E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	4,503.25	4,491.25	-12.00	-0.3%	4,514.00
High	4,509.50	4,508.00	-1.50	0.0%	4,566.00
Low	4,462.25	4,443.25	-19.00	-0.4%	4,494.00
Close	4,490.00	4,447.00	-43.00	-1.0%	4,498.00
Range	47.25	64.75	17.50	37.0%	72.00
ATR	46.21	47.54	1.32	2.9%	0.00
Volume	1,422,950	1,482,206	59,256	4.2%	9,154,563

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,660.25	4,618.50	4,482.50
R3	4,595.50	4,553.75	4,464.75
R2	4,530.75	4,530.75	4,458.75
R1	4,489.00	4,489.00	4,453.00	4,477.50
PP	4,466.00	4,466.00	4,466.00	4,460.50
S1	4,424.25	4,424.25	4,441.00	4,412.75
S2	4,401.25	4,401.25	4,435.25
S3	4,336.50	4,359.50	4,429.25
S4	4,271.75	4,294.75	4,411.50

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	4,443.25	122.75	2.8%	51.00	1.1%	3%	False	True	1,505,454
10	4,566.00	4,443.25	122.75	2.8%	42.75	1.0%	3%	False	True	1,429,900
20	4,597.50	4,412.25	185.25	4.2%	49.00	1.1%	19%	False	False	722,965
40	4,685.50	4,397.75	287.75	6.5%	50.25	1.1%	17%	False	False	363,417
60	4,685.50	4,397.75	287.75	6.5%	46.25	1.0%	17%	False	False	242,925
80	4,685.50	4,227.25	458.25	10.3%	46.00	1.0%	48%	False	False	182,529
100	4,685.50	4,131.00	554.50	12.5%	46.50	1.0%	57%	False	False	146,097
120	4,685.50	4,131.00	554.50	12.5%	45.25	1.0%	57%	False	False	121,772

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	8.88
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,783.25
2.618	4,677.50
1.618	4,612.75
1.000	4,572.75
0.618	4,548.00
HIGH	4,508.00
0.618	4,483.25
0.500	4,475.50
0.382	4,468.00
LOW	4,443.25
0.618	4,403.25
1.000	4,378.50
1.618	4,338.50
2.618	4,273.75
4.250	4,168.00

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	4,475.50	4,479.00
PP	4,466.00	4,468.25
S1	4,456.50	4,457.50

Download as Excel Spreadsheet

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

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