CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-May-2022
Day Change Summary
Previous Current
12-May-2022 13-May-2022 Change Change % Previous Week
Open 33.74 31.09 -2.65 -7.9% 31.90
High 34.76 31.20 -3.56 -10.2% 35.48
Low 31.70 28.78 -2.92 -9.2% 28.78
Close 31.77 28.87 -2.90 -9.1% 28.87
Range 3.06 2.42 -0.64 -20.9% 6.70
ATR 4.00 3.93 -0.07 -1.8% 0.00
Volume
Daily Pivots for day following 13-May-2022
Classic Woodie Camarilla DeMark
R4 36.88 35.29 30.20
R3 34.46 32.87 29.54
R2 32.04 32.04 29.31
R1 30.45 30.45 29.09 30.04
PP 29.62 29.62 29.62 29.41
S1 28.03 28.03 28.65 27.62
S2 27.20 27.20 28.43
S3 24.78 25.61 28.20
S4 22.36 23.19 27.54
Weekly Pivots for week ending 13-May-2022
Classic Woodie Camarilla DeMark
R4 51.14 46.71 32.56
R3 44.44 40.01 30.71
R2 37.74 37.74 30.10
R1 33.31 33.31 29.48 32.18
PP 31.04 31.04 31.04 30.48
S1 26.61 26.61 28.26 25.48
S2 24.34 24.34 27.64
S3 17.64 19.91 27.03
S4 10.94 13.21 25.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.48 28.78 6.70 23.2% 3.06 10.6% 1% False True
10 36.64 24.95 11.69 40.5% 4.14 14.3% 34% False False
20 36.64 19.75 16.89 58.5% 4.08 14.1% 54% False False
40 36.64 18.45 18.19 63.0% 3.20 11.1% 57% False False
60 37.79 18.45 19.34 67.0% 3.46 12.0% 54% False False
80 38.93 18.45 20.48 70.9% 3.70 12.8% 51% False False
100 38.93 16.34 22.59 78.2% 3.38 11.7% 55% False False
120 38.93 16.34 22.59 78.2% 3.48 12.1% 55% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.94
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 41.49
2.618 37.54
1.618 35.12
1.000 33.62
0.618 32.70
HIGH 31.20
0.618 30.28
0.500 29.99
0.382 29.70
LOW 28.78
0.618 27.28
1.000 26.36
1.618 24.86
2.618 22.44
4.250 18.50
Fisher Pivots for day following 13-May-2022
Pivot 1 day 3 day
R1 29.99 31.77
PP 29.62 30.80
S1 29.24 29.84

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.