CBOE Volatility Index

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Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary Previous Current 14-Jun-2021 15-Jun-2021 Change Change % Previous Week Open 16.04 16.27 0.23 1.4% 17.34 High 17.04 17.35 0.31 1.8% 18.29 Low 15.04 16.14 1.10 7.3% 15.15 Close 16.39 17.02 0.63 3.8% 15.65 Range 2.00 1.21 -0.79 -39.5% 3.14 ATR 2.27 2.20 -0.08 -3.3% 0.00 Volume
Daily Pivots for day following 15-Jun-2021 Classic Woodie Camarilla DeMark R4 20.47 19.95 17.69 R3 19.26 18.74 17.35 R2 18.05 18.05 17.24 R1 17.53 17.53 17.13 17.79 PP 16.84 16.84 16.84 16.97 S1 16.32 16.32 16.91 16.58 S2 15.63 15.63 16.80 S3 14.42 15.11 16.69 S4 13.21 13.90 16.35	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 19.1% 1.79 10.5% 61% False False 10 19.27 15.04 4.23 24.9% 1.88 11.0% 47% False False 20 25.96 15.04 10.92 64.2% 2.09 12.3% 18% False False 40 28.93 15.04 13.89 81.6% 2.36 13.8% 14% False False 60 28.93 15.04 13.89 81.6% 2.17 12.7% 14% False False 80 31.90 15.04 16.86 99.1% 2.51 14.7% 12% False False 100 37.51 15.04 22.47 132.0% 2.73 16.0% 9% False False 120 37.51 15.04 22.47 132.0% 2.64 15.5% 9% False False
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.43 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 22.49 2.618 20.52 1.618 19.31 1.000 18.56 0.618 18.10 HIGH 17.35 0.618 16.89 0.500 16.75 0.382 16.60 LOW 16.14 0.618 15.39 1.000 14.93 1.618 14.18 2.618 12.97 4.250 11.00
Fisher Pivots for day following 15-Jun-2021 Pivot 1 day 3 day R1 16.93 16.75 PP 16.84 16.47 S1 16.75 16.20

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