CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Jan-2025
Day Change Summary
Previous Current
17-Jan-2025 21-Jan-2025 Change Change % Previous Week
Open 16.19 16.29 0.10 0.6% 21.18
High 16.23 16.29 0.06 0.4% 22.04
Low 15.53 14.93 -0.60 -3.9% 15.53
Close 15.97 15.06 -0.91 -5.7% 15.97
Range 0.70 1.36 0.66 94.3% 6.51
ATR 2.27 2.20 -0.06 -2.9% 0.00
Volume
Daily Pivots for day following 21-Jan-2025
Classic Woodie Camarilla DeMark
R4 19.51 18.64 15.81
R3 18.15 17.28 15.43
R2 16.79 16.79 15.31
R1 15.92 15.92 15.18 15.68
PP 15.43 15.43 15.43 15.30
S1 14.56 14.56 14.94 14.32
S2 14.07 14.07 14.81
S3 12.71 13.20 14.69
S4 11.35 11.84 14.31
Weekly Pivots for week ending 17-Jan-2025
Classic Woodie Camarilla DeMark
R4 37.38 33.18 19.55
R3 30.87 26.67 17.76
R2 24.36 24.36 17.16
R1 20.16 20.16 16.57 19.01
PP 17.85 17.85 17.85 17.27
S1 13.65 13.65 15.37 12.50
S2 11.34 11.34 14.78
S3 4.83 7.14 14.18
S4 -1.68 0.63 12.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.66 14.93 4.73 31.4% 1.52 10.1% 3% False True
10 22.04 14.93 7.11 47.2% 1.86 12.3% 2% False True
20 26.51 14.27 12.24 81.3% 2.37 15.7% 6% False False
40 28.32 12.70 15.62 103.7% 2.07 13.7% 15% False False
60 28.32 12.70 15.62 103.7% 1.90 12.6% 15% False False
80 28.32 12.70 15.62 103.7% 1.82 12.1% 15% False False
100 28.32 12.70 15.62 103.7% 1.88 12.5% 15% False False
120 65.73 12.70 53.03 352.1% 2.45 16.3% 4% 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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 22.07
2.618 19.85
1.618 18.49
1.000 17.65
0.618 17.13
HIGH 16.29
0.618 15.77
0.500 15.61
0.382 15.45
LOW 14.93
0.618 14.09
1.000 13.57
1.618 12.73
2.618 11.37
4.250 9.15
Fisher Pivots for day following 21-Jan-2025
Pivot 1 day 3 day
R1 15.61 15.77
PP 15.43 15.53
S1 15.24 15.30

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.