E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 04-Oct-2023

Day Change Summary
	Previous	Current
	03-Oct-2023	04-Oct-2023	Change	Change %	Previous Week
Open	4,326.00	4,262.75	-63.25	-1.5%	4,365.00
High	4,335.75	4,304.00	-31.75	-0.7%	4,383.50
Low	4,251.25	4,235.50	-15.75	-0.4%	4,277.00
Close	4,264.75	4,297.75	33.00	0.8%	4,325.50
Range	84.50	68.50	-16.00	-18.9%	106.50
ATR	55.21	56.16	0.95	1.7%	0.00
Volume	2,256,808	2,168,271	-88,537	-3.9%	9,403,697

Daily Pivots for day following 04-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,484.50	4,459.75	4,335.50
R3	4,416.00	4,391.25	4,316.50
R2	4,347.50	4,347.50	4,310.25
R1	4,322.75	4,322.75	4,304.00	4,335.00
PP	4,279.00	4,279.00	4,279.00	4,285.25
S1	4,254.25	4,254.25	4,291.50	4,266.50
S2	4,210.50	4,210.50	4,285.25
S3	4,142.00	4,185.75	4,279.00
S4	4,073.50	4,117.25	4,260.00

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	4,235.50	135.75	3.2%	65.50	1.5%	46%	False	True	2,098,736
10	4,447.00	4,235.50	211.50	4.9%	63.25	1.5%	29%	False	True	1,951,445
20	4,566.00	4,235.50	330.50	7.7%	53.00	1.2%	19%	False	True	1,690,672
40	4,597.50	4,235.50	362.00	8.4%	53.50	1.2%	17%	False	True	850,264
60	4,685.50	4,235.50	450.00	10.5%	50.00	1.2%	14%	False	True	567,884
80	4,685.50	4,235.50	450.00	10.5%	48.25	1.1%	14%	False	True	426,322
100	4,685.50	4,186.00	499.50	11.6%	47.50	1.1%	22%	False	False	341,218
120	4,685.50	4,131.00	554.50	12.9%	47.00	1.1%	30%	False	False	284,380

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	14.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,595.00
2.618	4,483.25
1.618	4,414.75
1.000	4,372.50
0.618	4,346.25
HIGH	4,304.00
0.618	4,277.75
0.500	4,269.75
0.382	4,261.75
LOW	4,235.50
0.618	4,193.25
1.000	4,167.00
1.618	4,124.75
2.618	4,056.25
4.250	3,944.50

Fisher Pivots for day following 04-Oct-2023
Pivot	1 day	3 day
R1	4,288.50	4,297.00
PP	4,279.00	4,296.25
S1	4,269.75	4,295.50

Download as Excel Spreadsheet

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

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