CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Jul-2021
Day Change Summary
Previous Current
02-Jul-2021 06-Jul-2021 Change Change % Previous Week
Open 15.53 15.77 0.24 1.5% 16.07
High 15.54 17.94 2.40 15.4% 17.31
Low 14.25 15.73 1.48 10.4% 14.10
Close 15.07 16.44 1.37 9.1% 15.07
Range 1.29 2.21 0.92 71.3% 3.21
ATR 2.04 2.10 0.06 2.9% 0.00
Volume
Daily Pivots for day following 06-Jul-2021
Classic Woodie Camarilla DeMark
R4 23.33 22.10 17.66
R3 21.12 19.89 17.05
R2 18.91 18.91 16.85
R1 17.68 17.68 16.64 18.30
PP 16.70 16.70 16.70 17.01
S1 15.47 15.47 16.24 16.09
S2 14.49 14.49 16.03
S3 12.28 13.26 15.83
S4 10.07 11.05 15.22
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 17.94 14.10 3.84 23.4% 1.63 9.9% 61% True False
10 18.32 14.10 4.22 25.7% 1.66 10.1% 55% False False
20 21.82 14.10 7.72 47.0% 2.07 12.6% 30% False False
40 28.93 14.10 14.83 90.2% 2.40 14.6% 16% False False
60 28.93 14.10 14.83 90.2% 2.21 13.4% 16% False False
80 28.93 14.10 14.83 90.2% 2.17 13.2% 16% False False
100 31.90 14.10 17.80 108.3% 2.44 14.8% 13% False False
120 37.51 14.10 23.41 142.4% 2.61 15.9% 10% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 27.33
2.618 23.73
1.618 21.52
1.000 20.15
0.618 19.31
HIGH 17.94
0.618 17.10
0.500 16.84
0.382 16.57
LOW 15.73
0.618 14.36
1.000 13.52
1.618 12.15
2.618 9.94
4.250 6.34
Fisher Pivots for day following 06-Jul-2021
Pivot 1 day 3 day
R1 16.84 16.33
PP 16.70 16.21
S1 16.57 16.10

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

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