E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	4,556.50	4,499.50	-57.00	-1.3%	4,514.00
High	4,566.00	4,514.50	-51.50	-1.1%	4,566.00
Low	4,494.00	4,487.00	-7.00	-0.2%	4,494.00
Close	4,498.00	4,501.50	3.50	0.1%	4,498.00
Range	72.00	27.50	-44.50	-61.8%	72.00
ATR	47.57	46.13	-1.43	-3.0%	0.00
Volume	1,825,966	1,155,158	-670,808	-36.7%	9,154,563

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,583.50	4,570.00	4,516.50
R3	4,556.00	4,542.50	4,509.00
R2	4,528.50	4,528.50	4,506.50
R1	4,515.00	4,515.00	4,504.00	4,521.75
PP	4,501.00	4,501.00	4,501.00	4,504.50
S1	4,487.50	4,487.50	4,499.00	4,494.25
S2	4,473.50	4,473.50	4,496.50
S3	4,446.00	4,460.00	4,494.00
S4	4,418.50	4,432.50	4,486.50

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,735.25	4,688.75	4,537.50
R3	4,663.25	4,616.75	4,517.75
R2	4,591.25	4,591.25	4,511.25
R1	4,544.75	4,544.75	4,504.50	4,532.00
PP	4,519.25	4,519.25	4,519.25	4,513.00
S1	4,472.75	4,472.75	4,491.50	4,460.00
S2	4,447.25	4,447.25	4,484.75
S3	4,375.25	4,400.75	4,478.25
S4	4,303.25	4,328.75	4,458.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,566.00	4,487.00	79.00	1.8%	42.00	0.9%	18%	False	True	1,653,249
10	4,580.75	4,483.25	97.50	2.2%	40.50	0.9%	19%	False	False	1,147,062
20	4,597.50	4,412.25	185.25	4.1%	48.00	1.1%	48%	False	False	578,164
40	4,685.50	4,397.75	287.75	6.4%	49.00	1.1%	36%	False	False	290,964
60	4,685.50	4,397.75	287.75	6.4%	45.75	1.0%	36%	False	False	194,560
80	4,685.50	4,194.75	490.75	10.9%	45.75	1.0%	63%	False	False	146,230
100	4,685.50	4,131.00	554.50	12.3%	46.50	1.0%	67%	False	False	117,050
120	4,685.50	4,118.50	567.00	12.6%	44.50	1.0%	68%	False	False	97,564

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	8.15
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	4,631.50
2.618	4,586.50
1.618	4,559.00
1.000	4,542.00
0.618	4,531.50
HIGH	4,514.50
0.618	4,504.00
0.500	4,500.75
0.382	4,497.50
LOW	4,487.00
0.618	4,470.00
1.000	4,459.50
1.618	4,442.50
2.618	4,415.00
4.250	4,370.00

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	4,501.25	4,526.50
PP	4,501.00	4,518.25
S1	4,500.75	4,509.75

Download as Excel Spreadsheet

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

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