CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Jul-2021
Day Change Summary
Previous Current
26-Jul-2021 27-Jul-2021 Change Change % Previous Week
Open 18.67 18.62 -0.05 -0.3% 19.61
High 19.39 20.44 1.05 5.4% 25.09
Low 17.53 18.25 0.72 4.1% 16.33
Close 17.58 19.36 1.78 10.1% 17.20
Range 1.86 2.19 0.33 17.7% 8.76
ATR 2.33 2.36 0.04 1.6% 0.00
Volume
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 25.92 24.83 20.56
R3 23.73 22.64 19.96
R2 21.54 21.54 19.76
R1 20.45 20.45 19.56 21.00
PP 19.35 19.35 19.35 19.62
S1 18.26 18.26 19.16 18.81
S2 17.16 17.16 18.96
S3 14.97 16.07 18.76
S4 12.78 13.88 18.16
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 45.82 40.27 22.02
R3 37.06 31.51 19.61
R2 28.30 28.30 18.81
R1 22.75 22.75 18.00 21.15
PP 19.54 19.54 19.54 18.74
S1 13.99 13.99 16.40 12.39
S2 10.78 10.78 15.59
S3 2.02 5.23 14.79
S4 -6.74 -3.53 12.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.44 16.33 4.11 21.2% 1.65 8.5% 74% True False
10 25.09 15.95 9.14 47.2% 2.34 12.1% 37% False False
20 25.09 14.10 10.99 56.8% 2.07 10.7% 48% False False
40 25.09 14.10 10.99 56.8% 2.12 10.9% 48% False False
60 28.93 14.10 14.83 76.6% 2.34 12.1% 35% False False
80 28.93 14.10 14.83 76.6% 2.14 11.0% 35% False False
100 30.03 14.10 15.93 82.3% 2.22 11.5% 33% False False
120 31.90 14.10 17.80 91.9% 2.39 12.3% 30% 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 0.48
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 29.75
2.618 26.17
1.618 23.98
1.000 22.63
0.618 21.79
HIGH 20.44
0.618 19.60
0.500 19.35
0.382 19.09
LOW 18.25
0.618 16.90
1.000 16.06
1.618 14.71
2.618 12.52
4.250 8.94
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 19.36 19.04
PP 19.35 18.71
S1 19.35 18.39

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.