CBOE Volatility Index

• Daily Notes for Futures
• Daily Notes for Stocks
• Daily Notes Archive

Trading Metrics calculated at close of trading on 16-Dec-2021
Day Change Summary Previous Current 15-Dec-2021 16-Dec-2021 Change Change % Previous Week Open 21.60 18.56 -3.04 -14.1% 28.99 High 23.47 22.13 -1.34 -5.7% 30.82 Low 19.02 18.19 -0.83 -4.4% 18.69 Close 19.29 20.57 1.28 6.6% 18.69 Range 4.45 3.94 -0.51 -11.5% 12.13 ATR 3.71 3.73 0.02 0.4% 0.00 Volume
Daily Pivots for day following 16-Dec-2021 Classic Woodie Camarilla DeMark R4 32.12 30.28 22.74 R3 28.18 26.34 21.65 R2 24.24 24.24 21.29 R1 22.40 22.40 20.93 23.32 PP 20.30 20.30 20.30 20.76 S1 18.46 18.46 20.21 19.38 S2 16.36 16.36 19.85 S3 12.42 14.52 19.49 S4 8.48 10.58 18.40	Weekly Pivots for week ending 10-Dec-2021 Classic Woodie Camarilla DeMark R4 59.12 51.04 25.36 R3 46.99 38.91 22.03 R2 34.86 34.86 20.91 R1 26.78 26.78 19.80 24.76 PP 22.73 22.73 22.73 21.72 S1 14.65 14.65 17.58 12.63 S2 10.60 10.60 16.47 S3 -1.53 2.52 15.35 S4 -13.66 -9.61 12.02
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 23.47 18.19 5.28 25.7% 3.31 16.1% 45% False True 10 35.32 18.19 17.13 83.3% 3.86 18.8% 14% False True 20 35.32 16.38 18.94 92.1% 3.82 18.6% 22% False False 40 35.32 14.73 20.59 100.1% 2.62 12.7% 28% False False 60 35.32 14.73 20.59 100.1% 2.50 12.2% 28% False False 80 35.32 14.73 20.59 100.1% 2.43 11.8% 28% False False 100 35.32 14.73 20.59 100.1% 2.33 11.3% 28% False False 120 35.32 14.10 21.22 103.2% 2.28 11.1% 30% False False
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook True Bull Hook False Stretch 0.73 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 38.88 2.618 32.44 1.618 28.50 1.000 26.07 0.618 24.56 HIGH 22.13 0.618 20.62 0.500 20.16 0.382 19.70 LOW 18.19 0.618 15.76 1.000 14.25 1.618 11.82 2.618 7.88 4.250 1.45
Fisher Pivots for day following 16-Dec-2021 Pivot 1 day 3 day R1 20.43 20.83 PP 20.30 20.74 S1 20.16 20.66

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.