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

Trading Metrics calculated at close of trading on 02-May-2024

Day Change Summary
	Previous	Current
	01-May-2024	02-May-2024	Change	Change %	Previous Week
Open	13.75	13.40	-0.35	-2.5%	14.87
High	13.86	13.77	-0.09	-0.6%	14.89
Low	13.08	13.18	0.10	0.8%	13.36
Close	13.69	13.24	-0.45	-3.3%	13.43
Range	0.78	0.59	-0.19	-24.4%	1.53
ATR	0.70	0.70	-0.01	-1.2%	0.00
Volume	19,386,600	9,597,400	-9,789,200	-50.5%	149,681,158

Daily Pivots for day following 02-May-2024
	Classic	Woodie	Camarilla	DeMark
R4	15.17	14.79	13.56
R3	14.58	14.20	13.40
R2	13.99	13.99	13.35
R1	13.61	13.61	13.29	13.51
PP	13.40	13.40	13.40	13.34
S1	13.02	13.02	13.19	12.92
S2	12.81	12.81	13.13
S3	12.22	12.43	13.08
S4	11.63	11.84	12.92

Weekly Pivots for week ending 26-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	18.48	17.49	14.27
R3	16.95	15.96	13.85
R2	15.42	15.42	13.71
R1	14.43	14.43	13.57	14.16
PP	13.89	13.89	13.89	13.76
S1	12.90	12.90	13.29	12.63
S2	12.36	12.36	13.15
S3	10.83	11.37	13.01
S4	9.30	9.84	12.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13.86	13.08	0.78	5.9%	0.51	3.9%	21%	False	False	12,139,220
10	14.55	13.08	1.47	11.1%	0.49	3.7%	11%	False	False	14,012,745
20	15.71	13.08	2.63	19.8%	0.62	4.7%	6%	False	False	16,604,636
40	15.71	13.03	2.68	20.2%	0.74	5.6%	8%	False	False	22,697,513
60	15.71	12.73	2.98	22.5%	0.61	4.6%	17%	False	False	19,203,408
80	15.71	12.73	2.98	22.5%	0.62	4.7%	17%	False	False	18,523,766
100	15.71	12.73	2.98	22.5%	0.56	4.3%	17%	False	False	16,916,748
120	16.31	12.73	3.58	27.0%	0.57	4.3%	14%	False	False	16,337,978

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16.28
2.618	15.31
1.618	14.72
1.000	14.36
0.618	14.13
HIGH	13.77
0.618	13.54
0.500	13.48
0.382	13.41
LOW	13.18
0.618	12.82
1.000	12.59
1.618	12.23
2.618	11.64
4.250	10.67

Fisher Pivots for day following 02-May-2024
Pivot	1 day	3 day
R1	13.48	13.47
PP	13.40	13.39
S1	13.32	13.32

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

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