CBOE Volatility Index

• Daily Notes for Futures
• Daily Notes for Stocks
• Daily Notes Archive

Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary Previous Current 08-Jun-2021 09-Jun-2021 Change Change % Previous Week Open 16.58 17.18 0.60 3.6% 17.24 High 17.75 17.96 0.21 1.2% 19.27 Low 15.15 15.55 0.40 2.6% 15.68 Close 17.07 17.89 0.82 4.8% 16.42 Range 2.60 2.41 -0.19 -7.3% 3.59 ATR 2.40 2.40 0.00 0.0% 0.00 Volume
Daily Pivots for day following 09-Jun-2021 Classic Woodie Camarilla DeMark R4 24.36 23.54 19.22 R3 21.95 21.13 18.55 R2 19.54 19.54 18.33 R1 18.72 18.72 18.11 19.13 PP 17.13 17.13 17.13 17.34 S1 16.31 16.31 17.67 16.72 S2 14.72 14.72 17.45 S3 12.31 13.90 17.23 S4 9.90 11.49 16.56	Weekly Pivots for week ending 04-Jun-2021 Classic Woodie Camarilla DeMark R4 27.89 25.75 18.39 R3 24.30 22.16 17.41 R2 20.71 20.71 17.08 R1 18.57 18.57 16.75 17.85 PP 17.12 17.12 17.12 16.76 S1 14.98 14.98 16.09 14.26 S2 13.53 13.53 15.76 S3 9.94 11.39 15.43 S4 6.35 7.80 14.45
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 19.27 15.15 4.12 23.0% 2.13 11.9% 67% False False 10 19.27 15.15 4.12 23.0% 1.92 10.8% 67% False False 20 28.93 15.15 13.78 77.0% 2.70 15.1% 20% False False 40 28.93 15.15 13.78 77.0% 2.34 13.1% 20% False False 60 28.93 15.15 13.78 77.0% 2.22 12.4% 20% False False 80 31.90 15.15 16.75 93.6% 2.54 14.2% 16% False False 100 37.51 15.15 22.36 125.0% 2.73 15.2% 12% False False 120 37.51 15.15 22.36 125.0% 2.69 15.0% 12% 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 0.52 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 28.20 2.618 24.27 1.618 21.86 1.000 20.37 0.618 19.45 HIGH 17.96 0.618 17.04 0.500 16.76 0.382 16.47 LOW 15.55 0.618 14.06 1.000 13.14 1.618 11.65 2.618 9.24 4.250 5.31
Fisher Pivots for day following 09-Jun-2021 Pivot 1 day 3 day R1 17.51 17.45 PP 17.13 17.00 S1 16.76 16.56

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.