CME Cme Group Inc (NASDAQ)

Trading Metrics calculated at close of trading on 04-Oct-2022

Day Change Summary
	Previous	Current
	03-Oct-2022	04-Oct-2022	Change	Change %	Previous Week
Open	177.58	179.33	1.75	1.0%	180.40
High	179.27	182.23	2.96	1.7%	181.96
Low	175.11	177.42	2.31	1.3%	175.08
Close	178.18	182.13	3.95	2.2%	177.13
Range	4.16	4.81	0.65	15.6%	6.88
ATR	4.32	4.35	0.04	0.8%	0.00
Volume	2,023,800	2,061,400	37,600	1.9%	15,439,825

Daily Pivots for day following 04-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	195.02	193.39	184.78
R3	190.21	188.58	183.45
R2	185.40	185.40	183.01
R1	183.77	183.77	182.57	184.59
PP	180.59	180.59	180.59	181.00
S1	178.96	178.96	181.69	179.78
S2	175.78	175.78	181.25
S3	170.97	174.15	180.81
S4	166.16	169.34	179.48

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	198.70	194.79	180.91
R3	191.82	187.91	179.02
R2	184.94	184.94	178.39
R1	181.03	181.03	177.76	179.55
PP	178.06	178.06	178.06	177.31
S1	174.15	174.15	176.50	172.67
S2	171.18	171.18	175.87
S3	164.30	167.27	175.24
S4	157.42	160.39	173.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	182.23	175.11	7.12	3.9%	3.98	2.2%	99%	True	False	1,798,360
10	182.23	175.08	7.15	3.9%	4.60	2.5%	99%	True	False	1,713,322
20	189.84	175.08	14.76	8.1%	4.54	2.5%	48%	False	False	1,463,961
40	202.48	175.08	27.40	15.0%	4.25	2.3%	26%	False	False	1,416,439
60	204.00	175.08	28.92	15.9%	4.15	2.3%	24%	False	False	1,368,103
80	209.24	175.08	34.16	18.8%	4.26	2.3%	21%	False	False	1,367,064
100	209.24	175.08	34.16	18.8%	4.31	2.4%	21%	False	False	1,370,165
120	210.17	175.08	35.09	19.3%	4.24	2.3%	20%	False	False	1,333,966

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	1.33
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	202.67
2.618	194.82
1.618	190.01
1.000	187.04
0.618	185.20
HIGH	182.23
0.618	180.39
0.500	179.83
0.382	179.26
LOW	177.42
0.618	174.45
1.000	172.61
1.618	169.64
2.618	164.83
4.250	156.98

Fisher Pivots for day following 04-Oct-2022
Pivot	1 day	3 day
R1	181.36	180.98
PP	180.59	179.82
S1	179.83	178.67

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