CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 26.28 34.62 8.34 31.7% 23.91
High 35.94 38.28 2.34 6.5% 38.28
Low 25.66 29.50 3.84 15.0% 21.77
Close 33.60 30.75 -2.85 -8.5% 30.75
Range 10.28 8.78 -1.50 -14.6% 16.51
ATR 3.13 3.53 0.40 12.9% 0.00
Volume
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 59.18 53.75 35.58
R3 50.40 44.97 33.16
R2 41.62 41.62 32.36
R1 36.19 36.19 31.55 34.52
PP 32.84 32.84 32.84 32.01
S1 27.41 27.41 29.95 25.74
S2 24.06 24.06 29.14
S3 15.28 18.63 28.34
S4 6.50 9.85 25.92
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 79.80 71.78 39.83
R3 63.29 55.27 35.29
R2 46.78 46.78 33.78
R1 38.76 38.76 32.26 42.77
PP 30.27 30.27 30.27 32.27
S1 22.25 22.25 29.24 26.26
S2 13.76 13.76 27.72
S3 -2.75 5.74 26.21
S4 -19.26 -10.77 21.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.28 21.77 16.51 53.7% 5.38 17.5% 54% True False
10 38.28 20.92 17.36 56.5% 4.24 13.8% 57% True False
20 38.28 20.28 18.00 58.5% 3.16 10.3% 58% True False
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 1.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.60
2.618 61.27
1.618 52.49
1.000 47.06
0.618 43.71
HIGH 38.28
0.618 34.93
0.500 33.89
0.382 32.85
LOW 29.50
0.618 24.07
1.000 20.72
1.618 15.29
2.618 6.51
4.250 -7.82
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 33.89 31.91
PP 32.84 31.52
S1 31.80 31.14

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.