CBOE Volatility Index

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Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary Previous Current 03-Jun-2021 04-Jun-2021 Change Change % Previous Week Open 17.73 18.04 0.31 1.7% 17.24 High 19.27 18.42 -0.85 -4.4% 19.27 Low 17.45 16.18 -1.27 -7.3% 15.68 Close 18.04 16.42 -1.62 -9.0% 16.42 Range 1.82 2.24 0.42 23.1% 3.59 ATR 2.46 2.44 -0.02 -0.6% 0.00 Volume
Daily Pivots for day following 04-Jun-2021 Classic Woodie Camarilla DeMark R4 23.73 22.31 17.65 R3 21.49 20.07 17.04 R2 19.25 19.25 16.83 R1 17.83 17.83 16.63 17.42 PP 17.01 17.01 17.01 16.80 S1 15.59 15.59 16.21 15.18 S2 14.77 14.77 16.01 S3 12.53 13.35 15.80 S4 10.29 11.11 15.19	Weekly Pivots for week ending 04-Jun-2021 Classic Woodie Camarilla DeMark R4 27.89 25.75 18.39 R3 24.30 22.16 17.41 R2 20.71 20.71 17.08 R1 18.57 18.57 16.75 17.85 PP 17.12 17.12 17.12 16.76 S1 14.98 14.98 16.09 14.26 S2 13.53 13.53 15.76 S3 9.94 11.39 15.43 S4 6.35 7.80 14.45
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 21.9% 1.89 11.5% 21% False False 10 20.89 15.68 5.21 31.7% 1.86 11.3% 14% False False 20 28.93 15.68 13.25 80.7% 2.75 16.7% 6% False False 40 28.93 15.38 13.55 82.5% 2.27 13.8% 8% False False 60 28.93 15.38 13.55 82.5% 2.20 13.4% 8% False False 80 31.90 15.38 16.52 100.6% 2.56 15.6% 6% False False 100 37.51 15.38 22.13 134.8% 2.72 16.6% 5% False False 120 37.51 15.38 22.13 134.8% 2.69 16.4% 5% 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 0.46 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 27.94 2.618 24.28 1.618 22.04 1.000 20.66 0.618 19.80 HIGH 18.42 0.618 17.56 0.500 17.30 0.382 17.04 LOW 16.18 0.618 14.80 1.000 13.94 1.618 12.56 2.618 10.32 4.250 6.66
Fisher Pivots for day following 04-Jun-2021 Pivot 1 day 3 day R1 17.30 17.73 PP 17.01 17.29 S1 16.71 16.86

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