CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 19.69 18.16 -1.53 -7.8% 18.67
High 19.72 19.87 0.15 0.8% 20.44
Low 17.53 17.99 0.46 2.6% 17.19
Close 18.24 19.46 1.22 6.7% 18.24
Range 2.19 1.88 -0.31 -14.2% 3.25
ATR 2.25 2.23 -0.03 -1.2% 0.00
Volume
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 24.75 23.98 20.49
R3 22.87 22.10 19.98
R2 20.99 20.99 19.80
R1 20.22 20.22 19.63 20.61
PP 19.11 19.11 19.11 19.30
S1 18.34 18.34 19.29 18.73
S2 17.23 17.23 19.12
S3 15.35 16.46 18.94
S4 13.47 14.58 18.43
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 28.37 26.56 20.03
R3 25.12 23.31 19.13
R2 21.87 21.87 18.84
R1 20.06 20.06 18.54 19.34
PP 18.62 18.62 18.62 18.27
S1 16.81 16.81 17.94 16.09
S2 15.37 15.37 17.64
S3 12.12 13.56 17.35
S4 8.87 10.31 16.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.44 17.19 3.25 16.7% 1.84 9.4% 70% False False
10 22.97 16.33 6.64 34.1% 1.89 9.7% 47% False False
20 25.09 15.73 9.36 48.1% 2.12 10.9% 40% False False
40 25.09 14.10 10.99 56.5% 2.08 10.7% 49% False False
60 28.93 14.10 14.83 76.2% 2.30 11.8% 36% False False
80 28.93 14.10 14.83 76.2% 2.18 11.2% 36% False False
100 28.93 14.10 14.83 76.2% 2.15 11.1% 36% False False
120 31.90 14.10 17.80 91.5% 2.40 12.4% 30% 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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 27.86
2.618 24.79
1.618 22.91
1.000 21.75
0.618 21.03
HIGH 19.87
0.618 19.15
0.500 18.93
0.382 18.71
LOW 17.99
0.618 16.83
1.000 16.11
1.618 14.95
2.618 13.07
4.250 10.00
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 19.28 19.15
PP 19.11 18.84
S1 18.93 18.53

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

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