CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 17.24 17.86 0.62 3.6% 20.50
High 18.53 18.31 -0.22 -1.2% 20.51
Low 15.68 16.74 1.06 6.8% 15.90
Close 17.90 17.48 -0.42 -2.3% 16.76
Range 2.85 1.57 -1.28 -44.9% 4.61
ATR 2.58 2.51 -0.07 -2.8% 0.00
Volume
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 22.22 21.42 18.34
R3 20.65 19.85 17.91
R2 19.08 19.08 17.77
R1 18.28 18.28 17.62 17.90
PP 17.51 17.51 17.51 17.32
S1 16.71 16.71 17.34 16.33
S2 15.94 15.94 17.19
S3 14.37 15.14 17.05
S4 12.80 13.57 16.62
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 31.55 28.77 19.30
R3 26.94 24.16 18.03
R2 22.33 22.33 17.61
R1 19.55 19.55 17.18 18.64
PP 17.72 17.72 17.72 17.27
S1 14.94 14.94 16.34 14.03
S2 13.11 13.11 15.91
S3 8.50 10.33 15.49
S4 3.89 5.72 14.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.92 15.68 3.24 18.5% 1.72 9.8% 56% False False
10 25.96 15.68 10.28 58.8% 2.19 12.5% 18% False False
20 28.93 15.68 13.25 75.8% 2.75 15.7% 14% False False
40 28.93 15.38 13.55 77.5% 2.22 12.7% 15% False False
60 28.93 15.38 13.55 77.5% 2.19 12.6% 15% False False
80 31.90 15.38 16.52 94.5% 2.54 14.6% 13% False False
100 37.51 15.38 22.13 126.6% 2.72 15.6% 9% False False
120 37.51 15.38 22.13 126.6% 2.69 15.4% 9% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 24.98
2.618 22.42
1.618 20.85
1.000 19.88
0.618 19.28
HIGH 18.31
0.618 17.71
0.500 17.53
0.382 17.34
LOW 16.74
0.618 15.77
1.000 15.17
1.618 14.20
2.618 12.63
4.250 10.07
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 17.53 17.36
PP 17.51 17.23
S1 17.50 17.11

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

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