CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Aug-2022
Day Change Summary
Previous Current
12-Aug-2022 15-Aug-2022 Change Change % Previous Week
Open 20.34 20.74 0.40 2.0% 21.74
High 20.35 21.16 0.81 4.0% 22.34
Low 19.12 19.81 0.69 3.6% 19.12
Close 19.53 19.95 0.42 2.2% 19.53
Range 1.23 1.35 0.12 9.8% 3.22
ATR 1.77 1.76 -0.01 -0.6% 0.00
Volume
Daily Pivots for day following 15-Aug-2022
Classic Woodie Camarilla DeMark
R4 24.36 23.50 20.69
R3 23.01 22.15 20.32
R2 21.66 21.66 20.20
R1 20.80 20.80 20.07 20.56
PP 20.31 20.31 20.31 20.18
S1 19.45 19.45 19.83 19.21
S2 18.96 18.96 19.70
S3 17.61 18.10 19.58
S4 16.26 16.75 19.21
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 29.99 27.98 21.30
R3 26.77 24.76 20.42
R2 23.55 23.55 20.12
R1 21.54 21.54 19.83 20.94
PP 20.33 20.33 20.33 20.03
S1 18.32 18.32 19.23 17.72
S2 17.11 17.11 18.94
S3 13.89 15.10 18.64
S4 10.67 11.88 17.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.34 19.12 3.22 16.1% 1.47 7.4% 26% False False
10 24.68 19.12 5.56 27.9% 1.58 7.9% 15% False False
20 25.41 19.12 6.29 31.5% 1.45 7.3% 13% False False
40 33.27 19.12 14.15 70.9% 1.74 8.7% 6% False False
60 35.00 19.12 15.88 79.6% 2.03 10.2% 5% False False
80 36.64 19.12 17.52 87.8% 2.58 12.9% 5% False False
100 36.64 18.45 18.19 91.2% 2.53 12.7% 8% False False
120 37.79 18.45 19.34 96.9% 2.73 13.7% 8% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 26.90
2.618 24.69
1.618 23.34
1.000 22.51
0.618 21.99
HIGH 21.16
0.618 20.64
0.500 20.49
0.382 20.33
LOW 19.81
0.618 18.98
1.000 18.46
1.618 17.63
2.618 16.28
4.250 14.07
Fisher Pivots for day following 15-Aug-2022
Pivot 1 day 3 day
R1 20.49 20.14
PP 20.31 20.08
S1 20.13 20.01

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.