CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 19.33 17.78 -1.55 -8.0% 24.25
High 20.41 19.32 -1.09 -5.3% 28.79
Low 17.63 17.74 0.11 0.6% 17.63
Close 17.75 18.76 1.01 5.7% 17.75
Range 2.78 1.58 -1.20 -43.2% 11.16
ATR 2.75 2.66 -0.08 -3.0% 0.00
Volume
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 23.35 22.63 19.63
R3 21.77 21.05 19.19
R2 20.19 20.19 19.05
R1 19.47 19.47 18.90 19.83
PP 18.61 18.61 18.61 18.79
S1 17.89 17.89 18.62 18.25
S2 17.03 17.03 18.47
S3 15.45 16.31 18.33
S4 13.87 14.73 17.89
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 25.60 17.63 7.97 42.5% 2.54 13.5% 14% False False
10 28.79 17.63 11.16 59.5% 2.72 14.5% 10% False False
20 28.79 15.68 13.11 69.9% 2.24 11.9% 23% False False
40 28.79 15.19 13.60 72.5% 2.09 11.1% 26% False False
60 28.79 14.25 14.54 77.5% 2.09 11.1% 31% False False
80 28.79 14.10 14.69 78.3% 2.09 11.1% 32% False False
100 28.93 14.10 14.83 79.1% 2.22 11.8% 31% False False
120 28.93 14.10 14.83 79.1% 2.14 11.4% 31% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 26.04
2.618 23.46
1.618 21.88
1.000 20.90
0.618 20.30
HIGH 19.32
0.618 18.72
0.500 18.53
0.382 18.34
LOW 17.74
0.618 16.76
1.000 16.16
1.618 15.18
2.618 13.60
4.250 11.03
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 18.68 19.02
PP 18.61 18.93
S1 18.53 18.85

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.