CME Cme Group Inc (NASDAQ)

Download as Excel Spreadsheet

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

Download as Excel Spreadsheet

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

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