E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 09-Nov-2023
Day Change Summary
Previous Current
08-Nov-2023 09-Nov-2023 Change Change % Previous Week
Open 4,397.50 4,393.25 -4.25 -0.1% 4,148.00
High 4,407.75 4,413.00 5.25 0.1% 4,391.75
Low 4,375.00 4,357.75 -17.25 -0.4% 4,143.50
Close 4,399.50 4,362.25 -37.25 -0.8% 4,376.00
Range 32.75 55.25 22.50 68.7% 248.25
ATR 57.30 57.16 -0.15 -0.3% 0.00
Volume 1,390,288 1,972,630 582,342 41.9% 9,391,050
Daily Pivots for day following 09-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,543.50 4,508.00 4,392.75
R3 4,488.25 4,452.75 4,377.50
R2 4,433.00 4,433.00 4,372.50
R1 4,397.50 4,397.50 4,367.25 4,387.50
PP 4,377.75 4,377.75 4,377.75 4,372.75
S1 4,342.25 4,342.25 4,357.25 4,332.50
S2 4,322.50 4,322.50 4,352.00
S3 4,267.25 4,287.00 4,347.00
S4 4,212.00 4,231.75 4,331.75
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 5,048.50 4,960.50 4,512.50
R3 4,800.25 4,712.25 4,444.25
R2 4,552.00 4,552.00 4,421.50
R1 4,464.00 4,464.00 4,398.75 4,508.00
PP 4,303.75 4,303.75 4,303.75 4,325.75
S1 4,215.75 4,215.75 4,353.25 4,259.75
S2 4,055.50 4,055.50 4,330.50
S3 3,807.25 3,967.50 4,307.75
S4 3,559.00 3,719.25 4,239.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,413.00 4,325.50 87.50 2.0% 43.25 1.0% 42% True False 1,577,321
10 4,413.00 4,122.25 290.75 6.7% 53.75 1.2% 83% True False 1,766,987
20 4,423.25 4,122.25 301.00 6.9% 58.50 1.3% 80% False False 1,944,588
40 4,566.00 4,122.25 443.75 10.2% 60.50 1.4% 54% False False 1,866,229
60 4,597.50 4,122.25 475.25 10.9% 56.50 1.3% 50% False False 1,387,366
80 4,685.50 4,122.25 563.25 12.9% 54.25 1.2% 43% False False 1,041,387
100 4,685.50 4,122.25 563.25 12.9% 51.25 1.2% 43% False False 833,447
120 4,685.50 4,122.25 563.25 12.9% 50.75 1.2% 43% False False 694,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,647.75
2.618 4,557.75
1.618 4,502.50
1.000 4,468.25
0.618 4,447.25
HIGH 4,413.00
0.618 4,392.00
0.500 4,385.50
0.382 4,378.75
LOW 4,357.75
0.618 4,323.50
1.000 4,302.50
1.618 4,268.25
2.618 4,213.00
4.250 4,123.00
Fisher Pivots for day following 09-Nov-2023
Pivot 1 day 3 day
R1 4,385.50 4,385.50
PP 4,377.75 4,377.75
S1 4,370.00 4,370.00

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

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