E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 13-Nov-2023
Day Change Summary
Previous Current
10-Nov-2023 13-Nov-2023 Change Change % Previous Week
Open 4,364.50 4,425.75 61.25 1.4% 4,379.25
High 4,435.50 4,436.75 1.25 0.0% 4,435.50
Low 4,354.25 4,407.25 53.00 1.2% 4,354.25
Close 4,430.50 4,425.25 -5.25 -0.1% 4,430.50
Range 81.25 29.50 -51.75 -63.7% 81.25
ATR 58.88 56.78 -2.10 -3.6% 0.00
Volume 1,752,002 1,276,182 -475,820 -27.2% 7,835,055
Daily Pivots for day following 13-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,511.50 4,498.00 4,441.50
R3 4,482.00 4,468.50 4,433.25
R2 4,452.50 4,452.50 4,430.75
R1 4,439.00 4,439.00 4,428.00 4,431.00
PP 4,423.00 4,423.00 4,423.00 4,419.00
S1 4,409.50 4,409.50 4,422.50 4,401.50
S2 4,393.50 4,393.50 4,419.75
S3 4,364.00 4,380.00 4,417.25
S4 4,334.50 4,350.50 4,409.00
Weekly Pivots for week ending 10-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,650.50 4,621.75 4,475.25
R3 4,569.25 4,540.50 4,452.75
R2 4,488.00 4,488.00 4,445.50
R1 4,459.25 4,459.25 4,438.00 4,473.50
PP 4,406.75 4,406.75 4,406.75 4,414.00
S1 4,378.00 4,378.00 4,423.00 4,392.50
S2 4,325.50 4,325.50 4,415.50
S3 4,244.25 4,296.75 4,408.25
S4 4,163.00 4,215.50 4,385.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,436.75 4,354.25 82.50 1.9% 47.25 1.1% 86% True False 1,552,471
10 4,436.75 4,166.75 270.00 6.1% 53.00 1.2% 96% True False 1,659,767
20 4,436.75 4,122.25 314.50 7.1% 57.75 1.3% 96% True False 1,904,595
40 4,509.50 4,122.25 387.25 8.8% 60.75 1.4% 78% False False 1,867,406
60 4,597.50 4,122.25 475.25 10.7% 56.50 1.3% 64% False False 1,437,659
80 4,685.50 4,122.25 563.25 12.7% 54.75 1.2% 54% False False 1,079,185
100 4,685.50 4,122.25 563.25 12.7% 51.75 1.2% 54% False False 863,698
120 4,685.50 4,122.25 563.25 12.7% 50.75 1.1% 54% False False 719,955
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 10.95
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,562.00
2.618 4,514.00
1.618 4,484.50
1.000 4,466.25
0.618 4,455.00
HIGH 4,436.75
0.618 4,425.50
0.500 4,422.00
0.382 4,418.50
LOW 4,407.25
0.618 4,389.00
1.000 4,377.75
1.618 4,359.50
2.618 4,330.00
4.250 4,282.00
Fisher Pivots for day following 13-Nov-2023
Pivot 1 day 3 day
R1 4,424.25 4,415.25
PP 4,423.00 4,405.50
S1 4,422.00 4,395.50

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

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