CBOE Volatility Index

• Daily Notes for Futures
• Daily Notes for Stocks
• Daily Notes Archive

Trading Metrics calculated at close of trading on 03-Oct-2023
Day Change Summary Previous Current 02-Oct-2023 03-Oct-2023 Change Change % Previous Week Open 17.31 17.81 0.50 2.9% 17.25 High 18.55 20.48 1.93 10.4% 19.71 Low 16.93 17.52 0.59 3.5% 15.83 Close 17.61 19.78 2.17 12.3% 17.52 Range 1.62 2.96 1.34 82.7% 3.88 ATR 1.49 1.60 0.10 7.0% 0.00 Volume
Daily Pivots for day following 03-Oct-2023 Classic Woodie Camarilla DeMark R4 28.14 26.92 21.41 R3 25.18 23.96 20.59 R2 22.22 22.22 20.32 R1 21.00 21.00 20.05 21.61 PP 19.26 19.26 19.26 19.57 S1 18.04 18.04 19.51 18.65 S2 16.30 16.30 19.24 S3 13.34 15.08 18.97 S4 10.38 12.12 18.15	Weekly Pivots for week ending 29-Sep-2023 Classic Woodie Camarilla DeMark R4 29.33 27.30 19.65 R3 25.45 23.42 18.59 R2 21.57 21.57 18.23 R1 19.54 19.54 17.88 20.56 PP 17.69 17.69 17.69 18.19 S1 15.66 15.66 17.16 16.68 S2 13.81 13.81 16.81 S3 9.93 11.78 16.45 S4 6.05 7.90 15.39
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 20.48 15.83 4.65 23.5% 1.98 10.0% 85% True False 10 20.48 13.57 6.91 34.9% 1.91 9.6% 90% True False 20 20.48 12.68 7.80 39.4% 1.47 7.4% 91% True False 40 20.48 12.68 7.80 39.4% 1.42 7.2% 91% True False 60 20.48 12.68 7.80 39.4% 1.27 6.4% 91% True False 80 20.48 12.68 7.80 39.4% 1.18 6.0% 91% True False 100 20.81 12.68 8.13 41.1% 1.21 6.1% 87% False False 120 21.33 12.68 8.65 43.7% 1.28 6.5% 82% False False
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.45 Widest range in 106 trading days	Fibonacci Retracements and Extensions 4.250 33.06 2.618 28.23 1.618 25.27 1.000 23.44 0.618 22.31 HIGH 20.48 0.618 19.35 0.500 19.00 0.382 18.65 LOW 17.52 0.618 15.69 1.000 14.56 1.618 12.73 2.618 9.77 4.250 4.94
Fisher Pivots for day following 03-Oct-2023 Pivot 1 day 3 day R1 19.52 19.24 PP 19.26 18.70 S1 19.00 18.16

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.