CBOE Volatility Index


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 28.63 25.86 -2.77 -9.7% 30.61
High 29.73 26.79 -2.94 -9.9% 35.93
Low 26.51 25.38 -1.13 -4.3% 26.51
Close 26.87 25.85 -1.02 -3.8% 26.87
Range 3.22 1.41 -1.81 -56.2% 9.42
ATR 3.59 3.44 -0.15 -4.2% 0.00
Volume
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 30.24 29.45 26.63
R3 28.83 28.04 26.24
R2 27.42 27.42 26.11
R1 26.63 26.63 25.98 26.32
PP 26.01 26.01 26.01 25.85
S1 25.22 25.22 25.72 24.91
S2 24.60 24.60 25.59
S3 23.19 23.81 25.46
S4 21.78 22.40 25.07
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 58.03 51.87 32.05
R3 48.61 42.45 29.46
R2 39.19 39.19 28.60
R1 33.03 33.03 27.73 31.40
PP 29.77 29.77 29.77 28.96
S1 23.61 23.61 26.01 21.98
S2 20.35 20.35 25.14
S3 10.93 14.19 24.28
S4 1.51 4.77 21.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.93 25.38 10.55 40.8% 3.33 12.9% 4% False True
10 38.28 21.77 16.51 63.9% 4.36 16.9% 25% False False
20 38.28 20.92 17.36 67.2% 3.43 13.3% 28% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 32.78
2.618 30.48
1.618 29.07
1.000 28.20
0.618 27.66
HIGH 26.79
0.618 26.25
0.500 26.09
0.382 25.92
LOW 25.38
0.618 24.51
1.000 23.97
1.618 23.10
2.618 21.69
4.250 19.39
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 26.09 27.97
PP 26.01 27.26
S1 25.93 26.56

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.