E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 01-Dec-2023
Day Change Summary
Previous Current
30-Nov-2023 01-Dec-2023 Change Change % Previous Week
Open 4,562.25 4,571.75 9.50 0.2% 4,568.50
High 4,579.50 4,607.75 28.25 0.6% 4,607.75
Low 4,544.75 4,562.50 17.75 0.4% 4,544.75
Close 4,576.75 4,600.75 24.00 0.5% 4,600.75
Range 34.75 45.25 10.50 30.2% 63.00
ATR 43.90 44.00 0.10 0.2% 0.00
Volume 2,056,268 1,914,151 -142,117 -6.9% 8,128,149
Daily Pivots for day following 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,726.00 4,708.75 4,625.75
R3 4,680.75 4,663.50 4,613.25
R2 4,635.50 4,635.50 4,609.00
R1 4,618.25 4,618.25 4,605.00 4,627.00
PP 4,590.25 4,590.25 4,590.25 4,594.75
S1 4,573.00 4,573.00 4,596.50 4,581.50
S2 4,545.00 4,545.00 4,592.50
S3 4,499.75 4,527.75 4,588.25
S4 4,454.50 4,482.50 4,575.75
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,773.50 4,750.00 4,635.50
R3 4,710.50 4,687.00 4,618.00
R2 4,647.50 4,647.50 4,612.25
R1 4,624.00 4,624.00 4,606.50 4,635.75
PP 4,584.50 4,584.50 4,584.50 4,590.25
S1 4,561.00 4,561.00 4,595.00 4,572.75
S2 4,521.50 4,521.50 4,589.25
S3 4,458.50 4,498.00 4,583.50
S4 4,395.50 4,435.00 4,566.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,607.75 4,544.75 63.00 1.4% 34.00 0.7% 89% True False 1,625,629
10 4,607.75 4,512.75 95.00 2.1% 32.75 0.7% 93% True False 1,375,885
20 4,607.75 4,325.50 282.25 6.1% 40.75 0.9% 98% True False 1,482,034
40 4,607.75 4,122.25 485.50 10.6% 53.25 1.2% 99% True False 1,733,226
60 4,607.75 4,122.25 485.50 10.6% 53.25 1.2% 99% True False 1,743,657
80 4,607.75 4,122.25 485.50 10.6% 53.25 1.2% 99% True False 1,312,622
100 4,685.50 4,122.25 563.25 12.2% 51.25 1.1% 85% False False 1,050,729
120 4,685.50 4,122.25 563.25 12.2% 50.00 1.1% 85% False False 875,895
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 True
Bear Hook False
Bull Hook False
Stretch 8.15
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,800.00
2.618 4,726.25
1.618 4,681.00
1.000 4,653.00
0.618 4,635.75
HIGH 4,607.75
0.618 4,590.50
0.500 4,585.00
0.382 4,579.75
LOW 4,562.50
0.618 4,534.50
1.000 4,517.25
1.618 4,489.25
2.618 4,444.00
4.250 4,370.25
Fisher Pivots for day following 01-Dec-2023
Pivot 1 day 3 day
R1 4,595.50 4,592.50
PP 4,590.25 4,584.50
S1 4,585.00 4,576.25

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

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