CME Cme Group Inc (NASDAQ)


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 193.22 192.28 -0.94 -0.5% 198.52
High 194.35 192.67 -1.68 -0.9% 205.05
Low 191.03 189.44 -1.59 -0.8% 191.14
Close 192.20 190.24 -1.96 -1.0% 192.25
Range 3.32 3.23 -0.09 -2.7% 13.91
ATR 4.31 4.23 -0.08 -1.8% 0.00
Volume 1,528,100 45,976 -1,482,124 -97.0% 6,144,919
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 200.47 198.59 192.02
R3 197.24 195.36 191.13
R2 194.01 194.01 190.83
R1 192.13 192.13 190.54 191.46
PP 190.78 190.78 190.78 190.45
S1 188.90 188.90 189.94 188.23
S2 187.55 187.55 189.65
S3 184.32 185.67 189.35
S4 181.09 182.44 188.46
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 237.88 228.97 199.90
R3 223.97 215.06 196.08
R2 210.06 210.06 194.80
R1 201.15 201.15 193.53 198.65
PP 196.15 196.15 196.15 194.90
S1 187.24 187.24 190.97 184.74
S2 182.24 182.24 189.70
S3 168.33 173.33 188.42
S4 154.42 159.42 184.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 205.05 189.44 15.61 8.2% 4.33 2.3% 5% False True 1,061,894
10 205.05 181.16 23.89 12.6% 4.91 2.6% 38% False False 1,507,216
20 205.05 177.15 27.90 14.7% 3.91 2.1% 47% False False 1,300,320
40 205.05 164.98 40.07 21.1% 3.57 1.9% 63% False False 1,260,088
60 205.05 146.89 58.16 30.6% 3.80 2.0% 75% False False 1,453,258
80 205.05 146.89 58.16 30.6% 3.65 1.9% 75% False False 1,451,709
100 205.05 146.89 58.16 30.6% 3.63 1.9% 75% False False 1,476,582
120 205.05 146.89 58.16 30.6% 3.54 1.9% 75% False False 1,493,324
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 1.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 206.40
2.618 201.13
1.618 197.90
1.000 195.90
0.618 194.67
HIGH 192.67
0.618 191.44
0.500 191.06
0.382 190.67
LOW 189.44
0.618 187.44
1.000 186.21
1.618 184.21
2.618 180.98
4.250 175.71
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 191.06 191.90
PP 190.78 191.34
S1 190.51 190.79

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

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