E-mini S&P 500 Future December 2023

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	4,564.00	4,568.50	4.50	0.1%	4,526.75
High	4,574.00	4,570.00	-4.00	-0.1%	4,580.50
Low	4,562.00	4,552.00	-10.00	-0.2%	4,520.00
Close	4,568.25	4,561.00	-7.25	-0.2%	4,568.25
Range	12.00	18.00	6.00	50.0%	60.50
ATR	48.12	45.97	-2.15	-4.5%	0.00
Volume	572,702	1,124,213	551,511	96.3%	4,298,797

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,615.00	4,606.00	4,571.00
R3	4,597.00	4,588.00	4,566.00
R2	4,579.00	4,579.00	4,564.25
R1	4,570.00	4,570.00	4,562.75	4,565.50
PP	4,561.00	4,561.00	4,561.00	4,558.75
S1	4,552.00	4,552.00	4,559.25	4,547.50
S2	4,543.00	4,543.00	4,557.75
S3	4,525.00	4,534.00	4,556.00
S4	4,507.00	4,516.00	4,551.00

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,737.75	4,713.50	4,601.50
R3	4,677.25	4,653.00	4,585.00
R2	4,616.75	4,616.75	4,579.25
R1	4,592.50	4,592.50	4,573.75	4,604.50
PP	4,556.25	4,556.25	4,556.25	4,562.25
S1	4,532.00	4,532.00	4,562.75	4,544.00
S2	4,495.75	4,495.75	4,557.25
S3	4,435.25	4,471.50	4,551.50
S4	4,374.75	4,411.00	4,535.00

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	4,520.00	60.50	1.3%	29.75	0.7%	68%	False	False	1,084,602
10	4,580.50	4,407.25	173.25	3.8%	36.75	0.8%	89%	False	False	1,299,813
20	4,580.50	4,143.50	437.00	9.6%	46.25	1.0%	96%	False	False	1,511,212
40	4,580.50	4,122.25	458.25	10.0%	56.00	1.2%	96%	False	False	1,759,353
60	4,597.50	4,122.25	475.25	10.4%	53.50	1.2%	92%	False	False	1,631,807
80	4,611.00	4,122.25	488.75	10.7%	54.25	1.2%	90%	False	False	1,225,333
100	4,685.50	4,122.25	563.25	12.3%	51.50	1.1%	78%	False	False	980,756
120	4,685.50	4,122.25	563.25	12.3%	50.00	1.1%	78%	False	False	817,570

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4,646.50
2.618	4,617.00
1.618	4,599.00
1.000	4,588.00
0.618	4,581.00
HIGH	4,570.00
0.618	4,563.00
0.500	4,561.00
0.382	4,559.00
LOW	4,552.00
0.618	4,541.00
1.000	4,534.00
1.618	4,523.00
2.618	4,505.00
4.250	4,475.50

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	4,561.00	4,561.75
PP	4,561.00	4,561.50
S1	4,561.00	4,561.25

Download as Excel Spreadsheet

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

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