E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 06-Nov-2023

Day Change Summary
	Previous	Current
	03-Nov-2023	06-Nov-2023	Change	Change %	Previous Week
Open	4,327.50	4,379.25	51.75	1.2%	4,148.00
High	4,391.75	4,389.50	-2.25	-0.1%	4,391.75
Low	4,325.50	4,364.25	38.75	0.9%	4,143.50
Close	4,376.00	4,384.25	8.25	0.2%	4,376.00
Range	66.25	25.25	-41.00	-61.9%	248.25
ATR	63.62	60.88	-2.74	-4.3%	0.00
Volume	1,803,552	1,348,878	-454,674	-25.2%	9,391,050

Daily Pivots for day following 06-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,455.00	4,445.00	4,398.25
R3	4,429.75	4,419.75	4,391.25
R2	4,404.50	4,404.50	4,389.00
R1	4,394.50	4,394.50	4,386.50	4,399.50
PP	4,379.25	4,379.25	4,379.25	4,382.00
S1	4,369.25	4,369.25	4,382.00	4,374.25
S2	4,354.00	4,354.00	4,379.50
S3	4,328.75	4,344.00	4,377.25
S4	4,303.50	4,318.75	4,370.25

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	4,166.75	225.00	5.1%	59.00	1.3%	97%	False	False	1,767,063
10	4,391.75	4,122.25	269.50	6.1%	59.00	1.3%	97%	False	False	1,914,382
20	4,430.50	4,122.25	308.25	7.0%	60.75	1.4%	85%	False	False	1,956,954
40	4,566.00	4,122.25	443.75	10.1%	60.00	1.4%	59%	False	False	1,880,003
60	4,597.50	4,122.25	475.25	10.8%	57.00	1.3%	55%	False	False	1,308,590
80	4,685.50	4,122.25	563.25	12.8%	54.25	1.2%	47%	False	False	982,256
100	4,685.50	4,122.25	563.25	12.8%	51.75	1.2%	47%	False	False	786,162
120	4,685.50	4,122.25	563.25	12.8%	51.00	1.2%	47%	False	False	655,287

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.20
Narrowest range in 69 trading days

Fibonacci Retracements and Extensions
4.250	4,496.75
2.618	4,455.50
1.618	4,430.25
1.000	4,414.75
0.618	4,405.00
HIGH	4,389.50
0.618	4,379.75
0.500	4,377.00
0.382	4,374.00
LOW	4,364.25
0.618	4,348.75
1.000	4,339.00
1.618	4,323.50
2.618	4,298.25
4.250	4,257.00

Fisher Pivots for day following 06-Nov-2023
Pivot	1 day	3 day
R1	4,381.75	4,364.50
PP	4,379.25	4,344.50
S1	4,377.00	4,324.75

Download as Excel Spreadsheet

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

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