CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Dec-2023
Day Change Summary
Previous Current
27-Dec-2023 28-Dec-2023 Change Change % Previous Week
Open 13.02 12.44 -0.58 -4.5% 12.62
High 13.04 12.65 -0.39 -3.0% 14.49
Low 12.37 12.38 0.01 0.1% 12.29
Close 12.43 12.47 0.04 0.3% 13.03
Range 0.67 0.27 -0.40 -59.7% 2.20
ATR 0.88 0.84 -0.04 -5.0% 0.00
Volume
Daily Pivots for day following 28-Dec-2023
Classic Woodie Camarilla DeMark
R4 13.31 13.16 12.62
R3 13.04 12.89 12.54
R2 12.77 12.77 12.52
R1 12.62 12.62 12.49 12.70
PP 12.50 12.50 12.50 12.54
S1 12.35 12.35 12.45 12.43
S2 12.23 12.23 12.42
S3 11.96 12.08 12.40
S4 11.69 11.81 12.32
Weekly Pivots for week ending 22-Dec-2023
Classic Woodie Camarilla DeMark
R4 19.87 18.65 14.24
R3 17.67 16.45 13.64
R2 15.47 15.47 13.43
R1 14.25 14.25 13.23 14.86
PP 13.27 13.27 13.27 13.58
S1 12.05 12.05 12.83 12.66
S2 11.07 11.07 12.63
S3 8.87 9.85 12.43
S4 6.67 7.65 11.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14.49 12.37 2.12 17.0% 0.78 6.2% 5% False False
10 14.49 11.84 2.65 21.3% 0.75 6.0% 24% False False
20 14.49 11.81 2.68 21.5% 0.69 5.6% 25% False False
40 18.42 11.81 6.61 53.0% 0.79 6.3% 10% False False
60 23.08 11.81 11.27 90.4% 1.26 10.1% 6% False False
80 23.08 11.81 11.27 90.4% 1.32 10.6% 6% False False
100 23.08 11.81 11.27 90.4% 1.33 10.6% 6% False False
120 23.08 11.81 11.27 90.4% 1.27 10.2% 6% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13.80
2.618 13.36
1.618 13.09
1.000 12.92
0.618 12.82
HIGH 12.65
0.618 12.55
0.500 12.52
0.382 12.48
LOW 12.38
0.618 12.21
1.000 12.11
1.618 11.94
2.618 11.67
4.250 11.23
Fisher Pivots for day following 28-Dec-2023
Pivot 1 day 3 day
R1 12.52 13.09
PP 12.50 12.88
S1 12.49 12.68

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.