CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Jun-2021
Day Change Summary
Previous Current
18-Jun-2021 21-Jun-2021 Change Change % Previous Week
Open 16.96 21.74 4.78 28.2% 16.04
High 21.04 21.82 0.78 3.7% 21.04
Low 16.92 17.81 0.89 5.3% 15.04
Close 20.70 17.89 -2.81 -13.6% 20.70
Range 4.12 4.01 -0.11 -2.7% 6.00
ATR 2.38 2.50 0.12 4.9% 0.00
Volume
Daily Pivots for day following 21-Jun-2021
Classic Woodie Camarilla DeMark
R4 31.20 28.56 20.10
R3 27.19 24.55 18.99
R2 23.18 23.18 18.63
R1 20.54 20.54 18.26 19.86
PP 19.17 19.17 19.17 18.83
S1 16.53 16.53 17.52 15.85
S2 15.16 15.16 17.15
S3 11.15 12.52 16.79
S4 7.14 8.51 15.68
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 36.93 34.81 24.00
R3 30.93 28.81 22.35
R2 24.93 24.93 21.80
R1 22.81 22.81 21.25 23.87
PP 18.93 18.93 18.93 19.46
S1 16.81 16.81 20.15 17.87
S2 12.93 12.93 19.60
S3 6.93 10.81 19.05
S4 0.93 4.81 17.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.82 16.14 5.68 31.7% 2.90 16.2% 31% True False
10 21.82 15.04 6.78 37.9% 2.49 13.9% 42% True False
20 21.82 15.04 6.78 37.9% 2.18 12.2% 42% True False
40 28.93 15.04 13.89 77.6% 2.45 13.7% 21% False False
60 28.93 15.04 13.89 77.6% 2.19 12.2% 21% False False
80 31.90 15.04 16.86 94.2% 2.41 13.5% 17% False False
100 37.51 15.04 22.47 125.6% 2.64 14.8% 13% False False
120 37.51 15.04 22.47 125.6% 2.70 15.1% 13% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 38.86
2.618 32.32
1.618 28.31
1.000 25.83
0.618 24.30
HIGH 21.82
0.618 20.29
0.500 19.82
0.382 19.34
LOW 17.81
0.618 15.33
1.000 13.80
1.618 11.32
2.618 7.31
4.250 0.77
Fisher Pivots for day following 21-Jun-2021
Pivot 1 day 3 day
R1 19.82 19.27
PP 19.17 18.81
S1 18.53 18.35

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

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