CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 16.74 17.24 0.50 3.0% 20.50
High 16.86 18.53 1.67 9.9% 20.51
Low 15.90 15.68 -0.22 -1.4% 15.90
Close 16.76 17.90 1.14 6.8% 16.76
Range 0.96 2.85 1.89 196.9% 4.61
ATR 2.56 2.58 0.02 0.8% 0.00
Volume
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 25.92 24.76 19.47
R3 23.07 21.91 18.68
R2 20.22 20.22 18.42
R1 19.06 19.06 18.16 19.64
PP 17.37 17.37 17.37 17.66
S1 16.21 16.21 17.64 16.79
S2 14.52 14.52 17.38
S3 11.67 13.36 17.12
S4 8.82 10.51 16.33
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 31.55 28.77 19.30
R3 26.94 24.16 18.03
R2 22.33 22.33 17.61
R1 19.55 19.55 17.18 18.64
PP 17.72 17.72 17.72 17.27
S1 14.94 14.94 16.34 14.03
S2 13.11 13.11 15.91
S3 8.50 10.33 15.49
S4 3.89 5.72 14.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.29 15.68 3.61 20.2% 1.89 10.6% 61% False True
10 25.96 15.68 10.28 57.4% 2.30 12.8% 22% False True
20 28.93 15.68 13.25 74.0% 2.86 15.9% 17% False True
40 28.93 15.38 13.55 75.7% 2.20 12.3% 19% False False
60 28.93 15.38 13.55 75.7% 2.24 12.5% 19% False False
80 31.90 15.38 16.52 92.3% 2.54 14.2% 15% False False
100 37.51 15.38 22.13 123.6% 2.72 15.2% 11% False False
120 37.51 15.38 22.13 123.6% 2.69 15.1% 11% 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 0.54
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 30.64
2.618 25.99
1.618 23.14
1.000 21.38
0.618 20.29
HIGH 18.53
0.618 17.44
0.500 17.11
0.382 16.77
LOW 15.68
0.618 13.92
1.000 12.83
1.618 11.07
2.618 8.22
4.250 3.57
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 17.64 17.64
PP 17.37 17.37
S1 17.11 17.11

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.