E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 07-Dec-2023
Day Change Summary
Previous Current
06-Dec-2023 07-Dec-2023 Change Change % Previous Week
Open 4,573.25 4,556.00 -17.25 -0.4% 4,568.50
High 4,598.50 4,596.00 -2.50 -0.1% 4,607.75
Low 4,552.00 4,548.75 -3.25 -0.1% 4,544.75
Close 4,556.00 4,589.50 33.50 0.7% 4,600.75
Range 46.50 47.25 0.75 1.6% 63.00
ATR 43.68 43.93 0.26 0.6% 0.00
Volume 1,837,961 1,832,361 -5,600 -0.3% 8,128,149
Daily Pivots for day following 07-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,719.75 4,702.00 4,615.50
R3 4,672.50 4,654.75 4,602.50
R2 4,625.25 4,625.25 4,598.25
R1 4,607.50 4,607.50 4,593.75 4,616.50
PP 4,578.00 4,578.00 4,578.00 4,582.50
S1 4,560.25 4,560.25 4,585.25 4,569.00
S2 4,530.75 4,530.75 4,580.75
S3 4,483.50 4,513.00 4,576.50
S4 4,436.25 4,465.75 4,563.50
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 4,548.75 59.00 1.3% 44.00 1.0% 69% False True 1,858,857
10 4,607.75 4,544.75 63.00 1.4% 35.75 0.8% 71% False False 1,608,098
20 4,607.75 4,354.25 253.50 5.5% 41.50 0.9% 93% False False 1,555,342
40 4,607.75 4,122.25 485.50 10.6% 50.50 1.1% 96% False False 1,747,689
60 4,607.75 4,122.25 485.50 10.6% 54.00 1.2% 96% False False 1,757,073
80 4,607.75 4,122.25 485.50 10.6% 52.75 1.1% 96% False False 1,404,743
100 4,685.50 4,122.25 563.25 12.3% 51.50 1.1% 83% False False 1,124,466
120 4,685.50 4,122.25 563.25 12.3% 49.50 1.1% 83% False False 937,336
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,796.75
2.618 4,719.75
1.618 4,672.50
1.000 4,643.25
0.618 4,625.25
HIGH 4,596.00
0.618 4,578.00
0.500 4,572.50
0.382 4,566.75
LOW 4,548.75
0.618 4,519.50
1.000 4,501.50
1.618 4,472.25
2.618 4,425.00
4.250 4,348.00
Fisher Pivots for day following 07-Dec-2023
Pivot 1 day 3 day
R1 4,583.75 4,584.25
PP 4,578.00 4,579.00
S1 4,572.50 4,573.50

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

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