CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Aug-2022
Day Change Summary
Previous Current
09-Aug-2022 10-Aug-2022 Change Change % Previous Week
Open 21.41 22.28 0.87 4.1% 22.41
High 22.23 22.34 0.11 0.5% 24.68
Low 21.41 19.54 -1.87 -8.7% 20.76
Close 21.77 19.74 -2.03 -9.3% 21.15
Range 0.82 2.80 1.98 241.5% 3.92
ATR 1.79 1.87 0.07 4.0% 0.00
Volume
Daily Pivots for day following 10-Aug-2022
Classic Woodie Camarilla DeMark
R4 28.94 27.14 21.28
R3 26.14 24.34 20.51
R2 23.34 23.34 20.25
R1 21.54 21.54 20.00 21.04
PP 20.54 20.54 20.54 20.29
S1 18.74 18.74 19.48 18.24
S2 17.74 17.74 19.23
S3 14.94 15.94 18.97
S4 12.14 13.14 18.20
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 33.96 31.47 23.31
R3 30.04 27.55 22.23
R2 26.12 26.12 21.87
R1 23.63 23.63 21.51 22.92
PP 22.20 22.20 22.20 21.84
S1 19.71 19.71 20.79 19.00
S2 18.28 18.28 20.43
S3 14.36 15.79 20.07
S4 10.44 11.87 18.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.66 19.54 3.12 15.8% 1.57 7.9% 6% False True
10 24.68 19.54 5.14 26.0% 1.54 7.8% 4% False True
20 28.42 19.54 8.88 45.0% 1.58 8.0% 2% False True
40 34.82 19.54 15.28 77.4% 1.93 9.8% 1% False True
60 35.00 19.54 15.46 78.3% 2.13 10.8% 1% False True
80 36.64 19.54 17.10 86.6% 2.61 13.2% 1% False True
100 36.64 18.45 18.19 92.1% 2.56 12.9% 7% False False
120 37.79 18.45 19.34 98.0% 2.79 14.1% 7% 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 False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 34.24
2.618 29.67
1.618 26.87
1.000 25.14
0.618 24.07
HIGH 22.34
0.618 21.27
0.500 20.94
0.382 20.61
LOW 19.54
0.618 17.81
1.000 16.74
1.618 15.01
2.618 12.21
4.250 7.64
Fisher Pivots for day following 10-Aug-2022
Pivot 1 day 3 day
R1 20.94 20.94
PP 20.54 20.54
S1 20.14 20.14

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.