VXX iPath S&P 500 VIX Short-Term Futures ETN (NYSE)

Trading Metrics calculated at close of trading on 01-Jun-2023

Day Change Summary
	Previous	Current
	31-May-2023	01-Jun-2023	Change	Change %	Previous Week
Open	34.94	33.92	-1.02	-2.9%	35.85
High	35.48	34.08	-1.40	-3.9%	38.33
Low	34.13	32.65	-1.48	-4.3%	34.72
Close	34.46	32.70	-1.76	-5.1%	35.65
Range	1.35	1.43	0.08	6.0%	3.62
ATR	1.61	1.62	0.01	0.9%	0.00
Volume	6,119,700	6,185,722	66,022	1.1%	61,416,789

Daily Pivots for day following 01-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	37.44	36.50	33.49
R3	36.00	35.07	33.09
R2	34.57	34.57	32.96
R1	33.64	33.64	32.83	33.39
PP	33.14	33.14	33.14	33.02
S1	32.21	32.21	32.57	31.96
S2	31.71	31.71	32.44
S3	30.28	30.78	32.31
S4	28.85	29.35	31.91

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	47.09	44.99	37.64
R3	43.47	41.37	36.65
R2	39.85	39.85	36.31
R1	37.75	37.75	35.98	36.99
PP	36.23	36.23	36.23	35.85
S1	34.13	34.13	35.32	33.37
S2	32.61	32.61	34.99
S3	28.99	30.51	34.65
S4	25.37	26.89	33.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	36.30	32.65	3.65	11.2%	1.58	4.8%	1%	False	True	6,637,404
10	38.33	32.65	5.68	17.4%	1.36	4.2%	1%	False	True	6,621,721
20	38.33	32.65	5.68	17.4%	1.45	4.4%	1%	False	True	6,702,960
40	43.21	32.65	10.56	32.3%	1.54	4.7%	0%	False	True	6,915,254
60	43.21	32.65	10.56	32.3%	1.60	4.9%	0%	False	True	6,986,303
80	45.91	32.65	13.26	40.6%	1.54	4.7%	0%	False	True	6,422,517
100	55.49	32.65	22.84	69.8%	1.77	5.4%	0%	False	True	6,179,485
120	60.38	32.65	27.73	84.8%	2.33	7.1%	0%	False	True	6,353,065

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	40.16
2.618	37.83
1.618	36.40
1.000	35.51
0.618	34.96
HIGH	34.08
0.618	33.53
0.500	33.37
0.382	33.20
LOW	32.65
0.618	31.77
1.000	31.22
1.618	30.34
2.618	28.90
4.250	26.57

Fisher Pivots for day following 01-Jun-2023
Pivot	1 day	3 day
R1	33.37	34.26
PP	33.14	33.74
S1	32.92	33.22

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These figures are updated between 7pm and 10pm EST after a trading day.

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