E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	4,167.00	4,148.00	-19.00	-0.5%	4,256.25
High	4,185.00	4,197.50	12.50	0.3%	4,290.50
Low	4,122.25	4,143.50	21.25	0.5%	4,122.25
Close	4,137.75	4,185.75	48.00	1.2%	4,137.75
Range	62.75	54.00	-8.75	-13.9%	168.25
ATR	62.11	61.94	-0.17	-0.3%	0.00
Volume	2,195,767	1,904,610	-291,157	-13.3%	10,367,569

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,337.50	4,315.75	4,215.50
R3	4,283.50	4,261.75	4,200.50
R2	4,229.50	4,229.50	4,195.75
R1	4,207.75	4,207.75	4,190.75	4,218.50
PP	4,175.50	4,175.50	4,175.50	4,181.00
S1	4,153.75	4,153.75	4,180.75	4,164.50
S2	4,121.50	4,121.50	4,175.75
S3	4,067.50	4,099.75	4,171.00
S4	4,013.50	4,045.75	4,156.00

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	4.0%	58.75	1.4%	38%	False	False	2,061,701
10	4,423.25	4,122.25	301.00	7.2%	62.25	1.5%	21%	False	False	2,149,423
20	4,430.50	4,122.25	308.25	7.4%	65.50	1.6%	21%	False	False	2,005,201
40	4,580.75	4,122.25	458.50	11.0%	57.50	1.4%	14%	False	False	1,739,229
60	4,597.50	4,122.25	475.25	11.4%	56.50	1.4%	13%	False	False	1,161,649
80	4,685.50	4,122.25	563.25	13.5%	53.00	1.3%	11%	False	False	871,928
100	4,685.50	4,122.25	563.25	13.5%	51.00	1.2%	11%	False	False	697,876
120	4,685.50	4,122.25	563.25	13.5%	50.25	1.2%	11%	False	False	581,675

Crabel Price Patterns
NR	True
NR4	True
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	10.98
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4,427.00
2.618	4,338.75
1.618	4,284.75
1.000	4,251.50
0.618	4,230.75
HIGH	4,197.50
0.618	4,176.75
0.500	4,170.50
0.382	4,164.25
LOW	4,143.50
0.618	4,110.25
1.000	4,089.50
1.618	4,056.25
2.618	4,002.25
4.250	3,914.00

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	4,180.75	4,178.50
PP	4,175.50	4,171.00
S1	4,170.50	4,163.50

Download as Excel Spreadsheet

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

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