E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 21-Jul-2023
Day Change Summary
Previous Current
20-Jul-2023 21-Jul-2023 Change Change % Previous Week
Open 4,640.00 4,617.00 -23.00 -0.5% 4,582.75
High 4,644.00 4,639.75 -4.25 -0.1% 4,659.50
Low 4,607.75 4,612.50 4.75 0.1% 4,577.50
Close 4,615.50 4,615.00 -0.50 0.0% 4,615.00
Range 36.25 27.25 -9.00 -24.8% 82.00
ATR 41.57 40.54 -1.02 -2.5% 0.00
Volume 1,861 2,514 653 35.1% 8,029
Daily Pivots for day following 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,704.25 4,686.75 4,630.00
R3 4,677.00 4,659.50 4,622.50
R2 4,649.75 4,649.75 4,620.00
R1 4,632.25 4,632.25 4,617.50 4,627.50
PP 4,622.50 4,622.50 4,622.50 4,620.00
S1 4,605.00 4,605.00 4,612.50 4,600.00
S2 4,595.25 4,595.25 4,610.00
S3 4,568.00 4,577.75 4,607.50
S4 4,540.75 4,550.50 4,600.00
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 4,863.25 4,821.25 4,660.00
R3 4,781.25 4,739.25 4,637.50
R2 4,699.25 4,699.25 4,630.00
R1 4,657.25 4,657.25 4,622.50 4,678.25
PP 4,617.25 4,617.25 4,617.25 4,628.00
S1 4,575.25 4,575.25 4,607.50 4,596.25
S2 4,535.25 4,535.25 4,600.00
S3 4,453.25 4,493.25 4,592.50
S4 4,371.25 4,411.25 4,570.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,659.50 4,577.50 82.00 1.8% 35.50 0.8% 46% False False 1,605
10 4,659.50 4,459.25 200.25 4.3% 37.50 0.8% 78% False False 1,715
20 4,659.50 4,414.50 245.00 5.3% 39.00 0.8% 82% False False 1,753
40 4,659.50 4,194.75 464.75 10.1% 42.75 0.9% 90% False False 1,496
60 4,659.50 4,131.00 528.50 11.5% 44.75 1.0% 92% False False 1,107
80 4,659.50 4,118.50 541.00 11.7% 42.25 0.9% 92% False False 864
100 4,659.50 3,916.00 743.50 16.1% 45.50 1.0% 94% False False 711
120 4,659.50 3,916.00 743.50 16.1% 44.25 1.0% 94% False False 599
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,755.50
2.618 4,711.00
1.618 4,683.75
1.000 4,667.00
0.618 4,656.50
HIGH 4,639.75
0.618 4,629.25
0.500 4,626.00
0.382 4,623.00
LOW 4,612.50
0.618 4,595.75
1.000 4,585.25
1.618 4,568.50
2.618 4,541.25
4.250 4,496.75
Fisher Pivots for day following 21-Jul-2023
Pivot 1 day 3 day
R1 4,626.00 4,633.50
PP 4,622.50 4,627.50
S1 4,618.75 4,621.25

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

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