CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 24.94 23.66 -1.28 -5.1% 24.80
High 25.03 24.08 -0.95 -3.8% 27.27
Low 22.74 22.43 -0.31 -1.4% 22.41
Close 23.10 22.45 -0.65 -2.8% 23.10
Range 2.29 1.65 -0.64 -27.9% 4.86
ATR 3.45 3.32 -0.13 -3.7% 0.00
Volume
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 27.94 26.84 23.36
R3 26.29 25.19 22.90
R2 24.64 24.64 22.75
R1 23.54 23.54 22.60 23.27
PP 22.99 22.99 22.99 22.85
S1 21.89 21.89 22.30 21.62
S2 21.34 21.34 22.15
S3 19.69 20.24 22.00
S4 18.04 18.59 21.54
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 38.84 35.83 25.77
R3 33.98 30.97 24.44
R2 29.12 29.12 23.99
R1 26.11 26.11 23.55 25.19
PP 24.26 24.26 24.26 23.80
S1 21.25 21.25 22.65 20.33
S2 19.40 19.40 22.21
S3 14.54 16.39 21.76
S4 9.68 11.53 20.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.27 22.43 4.84 21.6% 2.53 11.3% 0% False True
10 36.85 22.41 14.44 64.3% 3.41 15.2% 0% False False
20 41.16 22.41 18.75 83.5% 3.33 14.9% 0% False False
40 41.16 22.41 18.75 83.5% 2.89 12.9% 0% False False
60 41.16 20.92 20.24 90.2% 3.11 13.9% 8% 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 0.57
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 31.09
2.618 28.40
1.618 26.75
1.000 25.73
0.618 25.10
HIGH 24.08
0.618 23.45
0.500 23.26
0.382 23.06
LOW 22.43
0.618 21.41
1.000 20.78
1.618 19.76
2.618 18.11
4.250 15.42
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 23.26 24.85
PP 22.99 24.05
S1 22.72 23.25

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.