CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Feb-2023
Day Change Summary
Previous Current
01-Feb-2023 02-Feb-2023 Change Change % Previous Week
Open 19.62 17.74 -1.88 -9.6% 20.21
High 20.04 19.25 -0.79 -3.9% 20.88
Low 17.70 17.06 -0.64 -3.6% 17.97
Close 17.87 18.73 0.86 4.8% 18.51
Range 2.34 2.19 -0.15 -6.4% 2.91
ATR 1.60 1.64 0.04 2.6% 0.00
Volume
Daily Pivots for day following 02-Feb-2023
Classic Woodie Camarilla DeMark
R4 24.92 24.01 19.93
R3 22.73 21.82 19.33
R2 20.54 20.54 19.13
R1 19.63 19.63 18.93 20.09
PP 18.35 18.35 18.35 18.57
S1 17.44 17.44 18.53 17.90
S2 16.16 16.16 18.33
S3 13.97 15.25 18.13
S4 11.78 13.06 17.53
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 27.85 26.09 20.11
R3 24.94 23.18 19.31
R2 22.03 22.03 19.04
R1 20.27 20.27 18.78 19.70
PP 19.12 19.12 19.12 18.83
S1 17.36 17.36 18.24 16.79
S2 16.21 16.21 17.98
S3 13.30 14.45 17.71
S4 10.39 11.54 16.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.70 17.06 3.64 19.4% 1.57 8.4% 46% False True
10 20.88 17.06 3.82 20.4% 1.41 7.5% 44% False True
20 22.92 17.06 5.86 31.3% 1.45 7.7% 28% False True
40 25.84 17.06 8.78 46.9% 1.58 8.4% 19% False True
60 26.59 17.06 9.53 50.9% 1.58 8.4% 18% False True
80 34.53 17.06 17.47 93.3% 1.56 8.3% 10% False True
100 34.88 17.06 17.82 95.1% 1.80 9.6% 9% False True
120 34.88 17.06 17.82 95.1% 1.81 9.7% 9% False True
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 False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 28.56
2.618 24.98
1.618 22.79
1.000 21.44
0.618 20.60
HIGH 19.25
0.618 18.41
0.500 18.16
0.382 17.90
LOW 17.06
0.618 15.71
1.000 14.87
1.618 13.52
2.618 11.33
4.250 7.75
Fisher Pivots for day following 02-Feb-2023
Pivot 1 day 3 day
R1 18.54 18.88
PP 18.35 18.83
S1 18.16 18.78

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.