CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Oct-2021
Day Change Summary
Previous Current
25-Oct-2021 26-Oct-2021 Change Change % Previous Week
Open 16.14 15.02 -1.12 -6.9% 17.29
High 16.33 16.71 0.38 2.3% 17.93
Low 15.10 14.90 -0.20 -1.3% 14.84
Close 15.24 15.98 0.74 4.9% 15.43
Range 1.23 1.81 0.58 47.2% 3.09
ATR 2.05 2.03 -0.02 -0.8% 0.00
Volume
Daily Pivots for day following 26-Oct-2021
Classic Woodie Camarilla DeMark
R4 21.29 20.45 16.98
R3 19.48 18.64 16.48
R2 17.67 17.67 16.31
R1 16.83 16.83 16.15 17.25
PP 15.86 15.86 15.86 16.08
S1 15.02 15.02 15.81 15.44
S2 14.05 14.05 15.65
S3 12.24 13.21 15.48
S4 10.43 11.40 14.98
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 25.34 23.47 17.13
R3 22.25 20.38 16.28
R2 19.16 19.16 16.00
R1 17.29 17.29 15.71 16.68
PP 16.07 16.07 16.07 15.76
S1 14.20 14.20 15.15 13.59
S2 12.98 12.98 14.86
S3 9.89 11.11 14.58
S4 6.80 8.02 13.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16.71 14.84 1.87 11.7% 1.28 8.0% 61% True False
10 20.23 14.84 5.39 33.7% 1.30 8.1% 21% False False
20 24.89 14.84 10.05 62.9% 2.00 12.5% 11% False False
40 28.79 14.84 13.95 87.3% 2.22 13.9% 8% False False
60 28.79 14.84 13.95 87.3% 2.11 13.2% 8% False False
80 28.79 14.84 13.95 87.3% 2.11 13.2% 8% False False
100 28.79 14.10 14.69 91.9% 2.10 13.1% 13% False False
120 28.93 14.10 14.83 92.8% 2.21 13.8% 13% 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 True
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 24.40
2.618 21.45
1.618 19.64
1.000 18.52
0.618 17.83
HIGH 16.71
0.618 16.02
0.500 15.81
0.382 15.59
LOW 14.90
0.618 13.78
1.000 13.09
1.618 11.97
2.618 10.16
4.250 7.21
Fisher Pivots for day following 26-Oct-2021
Pivot 1 day 3 day
R1 15.92 15.91
PP 15.86 15.84
S1 15.81 15.78

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.