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

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