CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 16.27 16.99 0.72 4.4% 17.34
High 17.35 19.11 1.76 10.1% 18.29
Low 16.14 16.42 0.28 1.7% 15.15
Close 17.02 18.15 1.13 6.6% 15.65
Range 1.21 2.69 1.48 122.3% 3.14
ATR 2.20 2.23 0.04 1.6% 0.00
Volume
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 25.96 24.75 19.63
R3 23.27 22.06 18.89
R2 20.58 20.58 18.64
R1 19.37 19.37 18.40 19.98
PP 17.89 17.89 17.89 18.20
S1 16.68 16.68 17.90 17.29
S2 15.20 15.20 17.66
S3 12.51 13.99 17.41
S4 9.82 11.30 16.67
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 19.11 15.04 4.07 22.4% 1.85 10.2% 76% True False
10 19.27 15.04 4.23 23.3% 1.99 10.9% 74% False False
20 25.96 15.04 10.92 60.2% 2.09 11.5% 28% False False
40 28.93 15.04 13.89 76.5% 2.36 13.0% 22% False False
60 28.93 15.04 13.89 76.5% 2.15 11.9% 22% False False
80 31.90 15.04 16.86 92.9% 2.50 13.8% 18% False False
100 37.51 15.04 22.47 123.8% 2.73 15.0% 14% False False
120 37.51 15.04 22.47 123.8% 2.65 14.6% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 30.54
2.618 26.15
1.618 23.46
1.000 21.80
0.618 20.77
HIGH 19.11
0.618 18.08
0.500 17.77
0.382 17.45
LOW 16.42
0.618 14.76
1.000 13.73
1.618 12.07
2.618 9.38
4.250 4.99
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 18.02 17.79
PP 17.89 17.43
S1 17.77 17.08

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

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