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

Trading Metrics calculated at close of trading on 19-Apr-2024

Day Change Summary
	Previous	Current
	18-Apr-2024	19-Apr-2024	Change	Change %	Previous Week
Open	14.73	15.03	0.30	2.0%	14.35
High	15.27	15.71	0.44	2.8%	15.71
Low	14.56	14.82	0.26	1.8%	14.18
Close	14.97	15.46	0.49	3.3%	15.46
Range	0.71	0.89	0.18	24.6%	1.53
ATR	0.84	0.84	0.00	0.4%	0.00
Volume	19,072,269	25,177,700	6,105,431	32.0%	224,940,181

Daily Pivots for day following 19-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	17.98	17.61	15.95
R3	17.10	16.72	15.70
R2	16.21	16.21	15.62
R1	15.84	15.84	15.54	16.03
PP	15.33	15.33	15.33	15.42
S1	14.95	14.95	15.38	15.14
S2	14.44	14.44	15.30
S3	13.56	14.07	15.22
S4	12.67	13.18	14.97

Weekly Pivots for week ending 19-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	19.69	19.10	16.30
R3	18.17	17.58	15.88
R2	16.64	16.64	15.74
R1	16.05	16.05	15.60	16.35
PP	15.12	15.12	15.12	15.26
S1	14.53	14.53	15.32	14.82
S2	13.59	13.59	15.18
S3	12.07	13.00	15.04
S4	10.54	11.48	14.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15.71	14.56	1.15	7.4%	0.82	5.3%	79%	True	False	21,668,553
10	15.71	14.18	1.53	9.9%	0.96	6.2%	84%	True	False	27,545,398
20	15.71	13.53	2.18	14.1%	0.85	5.5%	89%	True	False	27,455,784
40	15.71	12.73	2.98	19.2%	0.65	4.2%	92%	True	False	21,433,512
60	15.71	12.73	2.98	19.2%	0.63	4.1%	92%	True	False	19,586,536
80	15.71	12.73	2.98	19.2%	0.57	3.7%	92%	True	False	17,342,334
100	16.31	12.73	3.58	23.2%	0.57	3.7%	76%	False	False	16,885,552
120	16.31	12.73	3.58	23.2%	0.55	3.6%	76%	False	False	15,809,520

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	0.18
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	19.47
2.618	18.02
1.618	17.14
1.000	16.59
0.618	16.25
HIGH	15.71
0.618	15.37
0.500	15.26
0.382	15.16
LOW	14.82
0.618	14.27
1.000	13.94
1.618	13.39
2.618	12.50
4.250	11.06

Fisher Pivots for day following 19-Apr-2024
Pivot	1 day	3 day
R1	15.39	15.35
PP	15.33	15.24
S1	15.26	15.13

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

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