E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 13-Dec-2023
Day Change Summary
Previous Current
12-Dec-2023 13-Dec-2023 Change Change % Previous Week
Open 4,625.00 4,649.00 24.00 0.5% 4,603.25
High 4,649.75 4,711.75 62.00 1.3% 4,613.75
Low 4,610.50 4,645.00 34.50 0.7% 4,548.75
Close 4,645.75 4,708.25 62.50 1.3% 4,607.50
Range 39.25 66.75 27.50 70.1% 65.00
ATR 43.02 44.72 1.69 3.9% 0.00
Volume 1,052,077 739,684 -312,393 -29.7% 9,669,563
Daily Pivots for day following 13-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,888.50 4,865.25 4,745.00
R3 4,821.75 4,798.50 4,726.50
R2 4,755.00 4,755.00 4,720.50
R1 4,731.75 4,731.75 4,714.25 4,743.50
PP 4,688.25 4,688.25 4,688.25 4,694.25
S1 4,665.00 4,665.00 4,702.25 4,676.50
S2 4,621.50 4,621.50 4,696.00
S3 4,554.75 4,598.25 4,690.00
S4 4,488.00 4,531.50 4,671.50
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,785.00 4,761.25 4,643.25
R3 4,720.00 4,696.25 4,625.50
R2 4,655.00 4,655.00 4,619.50
R1 4,631.25 4,631.25 4,613.50 4,643.00
PP 4,590.00 4,590.00 4,590.00 4,596.00
S1 4,566.25 4,566.25 4,601.50 4,578.00
S2 4,525.00 4,525.00 4,595.50
S3 4,460.00 4,501.25 4,589.50
S4 4,395.00 4,436.25 4,571.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,711.75 4,548.75 163.00 3.5% 46.50 1.0% 98% True False 1,515,355
10 4,711.75 4,544.75 167.00 3.5% 44.00 0.9% 98% True False 1,709,497
20 4,711.75 4,501.75 210.00 4.5% 37.25 0.8% 98% True False 1,497,429
40 4,711.75 4,122.25 589.50 12.5% 48.75 1.0% 99% True False 1,701,565
60 4,711.75 4,122.25 589.50 12.5% 54.00 1.1% 99% True False 1,752,062
80 4,711.75 4,122.25 589.50 12.5% 52.50 1.1% 99% True False 1,476,325
100 4,711.75 4,122.25 589.50 12.5% 52.00 1.1% 99% True False 1,181,803
120 4,711.75 4,122.25 589.50 12.5% 49.75 1.1% 99% True False 985,158
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 False
Bear Hook False
Bull Hook False
Stretch 12.03
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 4,995.50
2.618 4,886.50
1.618 4,819.75
1.000 4,778.50
0.618 4,753.00
HIGH 4,711.75
0.618 4,686.25
0.500 4,678.50
0.382 4,670.50
LOW 4,645.00
0.618 4,603.75
1.000 4,578.25
1.618 4,537.00
2.618 4,470.25
4.250 4,361.25
Fisher Pivots for day following 13-Dec-2023
Pivot 1 day 3 day
R1 4,698.25 4,690.75
PP 4,688.25 4,673.25
S1 4,678.50 4,655.50

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

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