E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 4,527.75 4,526.75 -1.00 0.0% 4,425.75
High 4,539.50 4,571.00 31.50 0.7% 4,541.25
Low 4,512.75 4,520.00 7.25 0.2% 4,407.25
Close 4,527.50 4,562.25 34.75 0.8% 4,527.50
Range 26.75 51.00 24.25 90.7% 134.00
ATR 53.79 53.59 -0.20 -0.4% 0.00
Volume 1,331,912 1,220,790 -111,122 -8.3% 7,575,127
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,704.00 4,684.25 4,590.25
R3 4,653.00 4,633.25 4,576.25
R2 4,602.00 4,602.00 4,571.50
R1 4,582.25 4,582.25 4,567.00 4,592.00
PP 4,551.00 4,551.00 4,551.00 4,556.00
S1 4,531.25 4,531.25 4,557.50 4,541.00
S2 4,500.00 4,500.00 4,553.00
S3 4,449.00 4,480.25 4,548.25
S4 4,398.00 4,429.25 4,534.25
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,894.00 4,844.75 4,601.25
R3 4,760.00 4,710.75 4,564.25
R2 4,626.00 4,626.00 4,552.00
R1 4,576.75 4,576.75 4,539.75 4,601.50
PP 4,492.00 4,492.00 4,492.00 4,504.25
S1 4,442.75 4,442.75 4,515.25 4,467.50
S2 4,358.00 4,358.00 4,503.00
S3 4,224.00 4,308.75 4,490.75
S4 4,090.00 4,174.75 4,453.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,571.00 4,420.25 150.75 3.3% 48.00 1.1% 94% True False 1,503,947
10 4,571.00 4,354.25 216.75 4.8% 47.50 1.0% 96% True False 1,528,209
20 4,571.00 4,122.25 448.75 9.8% 53.25 1.2% 98% True False 1,721,296
40 4,571.00 4,122.25 448.75 9.8% 59.75 1.3% 98% True False 1,850,350
60 4,597.50 4,122.25 475.25 10.4% 54.75 1.2% 93% False False 1,562,461
80 4,673.50 4,122.25 551.25 12.1% 55.00 1.2% 80% False False 1,172,977
100 4,685.50 4,122.25 563.25 12.3% 52.25 1.1% 78% False False 938,807
120 4,685.50 4,122.25 563.25 12.3% 50.75 1.1% 78% False False 782,583
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 10.80
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,787.75
2.618 4,704.50
1.618 4,653.50
1.000 4,622.00
0.618 4,602.50
HIGH 4,571.00
0.618 4,551.50
0.500 4,545.50
0.382 4,539.50
LOW 4,520.00
0.618 4,488.50
1.000 4,469.00
1.618 4,437.50
2.618 4,386.50
4.250 4,303.25
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 4,556.75 4,553.50
PP 4,551.00 4,545.00
S1 4,545.50 4,536.50

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

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