CBOE Volatility Index


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 16.18 16.04 -0.14 -0.9% 17.34
High 16.20 17.04 0.84 5.2% 18.29
Low 15.15 15.04 -0.11 -0.7% 15.15
Close 15.65 16.39 0.74 4.7% 15.65
Range 1.05 2.00 0.95 90.5% 3.14
ATR 2.29 2.27 -0.02 -0.9% 0.00
Volume
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 22.16 21.27 17.49
R3 20.16 19.27 16.94
R2 18.16 18.16 16.76
R1 17.27 17.27 16.57 17.72
PP 16.16 16.16 16.16 16.38
S1 15.27 15.27 16.21 15.72
S2 14.16 14.16 16.02
S3 12.16 13.27 15.84
S4 10.16 11.27 15.29
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 25.78 23.86 17.38
R3 22.64 20.72 16.51
R2 19.50 19.50 16.23
R1 17.58 17.58 15.94 16.97
PP 16.36 16.36 16.36 16.06
S1 14.44 14.44 15.36 13.83
S2 13.22 13.22 15.07
S3 10.08 11.30 14.79
S4 6.94 8.16 13.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.29 15.04 3.25 19.8% 2.07 12.6% 42% False True
10 19.27 15.04 4.23 25.8% 2.04 12.4% 32% False True
20 25.96 15.04 10.92 66.6% 2.12 12.9% 12% False True
40 28.93 15.04 13.89 84.7% 2.37 14.5% 10% False True
60 28.93 15.04 13.89 84.7% 2.20 13.4% 10% False True
80 31.90 15.04 16.86 102.9% 2.52 15.4% 8% False True
100 37.51 15.04 22.47 137.1% 2.73 16.6% 6% False True
120 37.51 15.04 22.47 137.1% 2.69 16.4% 6% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 25.54
2.618 22.28
1.618 20.28
1.000 19.04
0.618 18.28
HIGH 17.04
0.618 16.28
0.500 16.04
0.382 15.80
LOW 15.04
0.618 13.80
1.000 13.04
1.618 11.80
2.618 9.80
4.250 6.54
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 16.27 16.67
PP 16.16 16.57
S1 16.04 16.48

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

View Archives - Comment on this page... - Back to Index of Symbols