CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 20.66 22.12 1.46 7.1% 22.64
High 22.93 23.36 0.43 1.9% 22.89
Low 20.10 21.53 1.43 7.1% 19.97
Close 22.27 22.52 0.25 1.1% 20.79
Range 2.83 1.83 -1.00 -35.3% 2.92
ATR 2.23 2.20 -0.03 -1.3% 0.00
Volume
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 27.96 27.07 23.53
R3 26.13 25.24 23.02
R2 24.30 24.30 22.86
R1 23.41 23.41 22.69 23.86
PP 22.47 22.47 22.47 22.69
S1 21.58 21.58 22.35 22.03
S2 20.64 20.64 22.18
S3 18.81 19.75 22.02
S4 16.98 17.92 21.51
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 29.98 28.30 22.40
R3 27.06 25.38 21.59
R2 24.14 24.14 21.33
R1 22.46 22.46 21.06 21.84
PP 21.22 21.22 21.22 20.91
S1 19.54 19.54 20.52 18.92
S2 18.30 18.30 20.25
S3 15.38 16.62 19.99
S4 12.46 13.70 19.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.36 19.97 3.39 15.1% 1.80 8.0% 75% True False
10 23.36 19.51 3.85 17.1% 1.68 7.5% 78% True False
20 27.27 19.51 7.76 34.5% 1.83 8.1% 39% False False
40 41.16 19.51 21.65 96.1% 2.54 11.3% 14% False False
60 41.16 19.51 21.65 96.1% 2.56 11.4% 14% False False
80 41.16 19.51 21.65 96.1% 2.78 12.3% 14% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 31.14
2.618 28.15
1.618 26.32
1.000 25.19
0.618 24.49
HIGH 23.36
0.618 22.66
0.500 22.45
0.382 22.23
LOW 21.53
0.618 20.40
1.000 19.70
1.618 18.57
2.618 16.74
4.250 13.75
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 22.50 22.26
PP 22.47 21.99
S1 22.45 21.73

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.