CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Jul-2021
Day Change Summary
Previous Current
29-Jul-2021 30-Jul-2021 Change Change % Previous Week
Open 17.91 19.69 1.78 9.9% 18.67
High 18.01 19.72 1.71 9.5% 20.44
Low 17.19 17.53 0.34 2.0% 17.19
Close 17.70 18.24 0.54 3.1% 18.24
Range 0.82 2.19 1.37 167.1% 3.25
ATR 2.26 2.25 0.00 -0.2% 0.00
Volume
Daily Pivots for day following 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 25.07 23.84 19.44
R3 22.88 21.65 18.84
R2 20.69 20.69 18.64
R1 19.46 19.46 18.44 18.98
PP 18.50 18.50 18.50 18.26
S1 17.27 17.27 18.04 16.79
S2 16.31 16.31 17.84
S3 14.12 15.08 17.64
S4 11.93 12.89 17.04
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 28.37 26.56 20.03
R3 25.12 23.31 19.13
R2 21.87 21.87 18.84
R1 20.06 20.06 18.54 19.34
PP 18.62 18.62 18.62 18.27
S1 16.81 16.81 17.94 16.09
S2 15.37 15.37 17.64
S3 12.12 13.56 17.35
S4 8.87 10.31 16.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.44 17.19 3.25 17.8% 1.83 10.0% 32% False False
10 25.09 16.33 8.76 48.0% 2.28 12.5% 22% False False
20 25.09 14.25 10.84 59.4% 2.09 11.5% 37% False False
40 25.09 14.10 10.99 60.3% 2.09 11.5% 38% False False
60 28.93 14.10 14.83 81.3% 2.31 12.7% 28% False False
80 28.93 14.10 14.83 81.3% 2.16 11.9% 28% False False
100 28.93 14.10 14.83 81.3% 2.15 11.8% 28% False False
120 31.90 14.10 17.80 97.6% 2.40 13.2% 23% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 29.03
2.618 25.45
1.618 23.26
1.000 21.91
0.618 21.07
HIGH 19.72
0.618 18.88
0.500 18.63
0.382 18.37
LOW 17.53
0.618 16.18
1.000 15.34
1.618 13.99
2.618 11.80
4.250 8.22
Fisher Pivots for day following 30-Jul-2021
Pivot 1 day 3 day
R1 18.63 18.46
PP 18.50 18.38
S1 18.37 18.31

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.