E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 4,567.25 4,568.50 1.25 0.0% 4,466.25
High 4,597.50 4,580.75 -16.75 -0.4% 4,597.50
Low 4,556.75 4,549.00 -7.75 -0.2% 4,463.50
Close 4,571.00 4,552.00 -19.00 -0.4% 4,571.00
Range 40.75 31.75 -9.00 -22.1% 134.00
ATR 51.60 50.18 -1.42 -2.7% 0.00
Volume 19,606 30,436 10,830 55.2% 61,079
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,655.75 4,635.75 4,569.50
R3 4,624.00 4,604.00 4,560.75
R2 4,592.25 4,592.25 4,557.75
R1 4,572.25 4,572.25 4,555.00 4,566.50
PP 4,560.50 4,560.50 4,560.50 4,557.75
S1 4,540.50 4,540.50 4,549.00 4,534.50
S2 4,528.75 4,528.75 4,546.25
S3 4,497.00 4,508.75 4,543.25
S4 4,465.25 4,477.00 4,534.50
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 4,482.00 115.50 2.5% 42.25 0.9% 61% False False 17,455
10 4,597.50 4,412.25 185.25 4.1% 54.00 1.2% 75% False False 11,917
20 4,597.50 4,397.75 199.75 4.4% 54.00 1.2% 77% False False 7,913
40 4,685.50 4,397.75 287.75 6.3% 48.00 1.1% 54% False False 5,363
60 4,685.50 4,373.00 312.50 6.9% 46.50 1.0% 57% False False 4,132
80 4,685.50 4,186.00 499.50 11.0% 46.00 1.0% 73% False False 3,276
100 4,685.50 4,131.00 554.50 12.2% 46.00 1.0% 76% False False 2,658
120 4,685.50 3,969.00 716.50 15.7% 46.25 1.0% 81% False False 2,236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,715.75
2.618 4,663.75
1.618 4,632.00
1.000 4,612.50
0.618 4,600.25
HIGH 4,580.75
0.618 4,568.50
0.500 4,565.00
0.382 4,561.25
LOW 4,549.00
0.618 4,529.50
1.000 4,517.25
1.618 4,497.75
2.618 4,466.00
4.250 4,414.00
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 4,565.00 4,573.25
PP 4,560.50 4,566.25
S1 4,556.25 4,559.00

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

View Archives - Comment on this page... - Back to Index of Symbols