CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Jun-2021
Day Change Summary
Previous Current
07-Jun-2021 08-Jun-2021 Change Change % Previous Week
Open 17.34 16.58 -0.76 -4.4% 17.24
High 17.35 17.75 0.40 2.3% 19.27
Low 15.78 15.15 -0.63 -4.0% 15.68
Close 16.42 17.07 0.65 4.0% 16.42
Range 1.57 2.60 1.03 65.6% 3.59
ATR 2.38 2.40 0.02 0.7% 0.00
Volume
Daily Pivots for day following 08-Jun-2021
Classic Woodie Camarilla DeMark
R4 24.46 23.36 18.50
R3 21.86 20.76 17.79
R2 19.26 19.26 17.55
R1 18.16 18.16 17.31 18.71
PP 16.66 16.66 16.66 16.93
S1 15.56 15.56 16.83 16.11
S2 14.06 14.06 16.59
S3 11.46 12.96 16.36
S4 8.86 10.36 15.64
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 15.15 4.12 24.1% 1.96 11.5% 47% False True
10 19.29 15.15 4.14 24.3% 1.93 11.3% 46% False True
20 28.93 15.15 13.78 80.7% 2.73 16.0% 14% False True
40 28.93 15.15 13.78 80.7% 2.32 13.6% 14% False True
60 28.93 15.15 13.78 80.7% 2.21 13.0% 14% False True
80 31.90 15.15 16.75 98.1% 2.54 14.9% 11% False True
100 37.51 15.15 22.36 131.0% 2.72 15.9% 9% False True
120 37.51 15.15 22.36 131.0% 2.68 15.7% 9% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 28.80
2.618 24.56
1.618 21.96
1.000 20.35
0.618 19.36
HIGH 17.75
0.618 16.76
0.500 16.45
0.382 16.14
LOW 15.15
0.618 13.54
1.000 12.55
1.618 10.94
2.618 8.34
4.250 4.10
Fisher Pivots for day following 08-Jun-2021
Pivot 1 day 3 day
R1 16.86 16.98
PP 16.66 16.88
S1 16.45 16.79

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

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