E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 01-Nov-2023

Day Change Summary
	Previous	Current
	31-Oct-2023	01-Nov-2023	Change	Change %	Previous Week
Open	4,184.25	4,205.00	20.75	0.5%	4,256.25
High	4,215.00	4,264.75	49.75	1.2%	4,290.50
Low	4,166.75	4,191.25	24.50	0.6%	4,122.25
Close	4,212.25	4,256.00	43.75	1.0%	4,137.75
Range	48.25	73.50	25.25	52.3%	168.25
ATR	60.96	61.86	0.90	1.5%	0.00
Volume	1,836,212	2,027,080	190,868	10.4%	10,367,569

Daily Pivots for day following 01-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,457.75	4,430.50	4,296.50
R3	4,384.25	4,357.00	4,276.25
R2	4,310.75	4,310.75	4,269.50
R1	4,283.50	4,283.50	4,262.75	4,297.00
PP	4,237.25	4,237.25	4,237.25	4,244.25
S1	4,210.00	4,210.00	4,249.25	4,223.50
S2	4,163.75	4,163.75	4,242.50
S3	4,090.25	4,136.50	4,235.75
S4	4,016.75	4,063.00	4,215.50

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	4,264.75	4,122.25	142.50	3.3%	59.50	1.4%	94%	True	False	2,076,615
10	4,366.50	4,122.25	244.25	5.7%	61.75	1.5%	55%	False	False	2,120,621
20	4,430.50	4,122.25	308.25	7.2%	63.75	1.5%	43%	False	False	1,977,112
40	4,566.00	4,122.25	443.75	10.4%	58.50	1.4%	30%	False	False	1,833,892
60	4,597.50	4,122.25	475.25	11.2%	57.00	1.3%	28%	False	False	1,225,880
80	4,685.50	4,122.25	563.25	13.2%	53.50	1.3%	24%	False	False	920,191
100	4,685.50	4,122.25	563.25	13.2%	51.50	1.2%	24%	False	False	736,480
120	4,685.50	4,122.25	563.25	13.2%	50.25	1.2%	24%	False	False	613,867

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.28
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4,577.00
2.618	4,457.25
1.618	4,383.75
1.000	4,338.25
0.618	4,310.25
HIGH	4,264.75
0.618	4,236.75
0.500	4,228.00
0.382	4,219.25
LOW	4,191.25
0.618	4,145.75
1.000	4,117.75
1.618	4,072.25
2.618	3,998.75
4.250	3,879.00

Fisher Pivots for day following 01-Nov-2023
Pivot	1 day	3 day
R1	4,246.75	4,238.75
PP	4,237.25	4,221.50
S1	4,228.00	4,204.00

Download as Excel Spreadsheet

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

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