CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Sep-2021
Day Change Summary
Previous Current
09-Sep-2021 10-Sep-2021 Change Change % Previous Week
Open 19.44 17.94 -1.50 -7.7% 16.94
High 19.54 21.13 1.59 8.1% 21.13
Low 17.17 16.99 -0.18 -1.0% 16.89
Close 18.80 20.95 2.15 11.4% 20.95
Range 2.37 4.14 1.77 74.7% 4.24
ATR 1.92 2.08 0.16 8.3% 0.00
Volume
Daily Pivots for day following 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 32.11 30.67 23.23
R3 27.97 26.53 22.09
R2 23.83 23.83 21.71
R1 22.39 22.39 21.33 23.11
PP 19.69 19.69 19.69 20.05
S1 18.25 18.25 20.57 18.97
S2 15.55 15.55 20.19
S3 11.41 14.11 19.81
S4 7.27 9.97 18.67
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 32.38 30.90 23.28
R3 28.14 26.66 22.12
R2 23.90 23.90 21.73
R1 22.42 22.42 21.34 23.16
PP 19.66 19.66 19.66 20.03
S1 18.18 18.18 20.56 18.92
S2 15.42 15.42 20.17
S3 11.18 13.94 19.78
S4 6.94 9.70 18.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.13 16.08 5.05 24.1% 2.17 10.4% 96% True False
10 21.13 15.68 5.45 26.0% 1.72 8.2% 97% True False
20 24.74 15.19 9.55 45.6% 2.12 10.1% 60% False False
40 25.09 15.19 9.90 47.3% 1.98 9.5% 58% False False
60 25.09 14.10 10.99 52.5% 1.99 9.5% 62% False False
80 25.96 14.10 11.86 56.6% 2.02 9.6% 58% False False
100 28.93 14.10 14.83 70.8% 2.14 10.2% 46% False False
120 28.93 14.10 14.83 70.8% 2.07 9.9% 46% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 38.73
2.618 31.97
1.618 27.83
1.000 25.27
0.618 23.69
HIGH 21.13
0.618 19.55
0.500 19.06
0.382 18.57
LOW 16.99
0.618 14.43
1.000 12.85
1.618 10.29
2.618 6.15
4.250 -0.61
Fisher Pivots for day following 10-Sep-2021
Pivot 1 day 3 day
R1 20.32 20.32
PP 19.69 19.69
S1 19.06 19.06

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

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