CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Apr-2022
Day Change Summary
Previous Current
01-Apr-2022 04-Apr-2022 Change Change % Previous Week
Open 20.62 20.75 0.13 0.6% 22.14
High 20.86 20.78 -0.08 -0.4% 23.33
Low 19.41 18.45 -0.96 -4.9% 18.67
Close 19.63 18.57 -1.06 -5.4% 19.63
Range 1.45 2.33 0.88 60.7% 4.66
ATR 2.86 2.82 -0.04 -1.3% 0.00
Volume
Daily Pivots for day following 04-Apr-2022
Classic Woodie Camarilla DeMark
R4 26.26 24.74 19.85
R3 23.93 22.41 19.21
R2 21.60 21.60 19.00
R1 20.08 20.08 18.78 19.68
PP 19.27 19.27 19.27 19.06
S1 17.75 17.75 18.36 17.35
S2 16.94 16.94 18.14
S3 14.61 15.42 17.93
S4 12.28 13.09 17.29
Weekly Pivots for week ending 01-Apr-2022
Classic Woodie Camarilla DeMark
R4 34.52 31.74 22.19
R3 29.86 27.08 20.91
R2 25.20 25.20 20.48
R1 22.42 22.42 20.06 21.48
PP 20.54 20.54 20.54 20.08
S1 17.76 17.76 19.20 16.82
S2 15.88 15.88 18.78
S3 11.22 13.10 18.35
S4 6.56 8.44 17.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.48 18.45 3.03 16.3% 1.71 9.2% 4% False True
10 24.03 18.45 5.58 30.0% 1.94 10.5% 2% False True
20 37.52 18.45 19.07 102.7% 2.57 13.8% 1% False True
40 37.79 18.45 19.34 104.1% 3.31 17.8% 1% False True
60 38.93 17.36 21.57 116.2% 3.55 19.1% 6% False False
80 38.93 16.34 22.59 121.6% 3.26 17.5% 10% False False
100 38.93 16.03 22.90 123.3% 3.27 17.6% 11% False False
120 38.93 14.73 24.20 130.3% 2.95 15.9% 16% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 30.68
2.618 26.88
1.618 24.55
1.000 23.11
0.618 22.22
HIGH 20.78
0.618 19.89
0.500 19.62
0.382 19.34
LOW 18.45
0.618 17.01
1.000 16.12
1.618 14.68
2.618 12.35
4.250 8.55
Fisher Pivots for day following 04-Apr-2022
Pivot 1 day 3 day
R1 19.62 19.97
PP 19.27 19.50
S1 18.92 19.04

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.