CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 21.24 21.05 -0.19 -0.9% 22.64
High 21.88 21.15 -0.73 -3.3% 22.89
Low 20.72 19.97 -0.75 -3.6% 19.97
Close 21.28 20.79 -0.49 -2.3% 20.79
Range 1.16 1.18 0.02 1.7% 2.92
ATR 2.32 2.24 -0.07 -3.1% 0.00
Volume
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 24.18 23.66 21.44
R3 23.00 22.48 21.11
R2 21.82 21.82 21.01
R1 21.30 21.30 20.90 20.97
PP 20.64 20.64 20.64 20.47
S1 20.12 20.12 20.68 19.79
S2 19.46 19.46 20.57
S3 18.28 18.94 20.47
S4 17.10 17.76 20.14
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 29.98 28.30 22.40
R3 27.06 25.38 21.59
R2 24.14 24.14 21.33
R1 22.46 22.46 21.06 21.84
PP 21.22 21.22 21.22 20.91
S1 19.54 19.54 20.52 18.92
S2 18.30 18.30 20.25
S3 15.38 16.62 19.99
S4 12.46 13.70 19.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.89 19.97 2.92 14.0% 1.38 6.6% 28% False True
10 23.96 19.51 4.45 21.4% 1.51 7.3% 29% False False
20 29.44 19.51 9.93 47.8% 2.10 10.1% 13% False False
40 41.16 19.51 21.65 104.1% 2.53 12.2% 6% False False
60 41.16 19.51 21.65 104.1% 2.56 12.3% 6% False False
80 41.16 19.51 21.65 104.1% 2.76 13.3% 6% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 26.17
2.618 24.24
1.618 23.06
1.000 22.33
0.618 21.88
HIGH 21.15
0.618 20.70
0.500 20.56
0.382 20.42
LOW 19.97
0.618 19.24
1.000 18.79
1.618 18.06
2.618 16.88
4.250 14.96
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 20.71 20.93
PP 20.64 20.88
S1 20.56 20.84

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.