CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-Dec-2022
Day Change Summary
Previous Current
12-Dec-2022 13-Dec-2022 Change Change % Previous Week
Open 24.40 25.24 0.84 3.4% 20.30
High 25.05 25.84 0.79 3.2% 23.27
Low 24.18 21.46 -2.72 -11.2% 19.78
Close 25.00 22.55 -2.45 -9.8% 22.83
Range 0.87 4.38 3.51 403.4% 3.49
ATR 1.63 1.83 0.20 12.0% 0.00
Volume
Daily Pivots for day following 13-Dec-2022
Classic Woodie Camarilla DeMark
R4 36.42 33.87 24.96
R3 32.04 29.49 23.75
R2 27.66 27.66 23.35
R1 25.11 25.11 22.95 24.20
PP 23.28 23.28 23.28 22.83
S1 20.73 20.73 22.15 19.82
S2 18.90 18.90 21.75
S3 14.52 16.35 21.35
S4 10.14 11.97 20.14
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 32.43 31.12 24.75
R3 28.94 27.63 23.79
R2 25.45 25.45 23.47
R1 24.14 24.14 23.15 24.80
PP 21.96 21.96 21.96 22.29
S1 20.65 20.65 22.51 21.31
S2 18.47 18.47 22.19
S3 14.98 17.16 21.87
S4 11.49 13.67 20.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.84 21.46 4.38 19.4% 1.66 7.4% 25% True True
10 25.84 18.95 6.89 30.6% 1.76 7.8% 52% True False
20 26.22 18.95 7.27 32.2% 1.54 6.8% 50% False False
40 31.93 18.95 12.98 57.6% 1.52 6.8% 28% False False
60 34.88 18.95 15.93 70.6% 1.90 8.4% 23% False False
80 34.88 18.95 15.93 70.6% 1.97 8.7% 23% False False
100 34.88 18.95 15.93 70.6% 1.86 8.2% 23% False False
120 34.88 18.95 15.93 70.6% 1.87 8.3% 23% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 44.46
2.618 37.31
1.618 32.93
1.000 30.22
0.618 28.55
HIGH 25.84
0.618 24.17
0.500 23.65
0.382 23.13
LOW 21.46
0.618 18.75
1.000 17.08
1.618 14.37
2.618 9.99
4.250 2.85
Fisher Pivots for day following 13-Dec-2022
Pivot 1 day 3 day
R1 23.65 23.65
PP 23.28 23.28
S1 22.92 22.92

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.