E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 4,342.00 4,349.00 7.00 0.2% 4,365.00
High 4,371.25 4,355.50 -15.75 -0.4% 4,383.50
Low 4,311.00 4,295.50 -15.50 -0.4% 4,277.00
Close 4,325.50 4,324.25 -1.25 0.0% 4,325.50
Range 60.25 60.00 -0.25 -0.4% 106.50
ATR 52.42 52.96 0.54 1.0% 0.00
Volume 2,106,053 1,950,463 -155,590 -7.4% 9,403,697
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,505.00 4,474.75 4,357.25
R3 4,445.00 4,414.75 4,340.75
R2 4,385.00 4,385.00 4,335.25
R1 4,354.75 4,354.75 4,329.75 4,340.00
PP 4,325.00 4,325.00 4,325.00 4,317.75
S1 4,294.75 4,294.75 4,318.75 4,280.00
S2 4,265.00 4,265.00 4,313.25
S3 4,205.00 4,234.75 4,307.75
S4 4,145.00 4,174.75 4,291.25
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 4,648.25 4,593.25 4,384.00
R3 4,541.75 4,486.75 4,354.75
R2 4,435.25 4,435.25 4,345.00
R1 4,380.25 4,380.25 4,335.25 4,354.50
PP 4,328.75 4,328.75 4,328.75 4,315.75
S1 4,273.75 4,273.75 4,315.75 4,248.00
S2 4,222.25 4,222.25 4,306.00
S3 4,115.75 4,167.25 4,296.25
S4 4,009.25 4,060.75 4,267.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,382.00 4,277.00 105.00 2.4% 62.25 1.4% 45% False False 1,958,513
10 4,509.50 4,277.00 232.50 5.4% 59.00 1.4% 20% False False 1,799,453
20 4,580.75 4,277.00 303.75 7.0% 49.75 1.2% 16% False False 1,473,257
40 4,597.50 4,277.00 320.50 7.4% 52.25 1.2% 15% False False 739,873
60 4,685.50 4,277.00 408.50 9.4% 48.75 1.1% 12% False False 494,171
80 4,685.50 4,277.00 408.50 9.4% 47.25 1.1% 12% False False 371,045
100 4,685.50 4,185.75 499.75 11.6% 47.00 1.1% 28% False False 296,969
120 4,685.50 4,131.00 554.50 12.8% 46.75 1.1% 35% False False 247,505
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,610.50
2.618 4,512.50
1.618 4,452.50
1.000 4,415.50
0.618 4,392.50
HIGH 4,355.50
0.618 4,332.50
0.500 4,325.50
0.382 4,318.50
LOW 4,295.50
0.618 4,258.50
1.000 4,235.50
1.618 4,198.50
2.618 4,138.50
4.250 4,040.50
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 4,325.50 4,333.50
PP 4,325.00 4,330.25
S1 4,324.75 4,327.25

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

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