CBOE Volatility Index


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 17.34 21.17 3.83 22.1% 18.65
High 19.75 23.73 3.98 20.2% 21.85
Low 17.07 20.71 3.64 21.3% 16.68
Close 19.66 21.84 2.18 11.1% 16.69
Range 2.68 3.02 0.34 12.7% 5.17
ATR 2.09 2.23 0.14 6.8% 0.00
Volume
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 31.15 29.52 23.50
R3 28.13 26.50 22.67
R2 25.11 25.11 22.39
R1 23.48 23.48 22.12 24.30
PP 22.09 22.09 22.09 22.50
S1 20.46 20.46 21.56 21.28
S2 19.07 19.07 21.29
S3 16.05 17.44 21.01
S4 13.03 14.42 20.18
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 33.92 30.47 19.53
R3 28.75 25.30 18.11
R2 23.58 23.58 17.64
R1 20.13 20.13 17.16 19.27
PP 18.41 18.41 18.41 17.98
S1 14.96 14.96 16.22 14.10
S2 13.24 13.24 15.74
S3 8.07 9.79 15.27
S4 2.90 4.62 13.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.73 16.68 7.05 32.3% 2.32 10.6% 73% True False
10 23.73 16.67 7.06 32.3% 2.16 9.9% 73% True False
20 23.73 15.38 8.35 38.2% 1.99 9.1% 77% True False
40 23.73 15.38 8.35 38.2% 1.98 9.1% 77% True False
60 31.90 15.38 16.52 75.6% 2.48 11.4% 39% False False
80 37.51 15.38 22.13 101.3% 2.73 12.5% 29% False False
100 37.51 15.38 22.13 101.3% 2.68 12.3% 29% False False
120 37.51 15.38 22.13 101.3% 2.53 11.6% 29% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 36.57
2.618 31.64
1.618 28.62
1.000 26.75
0.618 25.60
HIGH 23.73
0.618 22.58
0.500 22.22
0.382 21.86
LOW 20.71
0.618 18.84
1.000 17.69
1.618 15.82
2.618 12.80
4.250 7.88
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 22.22 21.30
PP 22.09 20.75
S1 21.97 20.21

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.