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


Trading Metrics calculated at close of trading on 28-May-2024
Day Change Summary
Previous Current
24-May-2024 28-May-2024 Change Change % Previous Week
Open 11.53 11.21 -0.32 -2.8% 11.37
High 11.54 11.69 0.15 1.3% 11.73
Low 11.19 11.19 0.00 0.0% 11.12
Close 11.25 11.49 0.24 2.1% 11.25
Range 0.35 0.50 0.15 42.9% 0.61
ATR 0.35 0.36 0.01 3.0% 0.00
Volume 11,591,100 15,762,719 4,171,619 36.0% 124,728,189
Daily Pivots for day following 28-May-2024
Classic Woodie Camarilla DeMark
R4 12.96 12.72 11.77
R3 12.46 12.22 11.63
R2 11.96 11.96 11.58
R1 11.72 11.72 11.54 11.84
PP 11.46 11.46 11.46 11.52
S1 11.22 11.22 11.44 11.34
S2 10.96 10.96 11.40
S3 10.46 10.72 11.35
S4 9.96 10.22 11.22
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 13.20 12.83 11.59
R3 12.59 12.22 11.42
R2 11.98 11.98 11.36
R1 11.61 11.61 11.31 11.49
PP 11.37 11.37 11.37 11.31
S1 11.00 11.00 11.19 10.88
S2 10.76 10.76 11.14
S3 10.15 10.39 11.08
S4 9.54 9.78 10.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11.73 11.14 0.59 5.1% 0.42 3.6% 59% False False 13,988,541
10 11.73 11.12 0.61 5.3% 0.37 3.2% 61% False False 13,153,580
20 12.27 11.12 1.15 10.0% 0.31 2.7% 32% False False 11,109,905
40 13.86 11.12 2.74 23.8% 0.33 2.9% 14% False False 11,105,052
60 15.71 11.12 4.59 39.9% 0.44 3.8% 8% False False 13,602,685
80 15.71 11.12 4.59 39.9% 0.53 4.6% 8% False False 17,083,480
100 15.71 11.12 4.59 39.9% 0.49 4.3% 8% False False 16,030,939
120 15.71 11.12 4.59 39.9% 0.51 4.5% 8% False False 15,899,046
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 0.05
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13.82
2.618 13.00
1.618 12.50
1.000 12.19
0.618 12.00
HIGH 11.69
0.618 11.50
0.500 11.44
0.382 11.38
LOW 11.19
0.618 10.88
1.000 10.69
1.618 10.38
2.618 9.88
4.250 9.07
Fisher Pivots for day following 28-May-2024
Pivot 1 day 3 day
R1 11.47 11.47
PP 11.46 11.46
S1 11.44 11.44

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

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