CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Sep-2021
Day Change Summary
Previous Current
07-Sep-2021 08-Sep-2021 Change Change % Previous Week
Open 16.94 18.97 2.03 12.0% 16.77
High 18.39 19.64 1.25 6.8% 17.07
Low 16.89 17.78 0.89 5.3% 15.68
Close 18.14 17.96 -0.18 -1.0% 16.41
Range 1.50 1.86 0.36 24.0% 1.39
ATR 1.89 1.89 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 08-Sep-2021
Classic Woodie Camarilla DeMark
R4 24.04 22.86 18.98
R3 22.18 21.00 18.47
R2 20.32 20.32 18.30
R1 19.14 19.14 18.13 18.80
PP 18.46 18.46 18.46 18.29
S1 17.28 17.28 17.79 16.94
S2 16.60 16.60 17.62
S3 14.74 15.42 17.45
S4 12.88 13.56 16.94
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 20.56 19.87 17.17
R3 19.17 18.48 16.79
R2 17.78 17.78 16.66
R1 17.09 17.09 16.54 16.74
PP 16.39 16.39 16.39 16.21
S1 15.70 15.70 16.28 15.35
S2 15.00 15.00 16.16
S3 13.61 14.31 16.03
S4 12.22 12.92 15.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.64 15.68 3.96 22.0% 1.32 7.4% 58% True False
10 19.64 15.68 3.96 22.0% 1.39 7.7% 58% True False
20 24.74 15.19 9.55 53.2% 1.90 10.6% 29% False False
40 25.09 15.19 9.90 55.1% 1.90 10.6% 28% False False
60 25.09 14.10 10.99 61.2% 1.95 10.8% 35% False False
80 25.96 14.10 11.86 66.0% 1.99 11.1% 33% False False
100 28.93 14.10 14.83 82.6% 2.12 11.8% 26% False False
120 28.93 14.10 14.83 82.6% 2.07 11.5% 26% 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 0.26
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 27.55
2.618 24.51
1.618 22.65
1.000 21.50
0.618 20.79
HIGH 19.64
0.618 18.93
0.500 18.71
0.382 18.49
LOW 17.78
0.618 16.63
1.000 15.92
1.618 14.77
2.618 12.91
4.250 9.88
Fisher Pivots for day following 08-Sep-2021
Pivot 1 day 3 day
R1 18.71 17.93
PP 18.46 17.89
S1 18.21 17.86

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

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