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

Trading Metrics calculated at close of trading on 18-Apr-2024

Day Change Summary
	Previous	Current
	17-Apr-2024	18-Apr-2024	Change	Change %	Previous Week
Open	15.00	14.73	-0.27	-1.8%	14.00
High	15.60	15.27	-0.33	-2.1%	15.49
Low	14.70	14.56	-0.14	-0.9%	13.53
Close	14.93	14.97	0.04	0.3%	14.79
Range	0.91	0.71	-0.20	-21.5%	1.96
ATR	0.86	0.85	-0.01	-1.2%	0.00
Volume	22,491,700	19,072,269	-3,419,431	-15.2%	291,441,400

Daily Pivots for day following 18-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	17.06	16.73	15.36
R3	16.35	16.02	15.17
R2	15.64	15.64	15.10
R1	15.31	15.31	15.04	15.48
PP	14.93	14.93	14.93	15.02
S1	14.60	14.60	14.90	14.77
S2	14.22	14.22	14.84
S3	13.51	13.89	14.77
S4	12.80	13.18	14.58

Weekly Pivots for week ending 12-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	20.47	19.58	15.87
R3	18.51	17.63	15.33
R2	16.56	16.56	15.15
R1	15.67	15.67	14.97	16.12
PP	14.60	14.60	14.60	14.82
S1	13.72	13.72	14.61	14.16
S2	12.65	12.65	14.43
S3	10.69	11.76	14.25
S4	8.74	9.81	13.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15.68	14.18	1.50	10.0%	0.87	5.8%	53%	False	False	24,312,356
10	15.68	13.53	2.15	14.4%	1.02	6.8%	67%	False	False	29,764,918
20	15.68	13.03	2.65	17.7%	0.90	6.0%	73%	False	False	29,358,279
40	15.68	12.73	2.95	19.7%	0.62	4.1%	76%	False	False	20,953,169
60	15.68	12.73	2.95	19.7%	0.62	4.1%	76%	False	False	19,129,192
80	15.68	12.73	2.95	19.7%	0.55	3.7%	76%	False	False	17,038,523
100	16.31	12.73	3.58	23.9%	0.56	3.7%	63%	False	False	16,476,678
120	16.31	12.73	3.58	23.9%	0.54	3.6%	63%	False	False	15,478,040

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18.29
2.618	17.13
1.618	16.42
1.000	15.98
0.618	15.71
HIGH	15.27
0.618	15.00
0.500	14.92
0.382	14.83
LOW	14.56
0.618	14.12
1.000	13.85
1.618	13.41
2.618	12.70
4.250	11.54

Fisher Pivots for day following 18-Apr-2024
Pivot	1 day	3 day
R1	14.95	15.11
PP	14.93	15.06
S1	14.92	15.02

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

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