CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Aug-2021
Day Change Summary
Previous Current
20-Aug-2021 23-Aug-2021 Change Change % Previous Week
Open 22.74 18.83 -3.91 -17.2% 17.05
High 23.90 18.95 -4.95 -20.7% 24.74
Low 18.18 16.95 -1.23 -6.8% 16.02
Close 18.56 17.15 -1.41 -7.6% 18.56
Range 5.72 2.00 -3.72 -65.0% 8.72
ATR 2.45 2.41 -0.03 -1.3% 0.00
Volume
Daily Pivots for day following 23-Aug-2021
Classic Woodie Camarilla DeMark
R4 23.68 22.42 18.25
R3 21.68 20.42 17.70
R2 19.68 19.68 17.52
R1 18.42 18.42 17.33 18.05
PP 17.68 17.68 17.68 17.50
S1 16.42 16.42 16.97 16.05
S2 15.68 15.68 16.78
S3 13.68 14.42 16.60
S4 11.68 12.42 16.05
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 16.71 8.03 46.8% 3.85 22.5% 5% False False
10 24.74 15.19 9.55 55.7% 2.44 14.2% 21% False False
20 24.74 15.19 9.55 55.7% 2.01 11.7% 21% False False
40 25.09 14.10 10.99 64.1% 2.01 11.7% 28% False False
60 25.09 14.10 10.99 64.1% 2.06 12.0% 28% False False
80 28.93 14.10 14.83 86.5% 2.25 13.1% 21% False False
100 28.93 14.10 14.83 86.5% 2.11 12.3% 21% False False
120 31.90 14.10 17.80 103.8% 2.23 13.0% 17% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.51
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 27.45
2.618 24.19
1.618 22.19
1.000 20.95
0.618 20.19
HIGH 18.95
0.618 18.19
0.500 17.95
0.382 17.71
LOW 16.95
0.618 15.71
1.000 14.95
1.618 13.71
2.618 11.71
4.250 8.45
Fisher Pivots for day following 23-Aug-2021
Pivot 1 day 3 day
R1 17.95 20.85
PP 17.68 19.61
S1 17.42 18.38

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

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