CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary
Previous Current
01-Jul-2021 02-Jul-2021 Change Change % Previous Week
Open 15.62 15.53 -0.09 -0.6% 16.07
High 16.01 15.54 -0.47 -2.9% 17.31
Low 15.31 14.25 -1.06 -6.9% 14.10
Close 15.48 15.07 -0.41 -2.6% 15.07
Range 0.70 1.29 0.59 84.3% 3.21
ATR 2.10 2.04 -0.06 -2.8% 0.00
Volume
Daily Pivots for day following 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 18.82 18.24 15.78
R3 17.53 16.95 15.42
R2 16.24 16.24 15.31
R1 15.66 15.66 15.19 15.31
PP 14.95 14.95 14.95 14.78
S1 14.37 14.37 14.95 14.02
S2 13.66 13.66 14.83
S3 12.37 13.08 14.72
S4 11.08 11.79 14.36
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 25.12 23.31 16.84
R3 21.91 20.10 15.95
R2 18.70 18.70 15.66
R1 16.89 16.89 15.36 16.19
PP 15.49 15.49 15.49 15.15
S1 13.68 13.68 14.78 12.98
S2 12.28 12.28 14.48
S3 9.07 10.47 14.19
S4 5.86 7.26 13.30
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 21.3% 1.40 9.3% 30% False False
10 21.82 14.10 7.72 51.2% 1.84 12.2% 13% False False
20 21.82 14.10 7.72 51.2% 2.04 13.5% 13% False False
40 28.93 14.10 14.83 98.4% 2.39 15.9% 7% False False
60 28.93 14.10 14.83 98.4% 2.19 14.5% 7% False False
80 28.93 14.10 14.83 98.4% 2.16 14.3% 7% False False
100 31.90 14.10 17.80 118.1% 2.46 16.3% 5% False False
120 37.51 14.10 23.41 155.3% 2.61 17.3% 4% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21.02
2.618 18.92
1.618 17.63
1.000 16.83
0.618 16.34
HIGH 15.54
0.618 15.05
0.500 14.90
0.382 14.74
LOW 14.25
0.618 13.45
1.000 12.96
1.618 12.16
2.618 10.87
4.250 8.77
Fisher Pivots for day following 02-Jul-2021
Pivot 1 day 3 day
R1 15.01 15.78
PP 14.95 15.54
S1 14.90 15.31

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

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