CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 18.37 24.25 5.88 32.0% 19.64
High 21.51 28.79 7.28 33.8% 21.51
Low 18.35 23.90 5.55 30.2% 17.65
Close 20.81 25.71 4.90 23.5% 20.81
Range 3.16 4.89 1.73 54.7% 3.86
ATR 2.19 2.60 0.41 18.9% 0.00
Volume
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 40.80 38.15 28.40
R3 35.91 33.26 27.05
R2 31.02 31.02 26.61
R1 28.37 28.37 26.16 29.70
PP 26.13 26.13 26.13 26.80
S1 23.48 23.48 25.26 24.81
S2 21.24 21.24 24.81
S3 16.35 18.59 24.37
S4 11.46 13.70 23.02
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 31.57 30.05 22.93
R3 27.71 26.19 21.87
R2 23.85 23.85 21.52
R1 22.33 22.33 21.16 23.09
PP 19.99 19.99 19.99 20.37
S1 18.47 18.47 20.46 19.23
S2 16.13 16.13 20.10
S3 12.27 14.61 19.75
S4 8.41 10.75 18.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.79 17.65 11.14 43.3% 2.90 11.3% 72% True False
10 28.79 16.89 11.90 46.3% 2.68 10.4% 74% True False
20 28.79 15.68 13.11 51.0% 1.99 7.8% 77% True False
40 28.79 15.19 13.60 52.9% 2.00 7.8% 77% True False
60 28.79 14.10 14.69 57.1% 1.99 7.7% 79% True False
80 28.79 14.10 14.69 57.1% 2.04 7.9% 79% True False
100 28.93 14.10 14.83 57.7% 2.20 8.6% 78% False False
120 28.93 14.10 14.83 57.7% 2.08 8.1% 78% 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 0.56
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 49.57
2.618 41.59
1.618 36.70
1.000 33.68
0.618 31.81
HIGH 28.79
0.618 26.92
0.500 26.35
0.382 25.77
LOW 23.90
0.618 20.88
1.000 19.01
1.618 15.99
2.618 11.10
4.250 3.12
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 26.35 24.88
PP 26.13 24.05
S1 25.92 23.22

Download as Excel Spreadsheet

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

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