E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 4,535.00 4,555.50 20.50 0.5% 4,551.50
High 4,557.50 4,567.00 9.50 0.2% 4,594.25
Low 4,515.00 4,496.00 -19.00 -0.4% 4,508.50
Close 4,555.75 4,503.00 -52.75 -1.2% 4,530.00
Range 42.50 71.00 28.50 67.1% 85.75
ATR 47.13 48.83 1.71 3.6% 0.00
Volume 1,743 2,603 860 49.3% 18,909
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,735.00 4,690.00 4,542.00
R3 4,664.00 4,619.00 4,522.50
R2 4,593.00 4,593.00 4,516.00
R1 4,548.00 4,548.00 4,509.50 4,535.00
PP 4,522.00 4,522.00 4,522.00 4,515.50
S1 4,477.00 4,477.00 4,496.50 4,464.00
S2 4,451.00 4,451.00 4,490.00
S3 4,380.00 4,406.00 4,483.50
S4 4,309.00 4,335.00 4,464.00
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 4,801.50 4,751.50 4,577.25
R3 4,715.75 4,665.75 4,553.50
R2 4,630.00 4,630.00 4,545.75
R1 4,580.00 4,580.00 4,537.75 4,562.00
PP 4,544.25 4,544.25 4,544.25 4,535.25
S1 4,494.25 4,494.25 4,522.25 4,476.50
S2 4,458.50 4,458.50 4,514.25
S3 4,372.75 4,408.50 4,506.50
S4 4,287.00 4,322.75 4,482.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,594.25 4,496.00 98.25 2.2% 55.75 1.2% 7% False True 2,761
10 4,644.75 4,496.00 148.75 3.3% 55.25 1.2% 5% False True 3,993
20 4,685.50 4,496.00 189.50 4.2% 46.50 1.0% 4% False True 3,358
40 4,685.50 4,414.50 271.00 6.0% 43.50 1.0% 33% False False 2,522
60 4,685.50 4,194.75 490.75 10.9% 44.75 1.0% 63% False False 2,047
80 4,685.50 4,131.00 554.50 12.3% 45.50 1.0% 67% False False 1,602
100 4,685.50 4,000.50 685.00 15.2% 43.50 1.0% 73% False False 1,308
120 4,685.50 3,916.00 769.50 17.1% 45.50 1.0% 76% False False 1,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.93
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,868.75
2.618 4,753.00
1.618 4,682.00
1.000 4,638.00
0.618 4,611.00
HIGH 4,567.00
0.618 4,540.00
0.500 4,531.50
0.382 4,523.00
LOW 4,496.00
0.618 4,452.00
1.000 4,425.00
1.618 4,381.00
2.618 4,310.00
4.250 4,194.25
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 4,531.50 4,531.50
PP 4,522.00 4,522.00
S1 4,512.50 4,512.50

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

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