CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 26.69 25.78 -0.91 -3.4% 28.04
High 27.12 27.11 -0.01 0.0% 31.15
Low 25.06 25.33 0.27 1.1% 25.19
Close 26.37 26.70 0.33 1.3% 26.38
Range 2.06 1.78 -0.28 -13.6% 5.96
ATR 3.05 2.96 -0.09 -3.0% 0.00
Volume
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 31.72 30.99 27.68
R3 29.94 29.21 27.19
R2 28.16 28.16 27.03
R1 27.43 27.43 26.86 27.80
PP 26.38 26.38 26.38 26.56
S1 25.65 25.65 26.54 26.02
S2 24.60 24.60 26.37
S3 22.82 23.87 26.21
S4 21.04 22.09 25.72
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 45.45 41.88 29.66
R3 39.49 35.92 28.02
R2 33.53 33.53 27.47
R1 29.96 29.96 26.93 28.77
PP 27.57 27.57 27.57 26.98
S1 24.00 24.00 25.83 22.81
S2 21.61 21.61 25.29
S3 15.65 18.04 24.74
S4 9.69 12.08 23.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.43 24.90 5.53 20.7% 2.40 9.0% 33% False False
10 31.15 24.90 6.25 23.4% 2.80 10.5% 29% False False
20 38.28 24.84 13.44 50.3% 3.46 13.0% 14% False False
40 38.28 20.28 18.00 67.4% 2.96 11.1% 36% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 34.68
2.618 31.77
1.618 29.99
1.000 28.89
0.618 28.21
HIGH 27.11
0.618 26.43
0.500 26.22
0.382 26.01
LOW 25.33
0.618 24.23
1.000 23.55
1.618 22.45
2.618 20.67
4.250 17.77
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 26.54 26.55
PP 26.38 26.40
S1 26.22 26.25

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.