153.25 4,214.00
PP 4,183.50 4,183.50 4,183.50 4,168.25
S1 4,076.50 4,076.50 4,122.25 4,046.00
S2 4,015.25 4,015.25 4,107.00
S3 3,847.00 3,908.25 4,091.50
S4 3,678.75 3,740.00 4,045.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,264.75 4,122.25 142.50 3.3% 59.50 1.4% 94% True False 2,076,615
10 4,366.50 4,122.25 244.25 5.7% 61.75 1.5% 55% False False 2,120,621
20 4,430.50 4,122.25 308.25 7.2% 63.75 1.5% 43% False False 1,977,112
40 4,566.00 4,122.25 443.75 10.4% 58.50 1.4% 30% False False 1,833,892
60 4,597.50 4,122.25 475.25 11.2% 57.00 1.3% 28% False False 1,225,880
80 4,685.50 4,122.25 563.25 13.2% 53.50 1.3% 24% False False 920,191
100 4,685.50 4,122.25 563.25 13.2% 51.50 1.2% 24% False False 736,480
120 4,685.50 4,122.25 563.25 13.2% 50.25 1.2% 24% False False 613,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.28
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,577.00
2.618 4,457.25
1.618 4,383.75
1.000 4,338.25
0.618 4,310.25
HIGH 4,264.75
0.618 4,236.75
0.500 4,228.00
0.382 4,219.25
LOW 4,191.25
0.618 4,145.75
1.000 4,117.75
1.618 4,072.25
2.618 3,998.75
4.250 3,879.00
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 4,246.75 4,238.75
PP 4,237.25 4,221.50
S1 4,228.00 4,204.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.