CME Cme Group Inc (NASDAQ)


Trading Metrics calculated at close of trading on 06-Jul-2022
Day Change Summary
Previous Current
05-Jul-2022 06-Jul-2022 Change Change % Previous Week
Open 203.58 205.81 2.23 1.1% 211.08
High 204.50 206.96 2.47 1.2% 212.09
Low 199.53 202.92 3.39 1.7% 200.41
Close 204.36 203.96 -0.40 -0.2% 204.28
Range 4.97 4.04 -0.93 -18.6% 11.68
ATR 4.98 4.91 -0.07 -1.3% 0.00
Volume 1,066,800 1,123,700 56,900 5.3% 11,490,780
Daily Pivots for day following 06-Jul-2022
Classic Woodie Camarilla DeMark
R4 216.73 214.39 206.18
R3 212.69 210.35 205.07
R2 208.65 208.65 204.70
R1 206.31 206.31 204.33 205.46
PP 204.61 204.61 204.61 204.19
S1 202.27 202.27 203.59 201.42
S2 200.57 200.57 203.22
S3 196.53 198.23 202.85
S4 192.49 194.19 201.74
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 240.63 234.14 210.70
R3 228.95 222.46 207.49
R2 217.27 217.27 206.42
R1 210.78 210.78 205.35 208.19
PP 205.59 205.59 205.59 204.30
S1 199.10 199.10 203.21 196.51
S2 193.91 193.91 202.14
S3 182.23 187.42 201.07
S4 170.55 175.74 197.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 206.96 199.53 7.43 3.6% 4.19 2.1% 60% True False 1,255,444
10 212.09 199.53 12.56 6.2% 4.63 2.3% 35% False False 1,157,982
20 212.09 199.53 12.56 6.2% 4.68 2.3% 35% False False 1,313,134
40 212.09 195.18 16.92 8.3% 5.43 2.7% 52% False False 1,590,345
60 212.09 187.90 24.19 11.9% 4.96 2.4% 66% False False 1,594,637
80 212.85 186.19 26.66 13.1% 5.23 2.6% 67% False False 1,610,373
100 229.30 186.19 43.11 21.1% 5.66 2.8% 41% False False 1,616,219
120 247.02 186.19 60.83 29.8% 5.62 2.8% 29% False False 1,555,432
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 1.51
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 224.13
2.618 217.54
1.618 213.50
1.000 211.00
0.618 209.46
HIGH 206.96
0.618 205.42
0.500 204.94
0.382 204.46
LOW 202.92
0.618 200.42
1.000 198.88
1.618 196.38
2.618 192.34
4.250 185.75
Fisher Pivots for day following 06-Jul-2022
Pivot 1 day 3 day
R1 204.94 203.72
PP 204.61 203.48
S1 204.29 203.25

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

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