E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	4,561.75	4,547.75	-14.00	-0.3%	4,425.75
High	4,567.00	4,580.50	13.50	0.3%	4,541.25
Low	4,536.75	4,543.00	6.25	0.1%	4,407.25
Close	4,551.25	4,567.25	16.00	0.4%	4,527.50
Range	30.25	37.50	7.25	24.0%	134.00
ATR	51.93	50.89	-1.03	-2.0%	0.00
Volume	1,101,669	1,403,636	301,967	27.4%	7,575,127

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,676.00	4,659.25	4,588.00
R3	4,638.50	4,621.75	4,577.50
R2	4,601.00	4,601.00	4,574.00
R1	4,584.25	4,584.25	4,570.75	4,592.50
PP	4,563.50	4,563.50	4,563.50	4,567.75
S1	4,546.75	4,546.75	4,563.75	4,555.00
S2	4,526.00	4,526.00	4,560.50
S3	4,488.50	4,509.25	4,557.00
S4	4,451.00	4,471.75	4,546.50

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,894.00	4,844.75	4,601.25
R3	4,760.00	4,710.75	4,564.25
R2	4,626.00	4,626.00	4,552.00
R1	4,576.75	4,576.75	4,539.75	4,601.50
PP	4,492.00	4,492.00	4,492.00	4,504.25
S1	4,442.75	4,442.75	4,515.25	4,467.50
S2	4,358.00	4,358.00	4,503.00
S3	4,224.00	4,308.75	4,490.75
S4	4,090.00	4,174.75	4,453.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,580.50	4,501.75	78.75	1.7%	34.75	0.8%	83%	True	False	1,309,948
10	4,580.50	4,354.25	226.25	5.0%	47.50	1.0%	94%	True	False	1,502,585
20	4,580.50	4,122.25	458.25	10.0%	50.75	1.1%	97%	True	False	1,657,125
40	4,580.50	4,122.25	458.25	10.0%	58.00	1.3%	97%	True	False	1,819,883
60	4,597.50	4,122.25	475.25	10.4%	54.00	1.2%	94%	False	False	1,603,981
80	4,644.75	4,122.25	522.50	11.4%	55.00	1.2%	85%	False	False	1,204,229
100	4,685.50	4,122.25	563.25	12.3%	52.00	1.1%	79%	False	False	963,828
120	4,685.50	4,122.25	563.25	12.3%	50.25	1.1%	79%	False	False	803,444

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	9.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,740.00
2.618	4,678.75
1.618	4,641.25
1.000	4,618.00
0.618	4,603.75
HIGH	4,580.50
0.618	4,566.25
0.500	4,561.75
0.382	4,557.25
LOW	4,543.00
0.618	4,519.75
1.000	4,505.50
1.618	4,482.25
2.618	4,444.75
4.250	4,383.50

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	4,565.50	4,561.50
PP	4,563.50	4,556.00
S1	4,561.75	4,550.25

Download as Excel Spreadsheet

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

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