E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 29-Aug-2023

Day Change Summary
	Previous	Current
	28-Aug-2023	29-Aug-2023	Change	Change %	Previous Week
Open	4,466.25	4,493.50	27.25	0.6%	4,432.00
High	4,498.00	4,558.75	60.75	1.4%	4,534.50
Low	4,463.50	4,482.00	18.50	0.4%	4,412.25
Close	4,491.25	4,556.50	65.25	1.5%	4,463.00
Range	34.50	76.75	42.25	122.5%	122.25
ATR	54.29	55.89	1.60	3.0%	0.00
Volume	4,239	9,851	5,612	132.4%	31,588

Daily Pivots for day following 29-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,762.75	4,736.25	4,598.75
R3	4,686.00	4,659.50	4,577.50
R2	4,609.25	4,609.25	4,570.50
R1	4,582.75	4,582.75	4,563.50	4,596.00
PP	4,532.50	4,532.50	4,532.50	4,539.00
S1	4,506.00	4,506.00	4,549.50	4,519.25
S2	4,455.75	4,455.75	4,542.50
S3	4,379.00	4,429.25	4,535.50
S4	4,302.25	4,352.50	4,514.25

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,836.75	4,772.00	4,530.25
R3	4,714.50	4,649.75	4,496.50
R2	4,592.25	4,592.25	4,485.50
R1	4,527.50	4,527.50	4,474.25	4,560.00
PP	4,470.00	4,470.00	4,470.00	4,486.00
S1	4,405.25	4,405.25	4,451.75	4,437.50
S2	4,347.75	4,347.75	4,440.50
S3	4,225.50	4,283.00	4,429.50
S4	4,103.25	4,160.75	4,395.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,558.75	4,412.25	146.50	3.2%	72.00	1.6%	98%	True	False	7,306
10	4,558.75	4,397.75	161.00	3.5%	61.00	1.3%	99%	True	False	5,955
20	4,644.75	4,397.75	247.00	5.4%	58.00	1.3%	64%	False	False	4,974
40	4,685.50	4,397.75	287.75	6.3%	49.00	1.1%	55%	False	False	3,598
60	4,685.50	4,352.00	333.50	7.3%	46.25	1.0%	61%	False	False	2,907
80	4,685.50	4,158.00	527.50	11.6%	46.50	1.0%	76%	False	False	2,323
100	4,685.50	4,131.00	554.50	12.2%	46.00	1.0%	77%	False	False	1,885
120	4,685.50	3,916.00	769.50	16.9%	47.50	1.0%	83%	False	False	1,592

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.98
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,885.00
2.618	4,759.75
1.618	4,683.00
1.000	4,635.50
0.618	4,606.25
HIGH	4,558.75
0.618	4,529.50
0.500	4,520.50
0.382	4,511.25
LOW	4,482.00
0.618	4,434.50
1.000	4,405.25
1.618	4,357.75
2.618	4,281.00
4.250	4,155.75

Fisher Pivots for day following 29-Aug-2023
Pivot	1 day	3 day
R1	4,544.50	4,532.75
PP	4,532.50	4,509.25
S1	4,520.50	4,485.50

Download as Excel Spreadsheet

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

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