E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	4,491.25	4,520.00	28.75	0.6%	4,533.00
High	4,526.25	4,571.50	45.25	1.0%	4,542.25
Low	4,487.25	4,518.75	31.50	0.7%	4,467.75
Close	4,521.50	4,555.75	34.25	0.8%	4,481.75
Range	39.00	52.75	13.75	35.3%	74.50
ATR	42.98	43.68	0.70	1.6%	0.00
Volume	1,262	2,679	1,417	112.3%	6,591

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,707.00	4,684.00	4,584.75
R3	4,654.25	4,631.25	4,570.25
R2	4,601.50	4,601.50	4,565.50
R1	4,578.50	4,578.50	4,560.50	4,590.00
PP	4,548.75	4,548.75	4,548.75	4,554.50
S1	4,525.75	4,525.75	4,551.00	4,537.25
S2	4,496.00	4,496.00	4,546.00
S3	4,443.25	4,473.00	4,541.25
S4	4,390.50	4,420.25	4,526.75

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,720.75	4,675.75	4,522.75
R3	4,646.25	4,601.25	4,502.25
R2	4,571.75	4,571.75	4,495.50
R1	4,526.75	4,526.75	4,488.50	4,512.00
PP	4,497.25	4,497.25	4,497.25	4,490.00
S1	4,452.25	4,452.25	4,475.00	4,437.50
S2	4,422.75	4,422.75	4,468.00
S3	4,348.25	4,377.75	4,461.25
S4	4,273.75	4,303.25	4,440.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,571.50	4,459.25	112.25	2.5%	47.50	1.0%	86%	True	False	1,853
10	4,571.50	4,446.75	124.75	2.7%	40.00	0.9%	87%	True	False	1,804
20	4,571.50	4,414.50	157.00	3.4%	43.75	1.0%	90%	True	False	1,725
40	4,571.50	4,194.75	376.75	8.3%	44.00	1.0%	96%	True	False	1,262
60	4,571.50	4,131.00	440.50	9.7%	44.25	1.0%	96%	True	False	913
80	4,571.50	3,976.00	595.50	13.1%	44.75	1.0%	97%	True	False	721
100	4,571.50	3,916.00	655.50	14.4%	44.50	1.0%	98%	True	False	594
120	4,571.50	3,916.00	655.50	14.4%	43.75	1.0%	98%	True	False	505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.98
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,795.75
2.618	4,709.50
1.618	4,656.75
1.000	4,624.25
0.618	4,604.00
HIGH	4,571.50
0.618	4,551.25
0.500	4,545.00
0.382	4,539.00
LOW	4,518.75
0.618	4,486.25
1.000	4,466.00
1.618	4,433.50
2.618	4,380.75
4.250	4,294.50

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	4,552.25	4,542.25
PP	4,548.75	4,528.75
S1	4,545.00	4,515.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols