CBOE Volatility Index

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Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary Previous Current 02-Jun-2021 03-Jun-2021 Change Change % Previous Week Open 17.86 17.73 -0.13 -0.7% 20.50 High 18.31 19.27 0.96 5.2% 20.51 Low 16.74 17.45 0.71 4.2% 15.90 Close 17.48 18.04 0.56 3.2% 16.76 Range 1.57 1.82 0.25 15.9% 4.61 ATR 2.51 2.46 -0.05 -2.0% 0.00 Volume
Daily Pivots for day following 03-Jun-2021 Classic Woodie Camarilla DeMark R4 23.71 22.70 19.04 R3 21.89 20.88 18.54 R2 20.07 20.07 18.37 R1 19.06 19.06 18.21 19.57 PP 18.25 18.25 18.25 18.51 S1 17.24 17.24 17.87 17.75 S2 16.43 16.43 17.71 S3 14.61 15.42 17.54 S4 12.79 13.60 17.04	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 19.27 15.68 3.59 19.9% 1.77 9.8% 66% True False 10 23.50 15.68 7.82 43.3% 1.96 10.9% 30% False False 20 28.93 15.68 13.25 73.4% 2.75 15.3% 18% False False 40 28.93 15.38 13.55 75.1% 2.23 12.4% 20% False False 60 28.93 15.38 13.55 75.1% 2.19 12.1% 20% False False 80 31.90 15.38 16.52 91.6% 2.56 14.2% 16% False False 100 37.51 15.38 22.13 122.7% 2.72 15.1% 12% False False 120 37.51 15.38 22.13 122.7% 2.68 14.9% 12% False False
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 0.54 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 27.01 2.618 24.03 1.618 22.21 1.000 21.09 0.618 20.39 HIGH 19.27 0.618 18.57 0.500 18.36 0.382 18.15 LOW 17.45 0.618 16.33 1.000 15.63 1.618 14.51 2.618 12.69 4.250 9.72
Fisher Pivots for day following 03-Jun-2021 Pivot 1 day 3 day R1 18.36 17.85 PP 18.25 17.66 S1 18.15 17.48

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