CME Cme Group Inc (NASDAQ)

Trading Metrics calculated at close of trading on 26-Apr-2024

Day Change Summary
	Previous	Current
	25-Apr-2024	26-Apr-2024	Change	Change %	Previous Week
Open	212.35	211.92	-0.43	-0.2%	213.30
High	216.52	212.40	-4.12	-1.9%	217.45
Low	211.19	209.64	-1.56	-0.7%	209.07
Close	212.54	210.94	-1.60	-0.8%	210.94
Range	5.33	2.77	-2.57	-48.1%	8.38
ATR	3.95	3.88	-0.07	-1.9%	0.00
Volume	2,048,100	1,353,075	-695,025	-33.9%	9,829,875

Daily Pivots for day following 26-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	219.29	217.88	212.46
R3	216.52	215.11	211.70
R2	213.76	213.76	211.45
R1	212.35	212.35	211.19	211.67
PP	210.99	210.99	210.99	210.65
S1	209.58	209.58	210.69	208.91
S2	208.23	208.23	210.43
S3	205.46	206.82	210.18
S4	202.70	204.05	209.42

Weekly Pivots for week ending 26-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	237.63	232.66	215.55
R3	229.25	224.28	213.24
R2	220.87	220.87	212.48
R1	215.90	215.90	211.71	214.20
PP	212.49	212.49	212.49	211.63
S1	207.52	207.52	210.17	205.82
S2	204.11	204.11	209.40
S3	195.73	199.14	208.64
S4	187.35	190.76	206.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	217.45	209.07	8.38	4.0%	4.56	2.2%	22%	False	False	1,965,975
10	217.45	206.08	11.38	5.4%	4.12	2.0%	43%	False	False	1,783,744
20	217.45	206.08	11.38	5.4%	3.85	1.8%	43%	False	False	1,668,320
40	222.52	206.08	16.44	7.8%	3.44	1.6%	30%	False	False	1,502,116
60	222.63	202.40	20.23	9.6%	3.54	1.7%	42%	False	False	1,590,249
80	222.63	195.54	27.09	12.8%	3.50	1.7%	57%	False	False	1,698,736
100	223.80	195.54	28.26	13.4%	3.47	1.6%	54%	False	False	1,669,579
120	223.80	195.54	28.26	13.4%	3.43	1.6%	54%	False	False	1,629,556

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Stretch	0.85
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	224.15
2.618	219.64
1.618	216.87
1.000	215.17
0.618	214.11
HIGH	212.40
0.618	211.34
0.500	211.02
0.382	210.69
LOW	209.64
0.618	207.93
1.000	206.87
1.618	205.16
2.618	202.40
4.250	197.88

Fisher Pivots for day following 26-Apr-2024
Pivot	1 day	3 day
R1	211.02	212.85
PP	210.99	212.21
S1	210.97	211.58

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

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