CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-May-2023
Day Change Summary
Previous Current
15-May-2023 16-May-2023 Change Change % Previous Week
Open 17.44 17.54 0.10 0.6% 17.73
High 18.16 18.30 0.14 0.8% 18.31
Low 17.08 17.26 0.18 1.1% 16.36
Close 17.12 17.99 0.87 5.1% 17.03
Range 1.08 1.04 -0.04 -3.7% 1.95
ATR 1.82 1.77 -0.05 -2.5% 0.00
Volume
Daily Pivots for day following 16-May-2023
Classic Woodie Camarilla DeMark
R4 20.97 20.52 18.56
R3 19.93 19.48 18.28
R2 18.89 18.89 18.18
R1 18.44 18.44 18.09 18.67
PP 17.85 17.85 17.85 17.96
S1 17.40 17.40 17.89 17.63
S2 16.81 16.81 17.80
S3 15.77 16.36 17.70
S4 14.73 15.32 17.42
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 23.08 22.01 18.10
R3 21.13 20.06 17.57
R2 19.18 19.18 17.39
R1 18.11 18.11 17.21 17.67
PP 17.23 17.23 17.23 17.02
S1 16.16 16.16 16.85 15.72
S2 15.28 15.28 16.67
S3 13.33 14.21 16.49
S4 11.38 12.26 15.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.31 16.36 1.95 10.8% 1.43 7.9% 84% False False
10 21.33 16.36 4.97 27.6% 1.60 8.9% 33% False False
20 21.33 15.53 5.80 32.2% 1.70 9.5% 42% False False
40 25.21 15.53 9.68 53.8% 1.67 9.3% 25% False False
60 30.81 15.53 15.28 84.9% 2.11 11.7% 16% False False
80 30.81 15.53 15.28 84.9% 1.96 10.9% 16% False False
100 30.81 15.53 15.28 84.9% 1.87 10.4% 16% False False
120 30.81 15.53 15.28 84.9% 1.82 10.1% 16% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 22.72
2.618 21.02
1.618 19.98
1.000 19.34
0.618 18.94
HIGH 18.30
0.618 17.90
0.500 17.78
0.382 17.66
LOW 17.26
0.618 16.62
1.000 16.22
1.618 15.58
2.618 14.54
4.250 12.84
Fisher Pivots for day following 16-May-2023
Pivot 1 day 3 day
R1 17.92 17.77
PP 17.85 17.56
S1 17.78 17.34

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.