CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Dec-2022
Day Change Summary
Previous Current
06-Dec-2022 07-Dec-2022 Change Change % Previous Week
Open 20.69 22.32 1.63 7.9% 22.09
High 22.60 23.01 0.41 1.8% 22.63
Low 20.38 22.18 1.80 8.8% 18.95
Close 22.17 22.68 0.51 2.3% 19.06
Range 2.22 0.83 -1.39 -62.6% 3.68
ATR 1.73 1.67 -0.06 -3.7% 0.00
Volume
Daily Pivots for day following 07-Dec-2022
Classic Woodie Camarilla DeMark
R4 25.11 24.73 23.14
R3 24.28 23.90 22.91
R2 23.45 23.45 22.83
R1 23.07 23.07 22.76 23.26
PP 22.62 22.62 22.62 22.72
S1 22.24 22.24 22.60 22.43
S2 21.79 21.79 22.53
S3 20.96 21.41 22.45
S4 20.13 20.58 22.22
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 31.25 28.84 21.08
R3 27.57 25.16 20.07
R2 23.89 23.89 19.73
R1 21.48 21.48 19.40 20.85
PP 20.21 20.21 20.21 19.90
S1 17.80 17.80 18.72 17.17
S2 16.53 16.53 18.39
S3 12.85 14.12 18.05
S4 9.17 10.44 17.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.01 18.95 4.06 17.9% 1.57 6.9% 92% True False
10 23.01 18.95 4.06 17.9% 1.38 6.1% 92% True False
20 26.59 18.95 7.64 33.7% 1.57 6.9% 49% False False
40 34.53 18.95 15.58 68.7% 1.52 6.7% 24% False False
60 34.88 18.95 15.93 70.2% 1.90 8.4% 23% False False
80 34.88 18.95 15.93 70.2% 1.93 8.5% 23% False False
100 34.88 18.95 15.93 70.2% 1.84 8.1% 23% False False
120 34.88 18.95 15.93 70.2% 1.87 8.2% 23% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 26.54
2.618 25.18
1.618 24.35
1.000 23.84
0.618 23.52
HIGH 23.01
0.618 22.69
0.500 22.60
0.382 22.50
LOW 22.18
0.618 21.67
1.000 21.35
1.618 20.84
2.618 20.01
4.250 18.65
Fisher Pivots for day following 07-Dec-2022
Pivot 1 day 3 day
R1 22.65 22.25
PP 22.62 21.82
S1 22.60 21.40

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.