CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 19.91 19.33 -0.58 -2.9% 24.25
High 20.21 20.41 0.20 1.0% 28.79
Low 18.42 17.63 -0.79 -4.3% 17.63
Close 18.63 17.75 -0.88 -4.7% 17.75
Range 1.79 2.78 0.99 55.3% 11.16
ATR 2.74 2.75 0.00 0.1% 0.00
Volume
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 26.94 25.12 19.28
R3 24.16 22.34 18.51
R2 21.38 21.38 18.26
R1 19.56 19.56 18.00 19.08
PP 18.60 18.60 18.60 18.36
S1 16.78 16.78 17.50 16.30
S2 15.82 15.82 17.24
S3 13.04 14.00 16.99
S4 10.26 11.22 16.22
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 54.87 47.47 23.89
R3 43.71 36.31 20.82
R2 32.55 32.55 19.80
R1 25.15 25.15 18.77 23.27
PP 21.39 21.39 21.39 20.45
S1 13.99 13.99 16.73 12.11
S2 10.23 10.23 15.70
S3 -0.93 2.83 14.68
S4 -12.09 -8.33 11.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.79 17.63 11.16 62.9% 3.20 18.0% 1% False True
10 28.79 17.63 11.16 62.9% 2.80 15.8% 1% False True
20 28.79 15.68 13.11 73.9% 2.26 12.7% 16% False False
40 28.79 15.19 13.60 76.6% 2.10 11.8% 19% False False
60 28.79 14.25 14.54 81.9% 2.08 11.7% 24% False False
80 28.79 14.10 14.69 82.8% 2.09 11.8% 25% False False
100 28.93 14.10 14.83 83.5% 2.22 12.5% 25% False False
120 28.93 14.10 14.83 83.5% 2.14 12.0% 25% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 32.23
2.618 27.69
1.618 24.91
1.000 23.19
0.618 22.13
HIGH 20.41
0.618 19.35
0.500 19.02
0.382 18.69
LOW 17.63
0.618 15.91
1.000 14.85
1.618 13.13
2.618 10.35
4.250 5.82
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 19.02 20.52
PP 18.60 19.59
S1 18.17 18.67

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.