CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-Mar-2023
Day Change Summary
Previous Current
30-Mar-2023 31-Mar-2023 Change Change % Previous Week
Open 19.12 19.21 0.09 0.5% 22.05
High 20.08 19.43 -0.65 -3.2% 22.93
Low 18.85 18.52 -0.33 -1.8% 18.52
Close 19.02 18.70 -0.32 -1.7% 18.70
Range 1.23 0.91 -0.32 -26.0% 4.41
ATR 2.80 2.67 -0.14 -4.8% 0.00
Volume
Daily Pivots for day following 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 21.61 21.07 19.20
R3 20.70 20.16 18.95
R2 19.79 19.79 18.87
R1 19.25 19.25 18.78 19.07
PP 18.88 18.88 18.88 18.79
S1 18.34 18.34 18.62 18.16
S2 17.97 17.97 18.53
S3 17.06 17.43 18.45
S4 16.15 16.52 18.20
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 33.28 30.40 21.13
R3 28.87 25.99 19.91
R2 24.46 24.46 19.51
R1 21.58 21.58 19.10 20.82
PP 20.05 20.05 20.05 19.67
S1 17.17 17.17 18.30 16.41
S2 15.64 15.64 17.89
S3 11.23 12.76 17.49
S4 6.82 8.35 16.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 22.93 18.52 4.41 23.6% 1.27 6.8% 4% False True
10 28.91 18.52 10.39 55.6% 2.49 13.3% 2% False True
20 30.81 18.49 12.32 65.9% 3.30 17.7% 2% False False
40 30.81 17.93 12.88 68.9% 2.41 12.9% 6% False False
60 30.81 17.06 13.75 73.5% 2.09 11.2% 12% False False
80 30.81 17.06 13.75 73.5% 2.00 10.7% 12% False False
100 30.81 17.06 13.75 73.5% 1.91 10.2% 12% False False
120 34.53 17.06 17.47 93.4% 1.85 9.9% 9% False False
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 23.30
2.618 21.81
1.618 20.90
1.000 20.34
0.618 19.99
HIGH 19.43
0.618 19.08
0.500 18.98
0.382 18.87
LOW 18.52
0.618 17.96
1.000 17.61
1.618 17.05
2.618 16.14
4.250 14.65
Fisher Pivots for day following 31-Mar-2023
Pivot 1 day 3 day
R1 18.98 19.30
PP 18.88 19.10
S1 18.79 18.90

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.