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

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

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