E-mini S&P 500 Future December 2023


Trading Metrics calculated at close of trading on 24-Oct-2023
Day Change Summary
Previous Current
23-Oct-2023 24-Oct-2023 Change Change % Previous Week
Open 4,256.25 4,250.25 -6.00 -0.1% 4,356.75
High 4,280.75 4,290.50 9.75 0.2% 4,423.25
Low 4,213.25 4,242.00 28.75 0.7% 4,243.50
Close 4,241.75 4,271.25 29.50 0.7% 4,248.50
Range 67.50 48.50 -19.00 -28.1% 179.75
ATR 62.32 61.35 -0.97 -1.6% 0.00
Volume 1,963,670 1,807,092 -156,578 -8.0% 10,891,004
Daily Pivots for day following 24-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,413.50 4,390.75 4,298.00
R3 4,365.00 4,342.25 4,284.50
R2 4,316.50 4,316.50 4,280.25
R1 4,293.75 4,293.75 4,275.75 4,305.00
PP 4,268.00 4,268.00 4,268.00 4,273.50
S1 4,245.25 4,245.25 4,266.75 4,256.50
S2 4,219.50 4,219.50 4,262.25
S3 4,171.00 4,196.75 4,258.00
S4 4,122.50 4,148.25 4,244.50
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 4,844.25 4,726.25 4,347.25
R3 4,664.50 4,546.50 4,298.00
R2 4,484.75 4,484.75 4,281.50
R1 4,366.75 4,366.75 4,265.00 4,336.00
PP 4,305.00 4,305.00 4,305.00 4,289.75
S1 4,187.00 4,187.00 4,232.00 4,156.00
S2 4,125.25 4,125.25 4,215.50
S3 3,945.50 4,007.25 4,199.00
S4 3,765.75 3,827.50 4,149.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,399.25 4,213.25 186.00 4.4% 63.75 1.5% 31% False False 2,222,616
10 4,430.50 4,213.25 217.25 5.1% 62.00 1.5% 27% False False 2,019,208
20 4,430.50 4,213.25 217.25 5.1% 65.00 1.5% 27% False False 1,981,856
40 4,597.50 4,213.25 384.25 9.0% 56.00 1.3% 15% False False 1,528,115
60 4,673.50 4,213.25 460.25 10.8% 56.00 1.3% 13% False False 1,020,298
80 4,685.50 4,213.25 472.25 11.1% 51.75 1.2% 12% False False 765,743
100 4,685.50 4,213.25 472.25 11.1% 50.00 1.2% 12% False False 612,902
120 4,685.50 4,131.00 554.50 13.0% 49.50 1.2% 25% False False 510,839
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.70
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,496.50
2.618 4,417.50
1.618 4,369.00
1.000 4,339.00
0.618 4,320.50
HIGH 4,290.50
0.618 4,272.00
0.500 4,266.25
0.382 4,260.50
LOW 4,242.00
0.618 4,212.00
1.000 4,193.50
1.618 4,163.50
2.618 4,115.00
4.250 4,036.00
Fisher Pivots for day following 24-Oct-2023
Pivot 1 day 3 day
R1 4,269.50 4,267.00
PP 4,268.00 4,263.00
S1 4,266.25 4,258.75

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

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