E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 19-Apr-2023

Day Change Summary
	Previous	Current
	18-Apr-2023	19-Apr-2023	Change	Change %	Previous Week
Open	4,250.25	4,253.75	3.50	0.1%	4,174.00
High	4,272.50	4,262.75	-9.75	-0.2%	4,260.75
Low	4,243.00	4,228.50	-14.50	-0.3%	4,171.25
Close	4,255.75	4,255.25	-0.50	0.0%	4,238.00
Range	29.50	34.25	4.75	16.1%	89.50
ATR	46.78	45.89	-0.90	-1.9%	0.00
Volume	46	71	25	54.3%	472

Daily Pivots for day following 19-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,351.50	4,337.75	4,274.00
R3	4,317.25	4,303.50	4,264.75
R2	4,283.00	4,283.00	4,261.50
R1	4,269.25	4,269.25	4,258.50	4,276.00
PP	4,248.75	4,248.75	4,248.75	4,252.25
S1	4,235.00	4,235.00	4,252.00	4,242.00
S2	4,214.50	4,214.50	4,249.00
S3	4,180.25	4,200.75	4,245.75
S4	4,146.00	4,166.50	4,236.50

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,491.75	4,454.50	4,287.25
R3	4,402.25	4,365.00	4,262.50
R2	4,312.75	4,312.75	4,254.50
R1	4,275.50	4,275.50	4,246.25	4,294.00
PP	4,223.25	4,223.25	4,223.25	4,232.75
S1	4,186.00	4,186.00	4,229.75	4,204.50
S2	4,133.75	4,133.75	4,221.50
S3	4,044.25	4,096.50	4,213.50
S4	3,954.75	4,007.00	4,188.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,272.50	4,184.50	88.00	2.1%	41.00	1.0%	80%	False	False	113
10	4,272.50	4,164.50	108.00	2.5%	38.25	0.9%	84%	False	False	74
20	4,272.50	4,000.50	272.00	6.4%	39.75	0.9%	94%	False	False	148
40	4,272.50	3,916.00	356.50	8.4%	46.50	1.1%	95%	False	False	114
60	4,307.75	3,916.00	391.75	9.2%	43.75	1.0%	87%	False	False	98

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.33
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,408.25
2.618	4,352.50
1.618	4,318.25
1.000	4,297.00
0.618	4,284.00
HIGH	4,262.75
0.618	4,249.75
0.500	4,245.50
0.382	4,241.50
LOW	4,228.50
0.618	4,207.25
1.000	4,194.25
1.618	4,173.00
2.618	4,138.75
4.250	4,083.00

Fisher Pivots for day following 19-Apr-2023
Pivot	1 day	3 day
R1	4,252.00	4,253.25
PP	4,248.75	4,251.00
S1	4,245.50	4,249.00

Download as Excel Spreadsheet

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

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