E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary
Previous Current
13-Sep-2023 14-Sep-2023 Change Change % Previous Week
Open 4,513.00 4,521.25 8.25 0.2% 4,568.50
High 4,530.25 4,562.00 31.75 0.7% 4,580.75
Low 4,495.00 4,519.00 24.00 0.5% 4,483.25
Close 4,517.50 4,555.00 37.50 0.8% 4,511.25
Range 35.25 43.00 7.75 22.0% 97.50
ATR 45.78 45.69 -0.09 -0.2% 0.00
Volume 1,773,153 1,640,992 -132,161 -7.5% 1,160,907
Daily Pivots for day following 14-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,674.25 4,657.75 4,578.75
R3 4,631.25 4,614.75 4,566.75
R2 4,588.25 4,588.25 4,563.00
R1 4,571.75 4,571.75 4,559.00 4,580.00
PP 4,545.25 4,545.25 4,545.25 4,549.50
S1 4,528.75 4,528.75 4,551.00 4,537.00
S2 4,502.25 4,502.25 4,547.00
S3 4,459.25 4,485.75 4,543.25
S4 4,416.25 4,442.75 4,531.25
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,817.50 4,762.00 4,565.00
R3 4,720.00 4,664.50 4,538.00
R2 4,622.50 4,622.50 4,529.00
R1 4,567.00 4,567.00 4,520.25 4,546.00
PP 4,525.00 4,525.00 4,525.00 4,514.50
S1 4,469.50 4,469.50 4,502.25 4,448.50
S2 4,427.50 4,427.50 4,493.50
S3 4,330.00 4,372.00 4,484.50
S4 4,232.50 4,274.50 4,457.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,562.00 4,491.75 70.25 1.5% 36.00 0.8% 90% True False 1,643,232
10 4,597.50 4,483.25 114.25 2.5% 37.50 0.8% 63% False False 852,204
20 4,597.50 4,397.75 199.75 4.4% 48.50 1.1% 79% False False 429,640
40 4,685.50 4,397.75 287.75 6.3% 48.00 1.1% 55% False False 216,545
60 4,685.50 4,397.75 287.75 6.3% 45.00 1.0% 55% False False 144,926
80 4,685.50 4,194.75 490.75 10.8% 45.75 1.0% 73% False False 108,979
100 4,685.50 4,131.00 554.50 12.2% 46.25 1.0% 76% False False 87,242
120 4,685.50 4,049.00 636.50 14.0% 44.25 1.0% 79% False False 72,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.38
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,744.75
2.618 4,674.50
1.618 4,631.50
1.000 4,605.00
0.618 4,588.50
HIGH 4,562.00
0.618 4,545.50
0.500 4,540.50
0.382 4,535.50
LOW 4,519.00
0.618 4,492.50
1.000 4,476.00
1.618 4,449.50
2.618 4,406.50
4.250 4,336.25
Fisher Pivots for day following 14-Sep-2023
Pivot 1 day 3 day
R1 4,550.25 4,546.25
PP 4,545.25 4,537.25
S1 4,540.50 4,528.50

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

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