E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	4,202.00	4,167.00	-35.00	-0.8%	4,256.25
High	4,205.00	4,185.00	-20.00	-0.5%	4,290.50
Low	4,146.25	4,122.25	-24.00	-0.6%	4,122.25
Close	4,156.50	4,137.75	-18.75	-0.5%	4,137.75
Range	58.75	62.75	4.00	6.8%	168.25
ATR	62.06	62.11	0.05	0.1%	0.00
Volume	2,419,407	2,195,767	-223,640	-9.2%	10,367,569

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,336.50	4,300.00	4,172.25
R3	4,273.75	4,237.25	4,155.00
R2	4,211.00	4,211.00	4,149.25
R1	4,174.50	4,174.50	4,143.50	4,161.50
PP	4,148.25	4,148.25	4,148.25	4,141.75
S1	4,111.75	4,111.75	4,132.00	4,098.50
S2	4,085.50	4,085.50	4,126.25
S3	4,022.75	4,049.00	4,120.50
S4	3,960.00	3,986.25	4,103.25

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,688.25	4,581.25	4,230.25
R3	4,520.00	4,413.00	4,184.00
R2	4,351.75	4,351.75	4,168.50
R1	4,244.75	4,244.75	4,153.25	4,214.00
PP	4,183.50	4,183.50	4,183.50	4,168.25
S1	4,076.50	4,076.50	4,122.25	4,046.00
S2	4,015.25	4,015.25	4,107.00
S3	3,847.00	3,908.25	4,091.50
S4	3,678.75	3,740.00	4,045.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,290.50	4,122.25	168.25	4.1%	61.50	1.5%	9%	False	True	2,073,513
10	4,423.25	4,122.25	301.00	7.3%	62.75	1.5%	5%	False	True	2,125,857
20	4,430.50	4,122.25	308.25	7.4%	65.75	1.6%	5%	False	True	2,007,494
40	4,597.50	4,122.25	475.25	11.5%	57.25	1.4%	3%	False	True	1,692,104
60	4,611.00	4,122.25	488.75	11.8%	56.75	1.4%	3%	False	True	1,130,041
80	4,685.50	4,122.25	563.25	13.6%	52.75	1.3%	3%	False	True	848,142
100	4,685.50	4,122.25	563.25	13.6%	50.75	1.2%	3%	False	True	678,842
120	4,685.50	4,122.25	563.25	13.6%	49.75	1.2%	3%	False	True	565,804

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	10.75
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,451.75
2.618	4,349.25
1.618	4,286.50
1.000	4,247.75
0.618	4,223.75
HIGH	4,185.00
0.618	4,161.00
0.500	4,153.50
0.382	4,146.25
LOW	4,122.25
0.618	4,083.50
1.000	4,059.50
1.618	4,020.75
2.618	3,958.00
4.250	3,855.50

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	4,153.50	4,198.00
PP	4,148.25	4,177.75
S1	4,143.00	4,157.75

Download as Excel Spreadsheet

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

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