CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Aug-2021
Day Change Summary
Previous Current
16-Aug-2021 17-Aug-2021 Change Change % Previous Week
Open 17.05 17.31 0.26 1.5% 17.12
High 17.71 19.56 1.85 10.4% 17.39
Low 16.02 16.71 0.69 4.3% 15.19
Close 16.12 17.91 1.79 11.1% 15.45
Range 1.69 2.85 1.16 68.6% 2.20
ATR 1.73 1.85 0.12 7.1% 0.00
Volume
Daily Pivots for day following 17-Aug-2021
Classic Woodie Camarilla DeMark
R4 26.61 25.11 19.48
R3 23.76 22.26 18.69
R2 20.91 20.91 18.43
R1 19.41 19.41 18.17 20.16
PP 18.06 18.06 18.06 18.44
S1 16.56 16.56 17.65 17.31
S2 15.21 15.21 17.39
S3 12.36 13.71 17.13
S4 9.51 10.86 16.34
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 22.61 21.23 16.66
R3 20.41 19.03 16.06
R2 18.21 18.21 15.85
R1 16.83 16.83 15.65 16.42
PP 16.01 16.01 16.01 15.81
S1 14.63 14.63 15.25 14.22
S2 13.81 13.81 15.05
S3 11.61 12.43 14.85
S4 9.41 10.23 14.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.56 15.19 4.37 24.4% 1.44 8.1% 62% True False
10 19.56 15.19 4.37 24.4% 1.19 6.7% 62% True False
20 20.44 15.19 5.25 29.3% 1.50 8.4% 52% False False
40 25.09 14.10 10.99 61.4% 1.79 10.0% 35% False False
60 25.09 14.10 10.99 61.4% 1.92 10.7% 35% False False
80 28.93 14.10 14.83 82.8% 2.12 11.8% 26% False False
100 28.93 14.10 14.83 82.8% 2.03 11.3% 26% False False
120 31.90 14.10 17.80 99.4% 2.20 12.3% 21% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 31.67
2.618 27.02
1.618 24.17
1.000 22.41
0.618 21.32
HIGH 19.56
0.618 18.47
0.500 18.14
0.382 17.80
LOW 16.71
0.618 14.95
1.000 13.86
1.618 12.10
2.618 9.25
4.250 4.60
Fisher Pivots for day following 17-Aug-2021
Pivot 1 day 3 day
R1 18.14 17.73
PP 18.06 17.55
S1 17.99 17.38

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

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