E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 03-Nov-2023

Day Change Summary
	Previous	Current
	02-Nov-2023	03-Nov-2023	Change	Change %	Previous Week
Open	4,258.50	4,327.50	69.00	1.6%	4,148.00
High	4,339.75	4,391.75	52.00	1.2%	4,391.75
Low	4,257.75	4,325.50	67.75	1.6%	4,143.50
Close	4,335.75	4,376.00	40.25	0.9%	4,376.00
Range	82.00	66.25	-15.75	-19.2%	248.25
ATR	63.42	63.62	0.20	0.3%	0.00
Volume	1,819,596	1,803,552	-16,044	-0.9%	9,391,050

Daily Pivots for day following 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,563.25	4,535.75	4,412.50
R3	4,497.00	4,469.50	4,394.25
R2	4,430.75	4,430.75	4,388.25
R1	4,403.25	4,403.25	4,382.00	4,417.00
PP	4,364.50	4,364.50	4,364.50	4,371.25
S1	4,337.00	4,337.00	4,370.00	4,350.75
S2	4,298.25	4,298.25	4,363.75
S3	4,232.00	4,270.75	4,357.75
S4	4,165.75	4,204.50	4,339.50

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	5,048.50	4,960.50	4,512.50
R3	4,800.25	4,712.25	4,444.25
R2	4,552.00	4,552.00	4,421.50
R1	4,464.00	4,464.00	4,398.75	4,508.00
PP	4,303.75	4,303.75	4,303.75	4,325.75
S1	4,215.75	4,215.75	4,353.25	4,259.75
S2	4,055.50	4,055.50	4,330.50
S3	3,807.25	3,967.50	4,307.75
S4	3,559.00	3,719.25	4,239.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,391.75	4,143.50	248.25	5.7%	64.75	1.5%	94%	True	False	1,878,210
10	4,391.75	4,122.25	269.50	6.2%	63.00	1.4%	94%	True	False	1,975,861
20	4,430.50	4,122.25	308.25	7.0%	63.25	1.4%	82%	False	False	1,963,773
40	4,566.00	4,122.25	443.75	10.1%	60.25	1.4%	57%	False	False	1,897,368
60	4,597.50	4,122.25	475.25	10.9%	57.25	1.3%	53%	False	False	1,286,139
80	4,685.50	4,122.25	563.25	12.9%	54.25	1.2%	45%	False	False	965,417
100	4,685.50	4,122.25	563.25	12.9%	52.25	1.2%	45%	False	False	772,680
120	4,685.50	4,122.25	563.25	12.9%	51.00	1.2%	45%	False	False	644,049

Crabel Price Patterns
NR	True
NR4	False
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	9.63
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,673.25
2.618	4,565.25
1.618	4,499.00
1.000	4,458.00
0.618	4,432.75
HIGH	4,391.75
0.618	4,366.50
0.500	4,358.50
0.382	4,350.75
LOW	4,325.50
0.618	4,284.50
1.000	4,259.25
1.618	4,218.25
2.618	4,152.00
4.250	4,044.00

Fisher Pivots for day following 03-Nov-2023
Pivot	1 day	3 day
R1	4,370.25	4,347.75
PP	4,364.50	4,319.75
S1	4,358.50	4,291.50

Download as Excel Spreadsheet

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

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