CBOE Volatility Index

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Trading Metrics calculated at close of trading on 12-Jul-2021
Day Change Summary Previous Current 09-Jul-2021 12-Jul-2021 Change Change % Previous Week Open 17.88 16.85 -1.03 -5.8% 15.77 High 18.13 17.52 -0.61 -3.4% 21.29 Low 16.08 16.14 0.06 0.4% 15.73 Close 16.18 16.17 -0.01 -0.1% 16.18 Range 2.05 1.38 -0.67 -32.7% 5.56 ATR 2.32 2.26 -0.07 -2.9% 0.00 Volume
Daily Pivots for day following 12-Jul-2021 Classic Woodie Camarilla DeMark R4 20.75 19.84 16.93 R3 19.37 18.46 16.55 R2 17.99 17.99 16.42 R1 17.08 17.08 16.30 16.85 PP 16.61 16.61 16.61 16.49 S1 15.70 15.70 16.04 15.47 S2 15.23 15.23 15.92 S3 13.85 14.32 15.79 S4 12.47 12.94 15.41	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 15.73 5.56 34.4% 2.15 13.3% 8% False False 10 21.29 14.10 7.19 44.5% 1.78 11.0% 29% False False 20 21.82 14.10 7.72 47.7% 2.08 12.9% 27% False False 40 25.96 14.10 11.86 73.3% 2.14 13.2% 17% False False 60 28.93 14.10 14.83 91.7% 2.26 14.0% 14% False False 80 28.93 14.10 14.83 91.7% 2.19 13.5% 14% False False 100 31.90 14.10 17.80 110.1% 2.44 15.1% 12% False False 120 37.51 14.10 23.41 144.8% 2.62 16.2% 9% False False
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.32 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 23.39 2.618 21.13 1.618 19.75 1.000 18.90 0.618 18.37 HIGH 17.52 0.618 16.99 0.500 16.83 0.382 16.67 LOW 16.14 0.618 15.29 1.000 14.76 1.618 13.91 2.618 12.53 4.250 10.28
Fisher Pivots for day following 12-Jul-2021 Pivot 1 day 3 day R1 16.83 18.69 PP 16.61 17.85 S1 16.39 17.01

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