E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 4,564.00 4,568.50 4.50 0.1% 4,526.75
High 4,574.00 4,570.00 -4.00 -0.1% 4,580.50
Low 4,562.00 4,552.00 -10.00 -0.2% 4,520.00
Close 4,568.25 4,561.00 -7.25 -0.2% 4,568.25
Range 12.00 18.00 6.00 50.0% 60.50
ATR 48.12 45.97 -2.15 -4.5% 0.00
Volume 572,702 1,124,213 551,511 96.3% 4,298,797
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,615.00 4,606.00 4,571.00
R3 4,597.00 4,588.00 4,566.00
R2 4,579.00 4,579.00 4,564.25
R1 4,570.00 4,570.00 4,562.75 4,565.50
PP 4,561.00 4,561.00 4,561.00 4,558.75
S1 4,552.00 4,552.00 4,559.25 4,547.50
S2 4,543.00 4,543.00 4,557.75
S3 4,525.00 4,534.00 4,556.00
S4 4,507.00 4,516.00 4,551.00
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 4,737.75 4,713.50 4,601.50
R3 4,677.25 4,653.00 4,585.00
R2 4,616.75 4,616.75 4,579.25
R1 4,592.50 4,592.50 4,573.75 4,604.50
PP 4,556.25 4,556.25 4,556.25 4,562.25
S1 4,532.00 4,532.00 4,562.75 4,544.00
S2 4,495.75 4,495.75 4,557.25
S3 4,435.25 4,471.50 4,551.50
S4 4,374.75 4,411.00 4,535.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,580.50 4,520.00 60.50 1.3% 29.75 0.7% 68% False False 1,084,602
10 4,580.50 4,407.25 173.25 3.8% 36.75 0.8% 89% False False 1,299,813
20 4,580.50 4,143.50 437.00 9.6% 46.25 1.0% 96% False False 1,511,212
40 4,580.50 4,122.25 458.25 10.0% 56.00 1.2% 96% False False 1,759,353
60 4,597.50 4,122.25 475.25 10.4% 53.50 1.2% 92% False False 1,631,807
80 4,611.00 4,122.25 488.75 10.7% 54.25 1.2% 90% False False 1,225,333
100 4,685.50 4,122.25 563.25 12.3% 51.50 1.1% 78% False False 980,756
120 4,685.50 4,122.25 563.25 12.3% 50.00 1.1% 78% False False 817,570
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,646.50
2.618 4,617.00
1.618 4,599.00
1.000 4,588.00
0.618 4,581.00
HIGH 4,570.00
0.618 4,563.00
0.500 4,561.00
0.382 4,559.00
LOW 4,552.00
0.618 4,541.00
1.000 4,534.00
1.618 4,523.00
2.618 4,505.00
4.250 4,475.50
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 4,561.00 4,561.75
PP 4,561.00 4,561.50
S1 4,561.00 4,561.25

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

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