E-mini S&P 500 Future December 2023

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

Day Change Summary
	Previous	Current
	17-Oct-2023	18-Oct-2023	Change	Change %	Previous Week
Open	4,406.25	4,398.00	-8.25	-0.2%	4,315.00
High	4,423.25	4,399.25	-24.00	-0.5%	4,430.50
Low	4,365.75	4,330.75	-35.00	-0.8%	4,299.50
Close	4,401.75	4,342.25	-59.50	-1.4%	4,357.25
Range	57.50	68.50	11.00	19.1%	131.00
ATR	60.34	61.10	0.76	1.3%	0.00
Volume	1,879,736	2,271,572	391,836	20.8%	8,625,843

Daily Pivots for day following 18-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,563.00	4,521.00	4,380.00
R3	4,494.50	4,452.50	4,361.00
R2	4,426.00	4,426.00	4,354.75
R1	4,384.00	4,384.00	4,348.50	4,370.75
PP	4,357.50	4,357.50	4,357.50	4,350.75
S1	4,315.50	4,315.50	4,336.00	4,302.25
S2	4,289.00	4,289.00	4,329.75
S3	4,220.50	4,247.00	4,323.50
S4	4,152.00	4,178.50	4,304.50

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,755.50	4,687.25	4,429.25
R3	4,624.50	4,556.25	4,393.25
R2	4,493.50	4,493.50	4,381.25
R1	4,425.25	4,425.25	4,369.25	4,459.50
PP	4,362.50	4,362.50	4,362.50	4,379.50
S1	4,294.25	4,294.25	4,345.25	4,328.50
S2	4,231.50	4,231.50	4,333.25
S3	4,100.50	4,163.25	4,321.25
S4	3,969.50	4,032.25	4,285.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,430.50	4,330.75	99.75	2.3%	65.50	1.5%	12%	False	True	1,972,186
10	4,430.50	4,242.25	188.25	4.3%	66.00	1.5%	53%	False	False	1,833,603
20	4,447.00	4,235.50	211.50	4.9%	64.50	1.5%	50%	False	False	1,892,524
40	4,597.50	4,235.50	362.00	8.3%	56.75	1.3%	29%	False	False	1,307,744
60	4,685.50	4,235.50	450.00	10.4%	55.00	1.3%	24%	False	False	873,119
80	4,685.50	4,235.50	450.00	10.4%	50.75	1.2%	24%	False	False	655,324
100	4,685.50	4,227.25	458.25	10.6%	49.75	1.1%	25%	False	False	524,528
120	4,685.50	4,131.00	554.50	12.8%	49.50	1.1%	38%	False	False	437,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	14.88
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,690.50
2.618	4,578.50
1.618	4,510.00
1.000	4,467.75
0.618	4,441.50
HIGH	4,399.25
0.618	4,373.00
0.500	4,365.00
0.382	4,357.00
LOW	4,330.75
0.618	4,288.50
1.000	4,262.25
1.618	4,220.00
2.618	4,151.50
4.250	4,039.50

Fisher Pivots for day following 18-Oct-2023
Pivot	1 day	3 day
R1	4,365.00	4,377.00
PP	4,357.50	4,365.50
S1	4,349.75	4,353.75

Download as Excel Spreadsheet

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

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