CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 13.94 15.09 1.15 8.2% 13.48
High 14.71 15.91 1.20 8.2% 17.94
Low 13.75 15.07 1.32 9.6% 13.34
Close 14.24 15.42 1.18 8.3% 14.24
Range 0.96 0.84 -0.12 -12.5% 4.60
ATR 1.07 1.12 0.04 4.0% 0.00
Volume
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 17.99 17.54 15.88
R3 17.15 16.70 15.65
R2 16.31 16.31 15.57
R1 15.86 15.86 15.50 16.09
PP 15.47 15.47 15.47 15.58
S1 15.02 15.02 15.34 15.25
S2 14.63 14.63 15.27
S3 13.79 14.18 15.19
S4 12.95 13.34 14.96
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 28.97 26.21 16.77
R3 24.37 21.61 15.51
R2 19.77 19.77 15.08
R1 17.01 17.01 14.66 18.39
PP 15.17 15.17 15.17 15.87
S1 12.41 12.41 13.82 13.79
S2 10.57 10.57 13.40
S3 5.97 7.81 12.98
S4 1.37 3.21 11.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.94 13.75 4.19 27.2% 1.59 10.3% 40% False False
10 17.94 12.69 5.25 34.0% 1.04 6.8% 52% False False
20 17.94 12.41 5.53 35.9% 0.96 6.3% 54% False False
40 17.94 12.35 5.59 36.3% 0.91 5.9% 55% False False
60 17.94 11.81 6.13 39.8% 0.84 5.4% 59% False False
80 22.07 11.81 10.26 66.5% 0.93 6.0% 35% False False
100 23.08 11.81 11.27 73.1% 1.18 7.7% 32% False False
120 23.08 11.81 11.27 73.1% 1.18 7.7% 32% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 19.48
2.618 18.11
1.618 17.27
1.000 16.75
0.618 16.43
HIGH 15.91
0.618 15.59
0.500 15.49
0.382 15.39
LOW 15.07
0.618 14.55
1.000 14.23
1.618 13.71
2.618 12.87
4.250 11.50
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 15.49 15.22
PP 15.47 15.03
S1 15.44 14.83

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.