CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Mar-2021
Day Change Summary
Previous Current
09-Mar-2021 10-Mar-2021 Change Change % Previous Week
Open 25.11 23.76 -1.35 -5.4% 25.20
High 25.25 23.87 -1.38 -5.5% 31.90
Low 22.90 22.38 -0.52 -2.3% 22.45
Close 24.03 22.56 -1.47 -6.1% 24.66
Range 2.35 1.49 -0.86 -36.6% 9.45
ATR 4.05 3.88 -0.17 -4.2% 0.00
Volume
Daily Pivots for day following 10-Mar-2021
Classic Woodie Camarilla DeMark
R4 27.41 26.47 23.38
R3 25.92 24.98 22.97
R2 24.43 24.43 22.83
R1 23.49 23.49 22.70 23.22
PP 22.94 22.94 22.94 22.80
S1 22.00 22.00 22.42 21.73
S2 21.45 21.45 22.29
S3 19.96 20.51 22.15
S4 18.47 19.02 21.74
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 54.69 49.12 29.86
R3 45.24 39.67 27.26
R2 35.79 35.79 26.39
R1 30.22 30.22 25.53 28.28
PP 26.34 26.34 26.34 25.37
S1 20.77 20.77 23.79 18.83
S2 16.89 16.89 22.93
S3 7.44 11.32 22.06
S4 -2.01 1.87 19.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.90 22.38 9.52 42.2% 4.17 18.5% 2% False True
10 31.90 21.52 10.38 46.0% 4.44 19.7% 10% False False
20 31.90 19.69 12.21 54.1% 3.66 16.2% 24% False False
40 37.51 19.69 17.82 79.0% 3.51 15.6% 16% False False
60 37.51 19.69 17.82 79.0% 3.18 14.1% 16% False False
80 37.51 19.51 18.00 79.8% 2.84 12.6% 17% False False
100 41.16 19.51 21.65 96.0% 2.92 13.0% 14% False False
120 41.16 19.51 21.65 96.0% 2.87 12.7% 14% 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 0.68
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 30.20
2.618 27.77
1.618 26.28
1.000 25.36
0.618 24.79
HIGH 23.87
0.618 23.30
0.500 23.13
0.382 22.95
LOW 22.38
0.618 21.46
1.000 20.89
1.618 19.97
2.618 18.48
4.250 16.05
Fisher Pivots for day following 10-Mar-2021
Pivot 1 day 3 day
R1 23.13 25.39
PP 22.94 24.44
S1 22.75 23.50

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.