E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 15-Dec-2023
Day Change Summary
Previous Current
14-Dec-2023 15-Dec-2023 Change Change % Previous Week
Open 4,708.00 4,716.00 8.00 0.2% 4,607.75
High 4,739.25 4,736.50 -2.75 -0.1% 4,739.25
Low 4,694.25 4,694.27 0.02 0.0% 4,599.50
Close 4,721.75 4,694.27 -27.48 -0.6% 4,694.27
Range 45.00 42.23 -2.77 -6.2% 139.75
ATR 44.74 44.56 -0.18 -0.4% 0.00
Volume 560,819 36,555 -524,264 -93.5% 4,052,364
Daily Pivots for day following 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 4,835.00 4,807.00 4,717.50
R3 4,792.75 4,764.75 4,706.00
R2 4,750.50 4,750.50 4,702.00
R1 4,722.50 4,722.50 4,698.25 4,715.50
PP 4,708.25 4,708.25 4,708.25 4,704.75
S1 4,680.25 4,680.25 4,690.50 4,673.25
S2 4,666.00 4,666.00 4,686.50
S3 4,624.00 4,638.00 4,682.75
S4 4,581.75 4,595.75 4,671.00
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 5,097.00 5,035.25 4,771.25
R3 4,957.25 4,895.50 4,732.75
R2 4,817.50 4,817.50 4,720.00
R1 4,755.75 4,755.75 4,707.00 4,786.75
PP 4,677.75 4,677.75 4,677.75 4,693.00
S1 4,616.00 4,616.00 4,681.50 4,647.00
S2 4,538.00 4,538.00 4,668.75
S3 4,398.25 4,476.25 4,655.75
S4 4,258.50 4,336.50 4,617.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,739.25 4,599.50 139.75 3.0% 44.25 0.9% 68% False False 810,472
10 4,739.25 4,548.75 190.50 4.1% 44.75 1.0% 76% False False 1,372,192
20 4,739.25 4,512.75 226.50 4.8% 38.75 0.8% 80% False False 1,374,039
40 4,739.25 4,122.25 617.00 13.1% 47.25 1.0% 93% False False 1,591,162
60 4,739.25 4,122.25 617.00 13.1% 53.00 1.1% 93% False False 1,704,004
80 4,739.25 4,122.25 617.00 13.1% 52.00 1.1% 93% False False 1,483,661
100 4,739.25 4,122.25 617.00 13.1% 52.25 1.1% 93% False False 1,187,719
120 4,739.25 4,122.25 617.00 13.1% 49.75 1.1% 93% False False 990,107
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,916.00
2.618 4,847.00
1.618 4,804.75
1.000 4,778.75
0.618 4,762.50
HIGH 4,736.50
0.618 4,720.25
0.500 4,715.50
0.382 4,710.50
LOW 4,694.25
0.618 4,668.25
1.000 4,652.00
1.618 4,626.00
2.618 4,583.75
4.250 4,514.75
Fisher Pivots for day following 15-Dec-2023
Pivot 1 day 3 day
R1 4,715.50 4,693.50
PP 4,708.25 4,692.75
S1 4,701.25 4,692.00

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

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