CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Jan-2025
Day Change Summary
Previous Current
10-Jan-2025 13-Jan-2025 Change Change % Previous Week
Open 18.29 21.18 2.89 15.8% 16.77
High 20.31 22.04 1.73 8.5% 20.31
Low 18.05 19.15 1.10 6.1% 15.71
Close 19.54 19.19 -0.35 -1.8% 19.54
Range 2.26 2.89 0.63 27.9% 4.60
ATR 2.46 2.49 0.03 1.3% 0.00
Volume
Daily Pivots for day following 13-Jan-2025
Classic Woodie Camarilla DeMark
R4 28.80 26.88 20.78
R3 25.91 23.99 19.98
R2 23.02 23.02 19.72
R1 21.10 21.10 19.45 20.62
PP 20.13 20.13 20.13 19.88
S1 18.21 18.21 18.93 17.73
S2 17.24 17.24 18.66
S3 14.35 15.32 18.40
S4 11.46 12.43 17.60
Weekly Pivots for week ending 10-Jan-2025
Classic Woodie Camarilla DeMark
R4 32.32 30.53 22.07
R3 27.72 25.93 20.81
R2 23.12 23.12 20.38
R1 21.33 21.33 19.96 22.23
PP 18.52 18.52 18.52 18.97
S1 16.73 16.73 19.12 17.63
S2 13.92 13.92 18.70
S3 9.32 12.13 18.28
S4 4.72 7.53 17.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.04 15.79 6.25 32.6% 2.19 11.4% 54% True False
10 22.04 15.71 6.33 33.0% 2.04 10.6% 55% True False
20 28.32 13.24 15.08 78.6% 2.99 15.6% 39% False False
40 28.32 12.70 15.62 81.4% 2.15 11.2% 42% False False
60 28.32 12.70 15.62 81.4% 1.88 9.8% 42% False False
80 28.32 12.70 15.62 81.4% 1.79 9.3% 42% False False
100 28.32 12.70 15.62 81.4% 1.88 9.8% 42% False False
120 65.73 12.70 53.03 276.3% 2.48 12.9% 12% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 34.32
2.618 29.61
1.618 26.72
1.000 24.93
0.618 23.83
HIGH 22.04
0.618 20.94
0.500 20.60
0.382 20.25
LOW 19.15
0.618 17.36
1.000 16.26
1.618 14.47
2.618 11.58
4.250 6.87
Fisher Pivots for day following 13-Jan-2025
Pivot 1 day 3 day
R1 20.60 20.00
PP 20.13 19.73
S1 19.66 19.46

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.