CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 22.43 23.31 0.88 3.9% 23.04
High 23.34 24.81 1.47 6.3% 29.19
Low 21.42 23.23 1.81 8.5% 21.42
Close 21.56 24.08 2.52 11.7% 21.56
Range 1.92 1.58 -0.34 -17.7% 7.77
ATR 2.77 2.80 0.03 1.2% 0.00
Volume
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 28.78 28.01 24.95
R3 27.20 26.43 24.51
R2 25.62 25.62 24.37
R1 24.85 24.85 24.22 25.24
PP 24.04 24.04 24.04 24.23
S1 23.27 23.27 23.94 23.66
S2 22.46 22.46 23.79
S3 20.88 21.69 23.65
S4 19.30 20.11 23.21
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 47.37 42.23 25.83
R3 39.60 34.46 23.70
R2 31.83 31.83 22.98
R1 26.69 26.69 22.27 25.38
PP 24.06 24.06 24.06 23.40
S1 18.92 18.92 20.85 17.61
S2 16.29 16.29 20.14
S3 8.52 11.15 19.42
S4 0.75 3.38 17.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.60 21.42 7.18 29.8% 2.72 11.3% 37% False False
10 29.19 20.99 8.20 34.1% 2.67 11.1% 38% False False
20 31.46 20.99 10.47 43.5% 2.51 10.4% 30% False False
40 31.46 19.51 11.95 49.6% 2.17 9.0% 38% False False
60 41.16 19.51 21.65 89.9% 2.53 10.5% 21% False False
80 41.16 19.51 21.65 89.9% 2.55 10.6% 21% False False
100 41.16 19.51 21.65 89.9% 2.73 11.3% 21% 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 7 trading days
Fibonacci Retracements and Extensions
4.250 31.53
2.618 28.95
1.618 27.37
1.000 26.39
0.618 25.79
HIGH 24.81
0.618 24.21
0.500 24.02
0.382 23.83
LOW 23.23
0.618 22.25
1.000 21.65
1.618 20.67
2.618 19.09
4.250 16.52
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 24.06 23.76
PP 24.04 23.44
S1 24.02 23.12

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.