CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 24.25 23.41 -0.84 -3.5% 19.64
High 28.79 25.60 -3.19 -11.1% 21.51
Low 23.90 21.71 -2.19 -9.2% 17.65
Close 25.71 24.36 -1.35 -5.3% 20.81
Range 4.89 3.89 -1.00 -20.4% 3.86
ATR 2.60 2.70 0.10 3.8% 0.00
Volume
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 35.56 33.85 26.50
R3 31.67 29.96 25.43
R2 27.78 27.78 25.07
R1 26.07 26.07 24.72 26.93
PP 23.89 23.89 23.89 24.32
S1 22.18 22.18 24.00 23.04
S2 20.00 20.00 23.65
S3 16.11 18.29 23.29
S4 12.22 14.40 22.22
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 45.7% 3.26 13.4% 60% False False
10 28.79 16.99 11.80 48.4% 2.92 12.0% 62% False False
20 28.79 15.68 13.11 53.8% 2.09 8.6% 66% False False
40 28.79 15.19 13.60 55.8% 2.05 8.4% 67% False False
60 28.79 14.10 14.69 60.3% 2.04 8.4% 70% False False
80 28.79 14.10 14.69 60.3% 2.07 8.5% 70% False False
100 28.93 14.10 14.83 60.9% 2.22 9.1% 69% False False
120 28.93 14.10 14.83 60.9% 2.10 8.6% 69% 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 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.13
2.618 35.78
1.618 31.89
1.000 29.49
0.618 28.00
HIGH 25.60
0.618 24.11
0.500 23.66
0.382 23.20
LOW 21.71
0.618 19.31
1.000 17.82
1.618 15.42
2.618 11.53
4.250 5.18
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 24.13 24.10
PP 23.89 23.83
S1 23.66 23.57

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

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