CME Cme Group Inc (NASDAQ)


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 167.58 168.80 1.22 0.7% 169.18
High 169.50 168.80 -0.70 -0.4% 171.08
Low 165.69 163.26 -2.43 -1.5% 164.45
Close 167.99 163.34 -4.65 -2.8% 167.99
Range 3.81 5.54 1.73 45.4% 6.63
ATR 3.20 3.37 0.17 5.2% 0.00
Volume 1,006,380 1,284,716 278,336 27.7% 11,297,710
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 181.75 178.09 166.39
R3 176.21 172.55 164.86
R2 170.67 170.67 164.36
R1 167.01 167.01 163.85 166.07
PP 165.13 165.13 165.13 164.67
S1 161.47 161.47 162.83 160.53
S2 159.59 159.59 162.32
S3 154.05 155.93 161.82
S4 148.51 150.39 160.29
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 187.73 184.49 171.64
R3 181.10 177.86 169.81
R2 174.47 174.47 169.21
R1 171.23 171.23 168.60 169.54
PP 167.84 167.84 167.84 166.99
S1 164.60 164.60 167.38 162.91
S2 161.21 161.21 166.77
S3 154.58 157.97 166.17
S4 147.95 151.34 164.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169.50 163.26 6.24 3.8% 3.76 2.3% 1% False True 1,195,319
10 171.08 163.26 7.82 4.8% 3.35 2.1% 1% False True 1,168,892
20 172.40 163.26 9.14 5.6% 3.17 1.9% 1% False True 1,355,915
40 172.40 161.65 10.76 6.6% 3.46 2.1% 16% False False 1,385,427
60 173.36 161.65 11.72 7.2% 3.45 2.1% 14% False False 1,502,261
80 178.25 161.65 16.61 10.2% 3.37 2.1% 10% False False 1,476,575
100 178.25 161.65 16.61 10.2% 3.40 2.1% 10% False False 1,481,174
120 178.25 161.65 16.61 10.2% 3.33 2.0% 10% False False 1,546,190
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 False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 192.35
2.618 183.30
1.618 177.76
1.000 174.34
0.618 172.22
HIGH 168.80
0.618 166.68
0.500 166.03
0.382 165.38
LOW 163.26
0.618 159.84
1.000 157.72
1.618 154.30
2.618 148.76
4.250 139.72
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 166.03 166.38
PP 165.13 165.37
S1 164.24 164.35

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

View Archives - Comment on this page... - Back to Index of Symbols