E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 03-Oct-2023

Day Change Summary
	Previous	Current
	02-Oct-2023	03-Oct-2023	Change	Change %	Previous Week
Open	4,349.00	4,326.00	-23.00	-0.5%	4,365.00
High	4,355.50	4,335.75	-19.75	-0.5%	4,383.50
Low	4,295.50	4,251.25	-44.25	-1.0%	4,277.00
Close	4,324.25	4,264.75	-59.50	-1.4%	4,325.50
Range	60.00	84.50	24.50	40.8%	106.50
ATR	52.96	55.21	2.25	4.3%	0.00
Volume	1,950,463	2,256,808	306,345	15.7%	9,403,697

Daily Pivots for day following 03-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,537.50	4,485.50	4,311.25
R3	4,453.00	4,401.00	4,288.00
R2	4,368.50	4,368.50	4,280.25
R1	4,316.50	4,316.50	4,272.50	4,300.25
PP	4,284.00	4,284.00	4,284.00	4,275.75
S1	4,232.00	4,232.00	4,257.00	4,215.75
S2	4,199.50	4,199.50	4,249.25
S3	4,115.00	4,147.50	4,241.50
S4	4,030.50	4,063.00	4,218.25

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	4,371.25	4,251.25	120.00	2.8%	63.75	1.5%	11%	False	True	2,058,265
10	4,508.00	4,251.25	256.75	6.0%	62.75	1.5%	5%	False	True	1,882,838
20	4,566.00	4,251.25	314.75	7.4%	52.50	1.2%	4%	False	True	1,584,576
40	4,597.50	4,251.25	346.25	8.1%	53.25	1.2%	4%	False	True	796,245
60	4,685.50	4,251.25	434.25	10.2%	49.50	1.2%	3%	False	True	531,768
80	4,685.50	4,251.25	434.25	10.2%	48.00	1.1%	3%	False	True	399,243
100	4,685.50	4,186.00	499.50	11.7%	47.50	1.1%	16%	False	False	319,536
120	4,685.50	4,131.00	554.50	13.0%	47.00	1.1%	24%	False	False	266,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.43
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	4,695.00
2.618	4,557.00
1.618	4,472.50
1.000	4,420.25
0.618	4,388.00
HIGH	4,335.75
0.618	4,303.50
0.500	4,293.50
0.382	4,283.50
LOW	4,251.25
0.618	4,199.00
1.000	4,166.75
1.618	4,114.50
2.618	4,030.00
4.250	3,892.00

Fisher Pivots for day following 03-Oct-2023
Pivot	1 day	3 day
R1	4,293.50	4,311.25
PP	4,284.00	4,295.75
S1	4,274.25	4,280.25

Download as Excel Spreadsheet

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

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