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

Trading Metrics calculated at close of trading on 07-Feb-2023

Day Change Summary
	Previous	Current
	06-Feb-2023	07-Feb-2023	Change	Change %	Previous Week
Open	11.47	11.69	0.22	1.9%	11.57
High	11.65	11.71	0.06	0.5%	11.80
Low	11.36	11.14	-0.22	-1.9%	10.64
Close	11.60	11.24	-0.36	-3.1%	11.32
Range	0.29	0.57	0.28	96.6%	1.16
ATR	0.54	0.54	0.00	0.4%	0.00
Volume	6,082,500	8,694,200	2,611,700	42.9%	101,464,400

Daily Pivots for day following 07-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	13.07	12.73	11.55
R3	12.50	12.16	11.40
R2	11.93	11.93	11.34
R1	11.59	11.59	11.29	11.48
PP	11.36	11.36	11.36	11.31
S1	11.02	11.02	11.19	10.91
S2	10.79	10.79	11.14
S3	10.22	10.45	11.08
S4	9.65	9.88	10.93

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	14.72	14.17	11.96
R3	13.56	13.02	11.64
R2	12.41	12.41	11.53
R1	11.86	11.86	11.43	11.56
PP	11.25	11.25	11.25	11.10
S1	10.71	10.71	11.21	10.40
S2	10.10	10.10	11.11
S3	8.94	9.55	11.00
S4	7.79	8.40	10.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11.72	10.64	1.08	9.6%	0.56	5.0%	56%	False	False	10,079,760
10	11.72	10.64	1.08	9.6%	0.60	5.4%	56%	False	False	9,781,530
20	12.35	10.64	1.71	15.2%	0.55	4.9%	35%	False	False	9,497,373
40	13.61	10.64	2.97	26.4%	0.51	4.5%	20%	False	False	8,739,861
60	15.42	10.64	4.78	42.5%	0.51	4.5%	13%	False	False	7,926,977
80	15.48	10.64	4.84	43.1%	0.53	4.7%	12%	False	False	7,647,444
100	15.85	10.64	5.21	46.4%	0.54	4.8%	12%	False	False	7,330,685
120	18.33	10.64	7.69	68.4%	0.54	4.8%	8%	False	False	6,892,891

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	14.13
2.618	13.20
1.618	12.63
1.000	12.28
0.618	12.06
HIGH	11.71
0.618	11.49
0.500	11.43
0.382	11.36
LOW	11.14
0.618	10.79
1.000	10.57
1.618	10.22
2.618	9.65
4.250	8.72

Fisher Pivots for day following 07-Feb-2023
Pivot	1 day	3 day
R1	11.43	11.43
PP	11.36	11.37
S1	11.30	11.30

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

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