E-mini S&P 500 Future December 2023

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

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	4,562.25	4,571.75	9.50	0.2%	4,568.50
High	4,579.50	4,607.75	28.25	0.6%	4,607.75
Low	4,544.75	4,562.50	17.75	0.4%	4,544.75
Close	4,576.75	4,600.75	24.00	0.5%	4,600.75
Range	34.75	45.25	10.50	30.2%	63.00
ATR	43.90	44.00	0.10	0.2%	0.00
Volume	2,056,268	1,914,151	-142,117	-6.9%	8,128,149

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,726.00	4,708.75	4,625.75
R3	4,680.75	4,663.50	4,613.25
R2	4,635.50	4,635.50	4,609.00
R1	4,618.25	4,618.25	4,605.00	4,627.00
PP	4,590.25	4,590.25	4,590.25	4,594.75
S1	4,573.00	4,573.00	4,596.50	4,581.50
S2	4,545.00	4,545.00	4,592.50
S3	4,499.75	4,527.75	4,588.25
S4	4,454.50	4,482.50	4,575.75

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	4,773.50	4,750.00	4,635.50
R3	4,710.50	4,687.00	4,618.00
R2	4,647.50	4,647.50	4,612.25
R1	4,624.00	4,624.00	4,606.50	4,635.75
PP	4,584.50	4,584.50	4,584.50	4,590.25
S1	4,561.00	4,561.00	4,595.00	4,572.75
S2	4,521.50	4,521.50	4,589.25
S3	4,458.50	4,498.00	4,583.50
S4	4,395.50	4,435.00	4,566.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,607.75	4,544.75	63.00	1.4%	34.00	0.7%	89%	True	False	1,625,629
10	4,607.75	4,512.75	95.00	2.1%	32.75	0.7%	93%	True	False	1,375,885
20	4,607.75	4,325.50	282.25	6.1%	40.75	0.9%	98%	True	False	1,482,034
40	4,607.75	4,122.25	485.50	10.6%	53.25	1.2%	99%	True	False	1,733,226
60	4,607.75	4,122.25	485.50	10.6%	53.25	1.2%	99%	True	False	1,743,657
80	4,607.75	4,122.25	485.50	10.6%	53.25	1.2%	99%	True	False	1,312,622
100	4,685.50	4,122.25	563.25	12.2%	51.25	1.1%	85%	False	False	1,050,729
120	4,685.50	4,122.25	563.25	12.2%	50.00	1.1%	85%	False	False	875,895

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	True
Bear Hook	False
Bull Hook	False
Stretch	8.15
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4,800.00
2.618	4,726.25
1.618	4,681.00
1.000	4,653.00
0.618	4,635.75
HIGH	4,607.75
0.618	4,590.50
0.500	4,585.00
0.382	4,579.75
LOW	4,562.50
0.618	4,534.50
1.000	4,517.25
1.618	4,489.25
2.618	4,444.00
4.250	4,370.25

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	4,595.50	4,592.50
PP	4,590.25	4,584.50
S1	4,585.00	4,576.25

Download as Excel Spreadsheet

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

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