CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 36.44 36.79 0.35 1.0% 29.38
High 36.44 36.85 0.41 1.1% 41.16
Low 34.19 28.03 -6.16 -18.0% 29.22
Close 35.55 29.57 -5.98 -16.8% 38.02
Range 2.25 8.82 6.57 292.0% 11.94
ATR 3.17 3.57 0.40 12.7% 0.00
Volume
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 57.94 52.58 34.42
R3 49.12 43.76 32.00
R2 40.30 40.30 31.19
R1 34.94 34.94 30.38 33.21
PP 31.48 31.48 31.48 30.62
S1 26.12 26.12 28.76 24.39
S2 22.66 22.66 27.95
S3 13.84 17.30 27.14
S4 5.02 8.48 24.72
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 71.95 66.93 44.59
R3 60.01 54.99 41.30
R2 48.07 48.07 40.21
R1 43.05 43.05 39.11 45.56
PP 36.13 36.13 36.13 37.39
S1 31.11 31.11 36.93 33.62
S2 24.19 24.19 35.83
S3 12.25 19.17 34.74
S4 0.31 7.23 31.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.16 28.03 13.13 44.4% 4.77 16.1% 12% False True
10 41.16 27.26 13.90 47.0% 4.02 13.6% 17% False False
20 41.16 24.03 17.13 57.9% 3.00 10.2% 32% False False
40 41.16 24.03 17.13 57.9% 2.81 9.5% 32% False False
60 41.16 20.92 20.24 68.4% 2.96 10.0% 43% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 74.34
2.618 59.94
1.618 51.12
1.000 45.67
0.618 42.30
HIGH 36.85
0.618 33.48
0.500 32.44
0.382 31.40
LOW 28.03
0.618 22.58
1.000 19.21
1.618 13.76
2.618 4.94
4.250 -9.46
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 32.44 33.41
PP 31.48 32.13
S1 30.53 30.85

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.