CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Jan-2022
Day Change Summary
Previous Current
21-Jan-2022 24-Jan-2022 Change Change % Previous Week
Open 25.38 28.20 2.82 11.1% 21.18
High 29.79 38.93 9.14 30.7% 29.79
Low 25.31 28.02 2.71 10.7% 21.18
Close 28.85 29.90 1.05 3.6% 28.85
Range 4.48 10.91 6.43 143.5% 8.61
ATR 2.98 3.55 0.57 19.0% 0.00
Volume
Daily Pivots for day following 24-Jan-2022
Classic Woodie Camarilla DeMark
R4 65.01 58.37 35.90
R3 54.10 47.46 32.90
R2 43.19 43.19 31.90
R1 36.55 36.55 30.90 39.87
PP 32.28 32.28 32.28 33.95
S1 25.64 25.64 28.90 28.96
S2 21.37 21.37 27.90
S3 10.46 14.73 26.90
S4 -0.45 3.82 23.90
Weekly Pivots for week ending 21-Jan-2022
Classic Woodie Camarilla DeMark
R4 52.44 49.25 33.59
R3 43.83 40.64 31.22
R2 35.22 35.22 30.43
R1 32.03 32.03 29.64 33.63
PP 26.61 26.61 26.61 27.40
S1 23.42 23.42 28.06 25.02
S2 18.00 18.00 27.27
S3 9.39 14.81 26.48
S4 0.78 6.20 24.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.93 21.18 17.75 59.4% 4.75 15.9% 49% True False
10 38.93 17.36 21.57 72.1% 3.80 12.7% 58% True False
20 38.93 16.34 22.59 75.6% 2.79 9.3% 60% True False
40 38.93 16.34 22.59 75.6% 3.38 11.3% 60% True False
60 38.93 14.73 24.20 80.9% 2.77 9.3% 63% True False
80 38.93 14.73 24.20 80.9% 2.57 8.6% 63% True False
100 38.93 14.73 24.20 80.9% 2.56 8.6% 63% True False
120 38.93 14.73 24.20 80.9% 2.43 8.1% 63% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 250 trading days
Fibonacci Retracements and Extensions
4.250 85.30
2.618 67.49
1.618 56.58
1.000 49.84
0.618 45.67
HIGH 38.93
0.618 34.76
0.500 33.48
0.382 32.19
LOW 28.02
0.618 21.28
1.000 17.11
1.618 10.37
2.618 -0.54
4.250 -18.35
Fisher Pivots for day following 24-Jan-2022
Pivot 1 day 3 day
R1 33.48 30.31
PP 32.28 30.17
S1 31.09 30.04

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.