CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 15.98 16.06 0.08 0.5% 18.83
High 17.07 16.71 -0.36 -2.1% 19.27
Low 15.91 15.68 -0.23 -1.4% 16.11
Close 16.48 16.11 -0.37 -2.2% 16.39
Range 1.16 1.03 -0.13 -11.2% 3.16
ATR 2.08 2.00 -0.07 -3.6% 0.00
Volume
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 19.26 18.71 16.68
R3 18.23 17.68 16.39
R2 17.20 17.20 16.30
R1 16.65 16.65 16.20 16.93
PP 16.17 16.17 16.17 16.30
S1 15.62 15.62 16.02 15.90
S2 15.14 15.14 15.92
S3 14.11 14.59 15.83
S4 13.08 13.56 15.54
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 26.74 24.72 18.13
R3 23.58 21.56 17.26
R2 20.42 20.42 16.97
R1 18.40 18.40 16.68 17.83
PP 17.26 17.26 17.26 16.97
S1 15.24 15.24 16.10 14.67
S2 14.10 14.10 15.81
S3 10.94 12.08 15.52
S4 7.78 8.92 14.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.27 15.68 3.59 22.3% 1.45 9.0% 12% False True
10 24.74 15.68 9.06 56.2% 2.09 13.0% 5% False True
20 24.74 15.19 9.55 59.3% 1.80 11.2% 10% False False
40 25.09 15.19 9.90 61.5% 1.97 12.2% 9% False False
60 25.09 14.10 10.99 68.2% 1.98 12.3% 18% False False
80 28.93 14.10 14.83 92.1% 2.17 13.5% 14% False False
100 28.93 14.10 14.83 92.1% 2.12 13.1% 14% False False
120 28.93 14.10 14.83 92.1% 2.10 13.0% 14% 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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 21.09
2.618 19.41
1.618 18.38
1.000 17.74
0.618 17.35
HIGH 16.71
0.618 16.32
0.500 16.20
0.382 16.07
LOW 15.68
0.618 15.04
1.000 14.65
1.618 14.01
2.618 12.98
4.250 11.30
Fisher Pivots for day following 01-Sep-2021
Pivot 1 day 3 day
R1 16.20 16.38
PP 16.17 16.29
S1 16.14 16.20

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

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