CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 16.06 16.27 0.21 1.3% 18.83
High 16.71 16.98 0.27 1.6% 19.27
Low 15.68 15.73 0.05 0.3% 16.11
Close 16.11 16.41 0.30 1.9% 16.39
Range 1.03 1.25 0.22 21.4% 3.16
ATR 2.00 1.95 -0.05 -2.7% 0.00
Volume
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 20.12 19.52 17.10
R3 18.87 18.27 16.75
R2 17.62 17.62 16.64
R1 17.02 17.02 16.52 17.32
PP 16.37 16.37 16.37 16.53
S1 15.77 15.77 16.30 16.07
S2 15.12 15.12 16.18
S3 13.87 14.52 16.07
S4 12.62 13.27 15.72
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 18.22 15.68 2.54 15.5% 1.27 7.8% 29% False False
10 23.90 15.68 8.22 50.1% 1.78 10.9% 9% False False
20 24.74 15.19 9.55 58.2% 1.83 11.2% 13% False False
40 25.09 15.19 9.90 60.3% 1.91 11.6% 12% False False
60 25.09 14.10 10.99 67.0% 1.96 12.0% 21% False False
80 28.93 14.10 14.83 90.4% 2.15 13.1% 16% False False
100 28.93 14.10 14.83 90.4% 2.12 12.9% 16% False False
120 28.93 14.10 14.83 90.4% 2.09 12.7% 16% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 22.29
2.618 20.25
1.618 19.00
1.000 18.23
0.618 17.75
HIGH 16.98
0.618 16.50
0.500 16.36
0.382 16.21
LOW 15.73
0.618 14.96
1.000 14.48
1.618 13.71
2.618 12.46
4.250 10.42
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 16.39 16.40
PP 16.37 16.39
S1 16.36 16.38

Download as Excel Spreadsheet

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

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