CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-May-2024
Day Change Summary
Previous Current
30-May-2024 31-May-2024 Change Change % Previous Week
Open 14.82 14.50 -0.32 -2.2% 12.51
High 14.88 14.87 -0.01 -0.1% 14.88
Low 13.67 12.84 -0.83 -6.1% 12.36
Close 14.47 12.92 -1.55 -10.7% 12.92
Range 1.21 2.03 0.82 67.8% 2.52
ATR 1.16 1.22 0.06 5.4% 0.00
Volume
Daily Pivots for day following 31-May-2024
Classic Woodie Camarilla DeMark
R4 19.63 18.31 14.04
R3 17.60 16.28 13.48
R2 15.57 15.57 13.29
R1 14.25 14.25 13.11 13.90
PP 13.54 13.54 13.54 13.37
S1 12.22 12.22 12.73 11.87
S2 11.51 11.51 12.55
S3 9.48 10.19 12.36
S4 7.45 8.16 11.80
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 20.95 19.45 14.31
R3 18.43 16.93 13.61
R2 15.91 15.91 13.38
R1 14.41 14.41 13.15 15.16
PP 13.39 13.39 13.39 13.76
S1 11.89 11.89 12.69 12.64
S2 10.87 10.87 12.46
S3 8.35 9.37 12.23
S4 5.83 6.85 11.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14.88 11.89 2.99 23.1% 1.19 9.2% 34% False False
10 14.88 11.52 3.36 26.0% 1.06 8.2% 42% False False
20 14.88 11.52 3.36 26.0% 0.87 6.8% 42% False False
40 21.36 11.52 9.84 76.2% 1.36 10.5% 14% False False
60 21.36 11.52 9.84 76.2% 1.26 9.7% 14% False False
80 21.36 11.52 9.84 76.2% 1.16 8.9% 14% False False
100 21.36 11.52 9.84 76.2% 1.10 8.5% 14% False False
120 21.36 11.52 9.84 76.2% 1.05 8.1% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 23.50
2.618 20.18
1.618 18.15
1.000 16.90
0.618 16.12
HIGH 14.87
0.618 14.09
0.500 13.86
0.382 13.62
LOW 12.84
0.618 11.59
1.000 10.81
1.618 9.56
2.618 7.53
4.250 4.21
Fisher Pivots for day following 31-May-2024
Pivot 1 day 3 day
R1 13.86 13.86
PP 13.54 13.55
S1 13.23 13.23

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.