CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Sep-2024
Day Change Summary
Previous Current
25-Sep-2024 26-Sep-2024 Change Change % Previous Week
Open 15.82 15.06 -0.76 -4.8% 17.16
High 15.82 15.83 0.01 0.1% 19.39
Low 15.17 14.90 -0.27 -1.8% 15.81
Close 15.41 15.37 -0.04 -0.3% 16.15
Range 0.65 0.93 0.28 43.1% 3.58
ATR 2.29 2.20 -0.10 -4.2% 0.00
Volume
Daily Pivots for day following 26-Sep-2024
Classic Woodie Camarilla DeMark
R4 18.16 17.69 15.88
R3 17.23 16.76 15.63
R2 16.30 16.30 15.54
R1 15.83 15.83 15.46 16.07
PP 15.37 15.37 15.37 15.48
S1 14.90 14.90 15.28 15.14
S2 14.44 14.44 15.20
S3 13.51 13.97 15.11
S4 12.58 13.04 14.86
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 27.86 25.58 18.12
R3 24.28 22.00 17.13
R2 20.70 20.70 16.81
R1 18.42 18.42 16.48 17.77
PP 17.12 17.12 17.12 16.79
S1 14.84 14.84 15.82 14.19
S2 13.54 13.54 15.49
S3 9.96 11.26 15.17
S4 6.38 7.68 14.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16.95 14.90 2.05 13.3% 1.01 6.6% 23% False True
10 19.39 14.90 4.49 29.2% 1.14 7.4% 10% False True
20 23.76 14.78 8.98 58.4% 2.05 13.3% 7% False False
40 65.73 14.46 51.27 333.6% 3.71 24.1% 2% False False
60 65.73 10.62 55.11 358.6% 2.99 19.5% 9% False False
80 65.73 10.62 55.11 358.6% 2.46 16.0% 9% False False
100 65.73 10.62 55.11 358.6% 2.14 13.9% 9% False False
120 65.73 10.62 55.11 358.6% 2.09 13.6% 9% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 19.78
2.618 18.26
1.618 17.33
1.000 16.76
0.618 16.40
HIGH 15.83
0.618 15.47
0.500 15.37
0.382 15.26
LOW 14.90
0.618 14.33
1.000 13.97
1.618 13.40
2.618 12.47
4.250 10.95
Fisher Pivots for day following 26-Sep-2024
Pivot 1 day 3 day
R1 15.37 15.79
PP 15.37 15.65
S1 15.37 15.51

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.