CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Aug-2021
Day Change Summary
Previous Current
05-Aug-2021 06-Aug-2021 Change Change % Previous Week
Open 17.73 17.46 -0.27 -1.5% 18.16
High 17.84 17.50 -0.34 -1.9% 20.44
Low 17.23 16.14 -1.09 -6.3% 16.14
Close 17.28 16.15 -1.13 -6.5% 16.15
Range 0.61 1.36 0.75 123.0% 4.30
ATR 2.09 2.03 -0.05 -2.5% 0.00
Volume
Daily Pivots for day following 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 20.68 19.77 16.90
R3 19.32 18.41 16.52
R2 17.96 17.96 16.40
R1 17.05 17.05 16.27 16.83
PP 16.60 16.60 16.60 16.48
S1 15.69 15.69 16.03 15.47
S2 15.24 15.24 15.90
S3 13.88 14.33 15.78
S4 12.52 12.97 15.40
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 30.48 27.61 18.52
R3 26.18 23.31 17.33
R2 21.88 21.88 16.94
R1 19.01 19.01 16.54 18.30
PP 17.58 17.58 17.58 17.22
S1 14.71 14.71 15.76 14.00
S2 13.28 13.28 15.36
S3 8.98 10.41 14.97
S4 4.68 6.11 13.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.44 16.14 4.30 26.6% 1.56 9.7% 0% False True
10 20.44 16.14 4.30 26.6% 1.70 10.5% 0% False True
20 25.09 15.94 9.15 56.7% 1.95 12.1% 2% False False
40 25.09 14.10 10.99 68.0% 2.01 12.4% 19% False False
60 28.93 14.10 14.83 91.8% 2.16 13.4% 14% False False
80 28.93 14.10 14.83 91.8% 2.17 13.5% 14% False False
100 28.93 14.10 14.83 91.8% 2.15 13.3% 14% False False
120 31.90 14.10 17.80 110.2% 2.37 14.7% 12% 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 False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 23.28
2.618 21.06
1.618 19.70
1.000 18.86
0.618 18.34
HIGH 17.50
0.618 16.98
0.500 16.82
0.382 16.66
LOW 16.14
0.618 15.30
1.000 14.78
1.618 13.94
2.618 12.58
4.250 10.36
Fisher Pivots for day following 06-Aug-2021
Pivot 1 day 3 day
R1 16.82 17.52
PP 16.60 17.06
S1 16.37 16.61

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

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