CBOE Volatility Index


Trading Metrics calculated at close of trading on 25-Jul-2024
Day Change Summary
Previous Current
24-Jul-2024 25-Jul-2024 Change Change % Previous Week
Open 15.35 18.41 3.06 19.9% 12.78
High 18.46 19.32 0.86 4.7% 17.19
Low 15.18 16.42 1.24 8.2% 10.62
Close 18.04 18.46 0.42 2.3% 16.52
Range 3.28 2.90 -0.38 -11.6% 6.57
ATR 1.60 1.69 0.09 5.8% 0.00
Volume
Daily Pivots for day following 25-Jul-2024
Classic Woodie Camarilla DeMark
R4 26.77 25.51 20.06
R3 23.87 22.61 19.26
R2 20.97 20.97 18.99
R1 19.71 19.71 18.73 20.34
PP 18.07 18.07 18.07 18.38
S1 16.81 16.81 18.19 17.44
S2 15.17 15.17 17.93
S3 12.27 13.91 17.66
S4 9.37 11.01 16.87
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 34.49 32.07 20.13
R3 27.92 25.50 18.33
R2 21.35 21.35 17.72
R1 18.93 18.93 17.12 20.14
PP 14.78 14.78 14.78 15.38
S1 12.36 12.36 15.92 13.57
S2 8.21 8.21 15.32
S3 1.64 5.79 14.71
S4 -4.93 -0.78 12.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.32 10.62 8.70 47.1% 3.27 17.7% 90% True False
10 19.32 10.62 8.70 47.1% 2.18 11.8% 90% True False
20 19.32 10.62 8.70 47.1% 1.45 7.9% 90% True False
40 19.32 10.62 8.70 47.1% 1.19 6.4% 90% True False
60 19.32 10.62 8.70 47.1% 1.10 5.9% 90% True False
80 21.36 10.62 10.74 58.2% 1.30 7.0% 73% False False
100 21.36 10.62 10.74 58.2% 1.22 6.6% 73% False False
120 21.36 10.62 10.74 58.2% 1.15 6.2% 73% 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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 31.65
2.618 26.91
1.618 24.01
1.000 22.22
0.618 21.11
HIGH 19.32
0.618 18.21
0.500 17.87
0.382 17.53
LOW 16.42
0.618 14.63
1.000 13.52
1.618 11.73
2.618 8.83
4.250 4.10
Fisher Pivots for day following 25-Jul-2024
Pivot 1 day 3 day
R1 18.26 17.84
PP 18.07 17.23
S1 17.87 16.61

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.