CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Aug-2021
Day Change Summary
Previous Current
19-Aug-2021 20-Aug-2021 Change Change % Previous Week
Open 23.12 22.74 -0.38 -1.6% 17.05
High 24.74 23.90 -0.84 -3.4% 24.74
Low 20.37 18.18 -2.19 -10.8% 16.02
Close 21.67 18.56 -3.11 -14.4% 18.56
Range 4.37 5.72 1.35 30.9% 8.72
ATR 2.19 2.45 0.25 11.5% 0.00
Volume
Daily Pivots for day following 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 37.37 33.69 21.71
R3 31.65 27.97 20.13
R2 25.93 25.93 19.61
R1 22.25 22.25 19.08 21.23
PP 20.21 20.21 20.21 19.71
S1 16.53 16.53 18.04 15.51
S2 14.49 14.49 17.51
S3 8.77 10.81 16.99
S4 3.05 5.09 15.41
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 45.93 40.97 23.36
R3 37.21 32.25 20.96
R2 28.49 28.49 20.16
R1 23.53 23.53 19.36 26.01
PP 19.77 19.77 19.77 21.02
S1 14.81 14.81 17.76 17.29
S2 11.05 11.05 16.96
S3 2.33 6.09 16.16
S4 -6.39 -2.63 13.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.74 16.02 8.72 47.0% 3.79 20.4% 29% False False
10 24.74 15.19 9.55 51.5% 2.32 12.5% 35% False False
20 24.74 15.19 9.55 51.5% 2.01 10.8% 35% False False
40 25.09 14.10 10.99 59.2% 1.99 10.7% 41% False False
60 25.09 14.10 10.99 59.2% 2.06 11.1% 41% False False
80 28.93 14.10 14.83 79.9% 2.25 12.1% 30% False False
100 28.93 14.10 14.83 79.9% 2.10 11.3% 30% False False
120 31.90 14.10 17.80 95.9% 2.25 12.1% 25% 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 0.52
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 48.21
2.618 38.87
1.618 33.15
1.000 29.62
0.618 27.43
HIGH 23.90
0.618 21.71
0.500 21.04
0.382 20.37
LOW 18.18
0.618 14.65
1.000 12.46
1.618 8.93
2.618 3.21
4.250 -6.13
Fisher Pivots for day following 20-Aug-2021
Pivot 1 day 3 day
R1 21.04 21.03
PP 20.21 20.20
S1 19.39 19.38

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

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