CME Cme Group Inc (NASDAQ)

Trading Metrics calculated at close of trading on 30-Jan-2023

Day Change Summary
	Previous	Current
	27-Jan-2023	30-Jan-2023	Change	Change %	Previous Week
Open	176.44	175.96	-0.48	-0.3%	176.24
High	176.59	178.53	1.94	1.1%	177.14
Low	174.73	175.54	0.81	0.5%	171.93
Close	175.68	175.96	0.28	0.2%	175.68
Range	1.86	2.99	1.13	60.8%	5.21
ATR	2.78	2.79	0.02	0.6%	0.00
Volume	1,582,100	2,075,100	493,000	31.2%	19,762,400

Daily Pivots for day following 30-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	185.65	183.79	177.60
R3	182.66	180.80	176.78
R2	179.67	179.67	176.51
R1	177.81	177.81	176.23	177.46
PP	176.68	176.68	176.68	176.50
S1	174.82	174.82	175.69	174.47
S2	173.69	173.69	175.41
S3	170.70	171.83	175.14
S4	167.71	168.84	174.32

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	190.53	188.31	178.54
R3	185.33	183.11	177.11
R2	180.12	180.12	176.63
R1	177.90	177.90	176.16	176.41
PP	174.92	174.92	174.92	174.17
S1	172.70	172.70	175.20	171.20
S2	169.71	169.71	174.73
S3	164.51	167.49	174.25
S4	159.30	162.29	172.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	178.53	173.87	4.66	2.6%	2.65	1.5%	45%	True	False	2,022,940
10	178.53	171.93	6.60	3.8%	2.88	1.6%	61%	True	False	2,014,890
20	178.53	171.93	6.60	3.8%	2.58	1.5%	61%	True	False	1,930,812
40	178.67	166.55	12.13	6.9%	2.79	1.6%	78%	False	False	1,774,645
60	179.86	166.55	13.31	7.6%	2.80	1.6%	71%	False	False	1,787,043
80	183.46	166.55	16.92	9.6%	3.04	1.7%	56%	False	False	1,966,182
100	183.46	166.55	16.92	9.6%	3.06	1.7%	56%	False	False	2,002,038
120	183.46	166.55	16.92	9.6%	3.18	1.8%	56%	False	False	2,023,327

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	0.32
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	191.24
2.618	186.36
1.618	183.37
1.000	181.52
0.618	180.38
HIGH	178.53
0.618	177.39
0.500	177.04
0.382	176.68
LOW	175.54
0.618	173.69
1.000	172.55
1.618	170.70
2.618	167.71
4.250	162.83

Fisher Pivots for day following 30-Jan-2023
Pivot	1 day	3 day
R1	177.04	176.63
PP	176.68	176.41
S1	176.32	176.18

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

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