CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary
Previous Current
26-Oct-2023 27-Oct-2023 Change Change % Previous Week
Open 21.78 20.39 -1.39 -6.4% 21.83
High 21.96 22.07 0.11 0.5% 23.08
Low 20.22 19.72 -0.50 -2.5% 18.65
Close 20.68 21.27 0.59 2.9% 21.27
Range 1.74 2.35 0.61 35.1% 4.43
ATR 2.09 2.11 0.02 0.9% 0.00
Volume
Daily Pivots for day following 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 28.07 27.02 22.56
R3 25.72 24.67 21.92
R2 23.37 23.37 21.70
R1 22.32 22.32 21.49 22.85
PP 21.02 21.02 21.02 21.28
S1 19.97 19.97 21.05 20.50
S2 18.67 18.67 20.84
S3 16.32 17.62 20.62
S4 13.97 15.27 19.98
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 34.29 32.21 23.71
R3 29.86 27.78 22.49
R2 25.43 25.43 22.08
R1 23.35 23.35 21.68 22.18
PP 21.00 21.00 21.00 20.41
S1 18.92 18.92 20.86 17.75
S2 16.57 16.57 20.46
S3 12.14 14.49 20.05
S4 7.71 10.06 18.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.08 18.65 4.43 20.8% 2.33 11.0% 59% False False
10 23.08 16.97 6.11 28.7% 2.22 10.4% 70% False False
20 23.08 15.44 7.64 35.9% 2.27 10.7% 76% False False
40 23.08 12.68 10.40 48.9% 1.79 8.4% 83% False False
60 23.08 12.68 10.40 48.9% 1.70 8.0% 83% False False
80 23.08 12.68 10.40 48.9% 1.50 7.1% 83% False False
100 23.08 12.68 10.40 48.9% 1.36 6.4% 83% False False
120 23.08 12.68 10.40 48.9% 1.37 6.4% 83% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 32.06
2.618 28.22
1.618 25.87
1.000 24.42
0.618 23.52
HIGH 22.07
0.618 21.17
0.500 20.90
0.382 20.62
LOW 19.72
0.618 18.27
1.000 17.37
1.618 15.92
2.618 13.57
4.250 9.73
Fisher Pivots for day following 27-Oct-2023
Pivot 1 day 3 day
R1 21.15 21.00
PP 21.02 20.73
S1 20.90 20.47

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.