CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Aug-2022
Day Change Summary
Previous Current
01-Aug-2022 02-Aug-2022 Change Change % Previous Week
Open 22.41 24.08 1.67 7.5% 24.33
High 23.27 24.68 1.41 6.1% 25.31
Low 22.26 22.67 0.41 1.8% 21.21
Close 22.84 23.93 1.09 4.8% 21.33
Range 1.01 2.01 1.00 99.0% 4.10
ATR 1.95 1.95 0.00 0.2% 0.00
Volume
Daily Pivots for day following 02-Aug-2022
Classic Woodie Camarilla DeMark
R4 29.79 28.87 25.04
R3 27.78 26.86 24.48
R2 25.77 25.77 24.30
R1 24.85 24.85 24.11 24.31
PP 23.76 23.76 23.76 23.49
S1 22.84 22.84 23.75 22.30
S2 21.75 21.75 23.56
S3 19.74 20.83 23.38
S4 17.73 18.82 22.82
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 34.92 32.22 23.59
R3 30.82 28.12 22.46
R2 26.72 26.72 22.08
R1 24.02 24.02 21.71 23.32
PP 22.62 22.62 22.62 22.27
S1 19.92 19.92 20.95 19.22
S2 18.52 18.52 20.58
S3 14.42 15.82 20.20
S4 10.32 11.72 19.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.68 21.21 3.47 14.5% 1.34 5.6% 78% True False
10 25.31 21.21 4.10 17.1% 1.40 5.9% 66% False False
20 29.06 21.21 7.85 32.8% 1.61 6.7% 35% False False
40 35.00 21.21 13.79 57.6% 2.03 8.5% 20% False False
60 35.48 21.21 14.27 59.6% 2.31 9.6% 19% False False
80 36.64 19.75 16.89 70.6% 2.68 11.2% 25% False False
100 36.64 18.45 18.19 76.0% 2.65 11.1% 30% False False
120 37.79 18.45 19.34 80.8% 2.90 12.1% 28% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 33.22
2.618 29.94
1.618 27.93
1.000 26.69
0.618 25.92
HIGH 24.68
0.618 23.91
0.500 23.68
0.382 23.44
LOW 22.67
0.618 21.43
1.000 20.66
1.618 19.42
2.618 17.41
4.250 14.13
Fisher Pivots for day following 02-Aug-2022
Pivot 1 day 3 day
R1 23.85 23.60
PP 23.76 23.27
S1 23.68 22.95

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.