CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Mar-2023
Day Change Summary
Previous Current
03-Mar-2023 06-Mar-2023 Change Change % Previous Week
Open 19.76 19.05 -0.71 -3.6% 21.99
High 19.76 19.19 -0.57 -2.9% 22.02
Low 18.16 18.49 0.33 1.8% 18.16
Close 18.49 18.61 0.12 0.6% 18.49
Range 1.60 0.70 -0.90 -56.3% 3.86
ATR 1.65 1.58 -0.07 -4.1% 0.00
Volume
Daily Pivots for day following 06-Mar-2023
Classic Woodie Camarilla DeMark
R4 20.86 20.44 19.00
R3 20.16 19.74 18.80
R2 19.46 19.46 18.74
R1 19.04 19.04 18.67 18.90
PP 18.76 18.76 18.76 18.70
S1 18.34 18.34 18.55 18.20
S2 18.06 18.06 18.48
S3 17.36 17.64 18.42
S4 16.66 16.94 18.23
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 31.14 28.67 20.61
R3 27.28 24.81 19.55
R2 23.42 23.42 19.20
R1 20.95 20.95 18.84 20.26
PP 19.56 19.56 19.56 19.21
S1 17.09 17.09 18.14 16.40
S2 15.70 15.70 17.78
S3 11.84 13.23 17.43
S4 7.98 9.37 16.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.42 18.16 3.26 17.5% 1.31 7.0% 14% False False
10 23.63 18.16 5.47 29.4% 1.41 7.6% 8% False False
20 23.63 18.11 5.52 29.7% 1.49 8.0% 9% False False
40 23.63 17.06 6.57 35.3% 1.48 8.0% 24% False False
60 25.84 17.06 8.78 47.2% 1.54 8.3% 18% False False
80 26.59 17.06 9.53 51.2% 1.56 8.4% 16% False False
100 34.53 17.06 17.47 93.9% 1.54 8.3% 9% False False
120 34.88 17.06 17.82 95.8% 1.75 9.4% 9% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 22.17
2.618 21.02
1.618 20.32
1.000 19.89
0.618 19.62
HIGH 19.19
0.618 18.92
0.500 18.84
0.382 18.76
LOW 18.49
0.618 18.06
1.000 17.79
1.618 17.36
2.618 16.66
4.250 15.52
Fisher Pivots for day following 06-Mar-2023
Pivot 1 day 3 day
R1 18.84 19.79
PP 18.76 19.40
S1 18.69 19.00

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.