CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 29.26 27.65 -1.61 -5.5% 27.15
High 29.76 27.99 -1.77 -5.9% 29.90
Low 27.94 24.88 -3.06 -11.0% 24.90
Close 28.06 26.36 -1.70 -6.1% 27.63
Range 1.82 3.11 1.29 70.9% 5.00
ATR 2.93 2.95 0.02 0.6% 0.00
Volume
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 35.74 34.16 28.07
R3 32.63 31.05 27.22
R2 29.52 29.52 26.93
R1 27.94 27.94 26.65 27.18
PP 26.41 26.41 26.41 26.03
S1 24.83 24.83 26.07 24.07
S2 23.30 23.30 25.79
S3 20.19 21.72 25.50
S4 17.08 18.61 24.65
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 42.48 40.05 30.38
R3 37.48 35.05 29.01
R2 32.48 32.48 28.55
R1 30.05 30.05 28.09 31.27
PP 27.48 27.48 27.48 28.08
S1 25.05 25.05 27.17 26.27
S2 22.48 22.48 26.71
S3 17.48 20.05 26.26
S4 12.48 15.05 24.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 30.00 24.88 5.12 19.4% 2.86 10.9% 29% False True
10 30.43 24.88 5.55 21.1% 2.63 10.0% 27% False True
20 31.15 24.84 6.31 23.9% 2.62 9.9% 24% False False
40 38.28 20.92 17.36 65.9% 2.99 11.3% 31% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.21
2.618 36.13
1.618 33.02
1.000 31.10
0.618 29.91
HIGH 27.99
0.618 26.80
0.500 26.44
0.382 26.07
LOW 24.88
0.618 22.96
1.000 21.77
1.618 19.85
2.618 16.74
4.250 11.66
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 26.44 27.44
PP 26.41 27.08
S1 26.39 26.72

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.