E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 4,576.75 4,567.25 -9.50 -0.2% 4,466.25
High 4,590.50 4,597.50 7.00 0.2% 4,597.50
Low 4,562.75 4,556.75 -6.00 -0.1% 4,463.50
Close 4,565.75 4,571.00 5.25 0.1% 4,571.00
Range 27.75 40.75 13.00 46.8% 134.00
ATR 52.43 51.60 -0.83 -1.6% 0.00
Volume 12,933 19,606 6,673 51.6% 61,079
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,697.25 4,675.00 4,593.50
R3 4,656.50 4,634.25 4,582.25
R2 4,615.75 4,615.75 4,578.50
R1 4,593.50 4,593.50 4,574.75 4,604.50
PP 4,575.00 4,575.00 4,575.00 4,580.75
S1 4,552.75 4,552.75 4,567.25 4,564.00
S2 4,534.25 4,534.25 4,563.50
S3 4,493.50 4,512.00 4,559.75
S4 4,452.75 4,471.25 4,548.50
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,946.00 4,892.50 4,644.75
R3 4,812.00 4,758.50 4,607.75
R2 4,678.00 4,678.00 4,595.50
R1 4,624.50 4,624.50 4,583.25 4,651.25
PP 4,544.00 4,544.00 4,544.00 4,557.50
S1 4,490.50 4,490.50 4,558.75 4,517.25
S2 4,410.00 4,410.00 4,546.50
S3 4,276.00 4,356.50 4,534.25
S4 4,142.00 4,222.50 4,497.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,597.50 4,463.50 134.00 2.9% 42.75 0.9% 80% True False 12,215
10 4,597.50 4,412.25 185.25 4.1% 55.75 1.2% 86% True False 9,266
20 4,597.50 4,397.75 199.75 4.4% 54.50 1.2% 87% True False 6,489
40 4,685.50 4,397.75 287.75 6.3% 48.25 1.1% 60% False False 4,627
60 4,685.50 4,352.00 333.50 7.3% 46.50 1.0% 66% False False 3,640
80 4,685.50 4,185.75 499.75 10.9% 46.50 1.0% 77% False False 2,898
100 4,685.50 4,131.00 554.50 12.1% 46.25 1.0% 79% False False 2,354
120 4,685.50 3,930.00 755.50 16.5% 46.50 1.0% 85% False False 1,982
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,770.75
2.618 4,704.25
1.618 4,663.50
1.000 4,638.25
0.618 4,622.75
HIGH 4,597.50
0.618 4,582.00
0.500 4,577.00
0.382 4,572.25
LOW 4,556.75
0.618 4,531.50
1.000 4,516.00
1.618 4,490.75
2.618 4,450.00
4.250 4,383.50
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 4,577.00 4,572.00
PP 4,575.00 4,571.50
S1 4,573.00 4,571.25

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

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