CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Sep-2022
Day Change Summary
Previous Current
19-Sep-2022 20-Sep-2022 Change Change % Previous Week
Open 27.69 25.65 -2.04 -7.4% 23.58
High 27.95 27.81 -0.14 -0.5% 28.45
Low 25.56 25.61 0.05 0.2% 23.16
Close 25.76 27.16 1.40 5.4% 26.30
Range 2.39 2.20 -0.19 -7.9% 5.29
ATR 2.12 2.13 0.01 0.3% 0.00
Volume
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 33.46 32.51 28.37
R3 31.26 30.31 27.77
R2 29.06 29.06 27.56
R1 28.11 28.11 27.36 28.59
PP 26.86 26.86 26.86 27.10
S1 25.91 25.91 26.96 26.39
S2 24.66 24.66 26.76
S3 22.46 23.71 26.56
S4 20.26 21.51 25.95
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 41.84 39.36 29.21
R3 36.55 34.07 27.75
R2 31.26 31.26 27.27
R1 28.78 28.78 26.78 30.02
PP 25.97 25.97 25.97 26.59
S1 23.49 23.49 25.82 24.73
S2 20.68 20.68 25.33
S3 15.39 18.20 24.85
S4 10.10 12.91 23.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.45 25.44 3.01 11.1% 1.96 7.2% 57% False False
10 28.45 22.64 5.81 21.4% 2.14 7.9% 78% False False
20 28.45 21.67 6.78 25.0% 2.20 8.1% 81% False False
40 28.45 19.12 9.33 34.4% 1.82 6.7% 86% False False
60 30.22 19.12 11.10 40.9% 1.82 6.7% 72% False False
80 35.00 19.12 15.88 58.5% 1.97 7.2% 51% False False
100 36.64 19.12 17.52 64.5% 2.33 8.6% 46% False False
120 36.64 18.45 18.19 67.0% 2.44 9.0% 48% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 37.16
2.618 33.57
1.618 31.37
1.000 30.01
0.618 29.17
HIGH 27.81
0.618 26.97
0.500 26.71
0.382 26.45
LOW 25.61
0.618 24.25
1.000 23.41
1.618 22.05
2.618 19.85
4.250 16.26
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 27.01 27.11
PP 26.86 27.06
S1 26.71 27.01

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.