CBOE Volatility Index


Trading Metrics calculated at close of trading on 09-Jul-2021
Day Change Summary
Previous Current
08-Jul-2021 09-Jul-2021 Change Change % Previous Week
Open 17.74 17.88 0.14 0.8% 15.77
High 21.29 18.13 -3.16 -14.8% 21.29
Low 17.74 16.08 -1.66 -9.4% 15.73
Close 19.00 16.18 -2.82 -14.8% 16.18
Range 3.55 2.05 -1.50 -42.3% 5.56
ATR 2.28 2.32 0.05 2.0% 0.00
Volume
Daily Pivots for day following 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 22.95 21.61 17.31
R3 20.90 19.56 16.74
R2 18.85 18.85 16.56
R1 17.51 17.51 16.37 17.16
PP 16.80 16.80 16.80 16.62
S1 15.46 15.46 15.99 15.11
S2 14.75 14.75 15.80
S3 12.70 13.41 15.62
S4 10.65 11.36 15.05
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 34.41 30.86 19.24
R3 28.85 25.30 17.71
R2 23.29 23.29 17.20
R1 19.74 19.74 16.69 21.52
PP 17.73 17.73 17.73 18.62
S1 14.18 14.18 15.67 15.96
S2 12.17 12.17 15.16
S3 6.61 8.62 14.65
S4 1.05 3.06 13.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.29 14.25 7.04 43.5% 2.13 13.2% 27% False False
10 21.29 14.10 7.19 44.4% 1.73 10.7% 29% False False
20 21.82 14.10 7.72 47.7% 2.07 12.8% 27% False False
40 28.93 14.10 14.83 91.7% 2.27 14.0% 14% False False
60 28.93 14.10 14.83 91.7% 2.25 13.9% 14% False False
80 28.93 14.10 14.83 91.7% 2.20 13.6% 14% False False
100 31.90 14.10 17.80 110.0% 2.45 15.1% 12% False False
120 37.51 14.10 23.41 144.7% 2.61 16.1% 9% 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 False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 26.84
2.618 23.50
1.618 21.45
1.000 20.18
0.618 19.40
HIGH 18.13
0.618 17.35
0.500 17.11
0.382 16.86
LOW 16.08
0.618 14.81
1.000 14.03
1.618 12.76
2.618 10.71
4.250 7.37
Fisher Pivots for day following 09-Jul-2021
Pivot 1 day 3 day
R1 17.11 18.69
PP 16.80 17.85
S1 16.49 17.02

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

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