VXX iPath S&P 500 VIX Short-Term Futures ETN (NYSE)


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 11.94 11.72 -0.22 -1.8% 11.21
High 12.00 12.21 0.21 1.8% 12.21
Low 11.88 11.50 -0.38 -3.2% 11.19
Close 11.89 11.53 -0.36 -3.0% 11.53
Range 0.12 0.71 0.59 491.7% 1.02
ATR 0.41 0.43 0.02 5.1% 0.00
Volume 729,362 18,310,700 17,581,338 2,410.5% 48,650,781
Daily Pivots for day following 31-May-2024
Classic Woodie Camarilla DeMark
R4 13.88 13.41 11.92
R3 13.17 12.70 11.73
R2 12.46 12.46 11.66
R1 11.99 11.99 11.60 11.87
PP 11.75 11.75 11.75 11.69
S1 11.28 11.28 11.46 11.16
S2 11.04 11.04 11.40
S3 10.33 10.57 11.33
S4 9.62 9.86 11.14
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 14.70 14.14 12.09
R3 13.68 13.12 11.81
R2 12.66 12.66 11.72
R1 12.10 12.10 11.62 12.38
PP 11.64 11.64 11.64 11.79
S1 11.08 11.08 11.44 11.36
S2 10.62 10.62 11.34
S3 9.60 10.06 11.25
S4 8.58 9.04 10.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12.21 11.19 1.02 8.8% 0.40 3.5% 33% True False 12,048,376
10 12.21 11.12 1.09 9.5% 0.34 2.9% 38% True False 11,346,827
20 13.03 11.12 1.91 16.6% 0.28 2.5% 21% False False 10,576,103
40 15.71 11.12 4.59 39.8% 0.49 4.2% 9% False False 15,574,332
60 15.71 11.12 4.59 39.8% 0.50 4.3% 9% False False 15,413,860
80 16.31 11.12 5.19 45.0% 0.49 4.2% 8% False False 14,747,047
100 16.31 11.12 5.19 45.0% 0.49 4.2% 8% False False 13,876,392
120 17.63 11.12 6.51 56.5% 0.50 4.3% 6% False False 13,148,475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 15.23
2.618 14.07
1.618 13.36
1.000 12.92
0.618 12.65
HIGH 12.21
0.618 11.94
0.500 11.86
0.382 11.77
LOW 11.50
0.618 11.06
1.000 10.79
1.618 10.35
2.618 9.64
4.250 8.48
Fisher Pivots for day following 31-May-2024
Pivot 1 day 3 day
R1 11.86 11.86
PP 11.75 11.75
S1 11.64 11.64

These figures are updated between 7pm and 10pm EST after a trading day.

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