CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 16.18 15.62 -0.56 -3.5% 21.74
High 17.31 16.01 -1.30 -7.5% 21.82
Low 15.58 15.31 -0.27 -1.7% 14.19
Close 15.83 15.48 -0.35 -2.2% 15.62
Range 1.73 0.70 -1.03 -59.5% 7.63
ATR 2.21 2.10 -0.11 -4.9% 0.00
Volume
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 17.70 17.29 15.87
R3 17.00 16.59 15.67
R2 16.30 16.30 15.61
R1 15.89 15.89 15.54 15.75
PP 15.60 15.60 15.60 15.53
S1 15.19 15.19 15.42 15.05
S2 14.90 14.90 15.35
S3 14.20 14.49 15.29
S4 13.50 13.79 15.10
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 40.10 35.49 19.82
R3 32.47 27.86 17.72
R2 24.84 24.84 17.02
R1 20.23 20.23 16.32 18.72
PP 17.21 17.21 17.21 16.46
S1 12.60 12.60 14.92 11.09
S2 9.58 9.58 14.22
S3 1.95 4.97 13.52
S4 -5.68 -2.66 11.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.31 14.10 3.21 20.7% 1.33 8.6% 43% False False
10 21.82 14.10 7.72 49.9% 2.12 13.7% 18% False False
20 21.82 14.10 7.72 49.9% 2.09 13.5% 18% False False
40 28.93 14.10 14.83 95.8% 2.42 15.6% 9% False False
60 28.93 14.10 14.83 95.8% 2.18 14.1% 9% False False
80 28.93 14.10 14.83 95.8% 2.16 14.0% 9% False False
100 31.90 14.10 17.80 115.0% 2.46 15.9% 8% False False
120 37.51 14.10 23.41 151.2% 2.61 16.9% 6% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.33
Narrowest range in 235 trading days
Fibonacci Retracements and Extensions
4.250 18.99
2.618 17.84
1.618 17.14
1.000 16.71
0.618 16.44
HIGH 16.01
0.618 15.74
0.500 15.66
0.382 15.58
LOW 15.31
0.618 14.88
1.000 14.61
1.618 14.18
2.618 13.48
4.250 12.34
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 15.66 15.71
PP 15.60 15.63
S1 15.54 15.56

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

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