E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	4,619.00	4,660.00	41.00	0.9%	4,616.00
High	4,667.50	4,670.50	3.00	0.1%	4,685.50
Low	4,609.75	4,647.25	37.50	0.8%	4,605.00
Close	4,658.00	4,666.00	8.00	0.2%	4,658.00
Range	57.75	23.25	-34.50	-59.7%	80.50
ATR	43.02	41.61	-1.41	-3.3%	0.00
Volume	2,050	1,461	-589	-28.7%	16,390

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,731.00	4,721.75	4,678.75
R3	4,707.75	4,698.50	4,672.50
R2	4,684.50	4,684.50	4,670.25
R1	4,675.25	4,675.25	4,668.25	4,680.00
PP	4,661.25	4,661.25	4,661.25	4,663.50
S1	4,652.00	4,652.00	4,663.75	4,656.50
S2	4,638.00	4,638.00	4,661.75
S3	4,614.75	4,628.75	4,659.50
S4	4,591.50	4,605.50	4,653.25

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,891.00	4,855.00	4,702.25
R3	4,810.50	4,774.50	4,680.25
R2	4,730.00	4,730.00	4,672.75
R1	4,694.00	4,694.00	4,665.50	4,712.00
PP	4,649.50	4,649.50	4,649.50	4,658.50
S1	4,613.50	4,613.50	4,650.50	4,631.50
S2	4,569.00	4,569.00	4,643.25
S3	4,488.50	4,533.00	4,635.75
S4	4,408.00	4,452.50	4,613.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,685.50	4,605.00	80.50	1.7%	45.50	1.0%	76%	False	False	2,585
10	4,685.50	4,594.50	91.00	2.0%	39.75	0.9%	79%	False	False	2,466
20	4,685.50	4,459.25	226.25	4.8%	39.25	0.8%	91%	False	False	2,080
40	4,685.50	4,318.00	367.50	7.9%	41.25	0.9%	95%	False	False	1,809
60	4,685.50	4,131.00	554.50	11.9%	43.00	0.9%	96%	False	False	1,380
80	4,685.50	4,131.00	554.50	11.9%	43.00	0.9%	96%	False	False	1,068
100	4,685.50	3,916.00	769.50	16.5%	45.75	1.0%	97%	False	False	880
120	4,685.50	3,916.00	769.50	16.5%	44.25	0.9%	97%	False	False	748

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	9.25
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	4,769.25
2.618	4,731.25
1.618	4,708.00
1.000	4,693.75
0.618	4,684.75
HIGH	4,670.50
0.618	4,661.50
0.500	4,659.00
0.382	4,656.25
LOW	4,647.25
0.618	4,633.00
1.000	4,624.00
1.618	4,609.75
2.618	4,586.50
4.250	4,548.50

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	4,663.50	4,659.00
PP	4,661.25	4,652.25
S1	4,659.00	4,645.25

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

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