CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 22.72 19.91 -2.81 -12.4% 19.64
High 23.40 20.21 -3.19 -13.6% 21.51
Low 20.75 18.42 -2.33 -11.2% 17.65
Close 20.87 18.63 -2.24 -10.7% 20.81
Range 2.65 1.79 -0.86 -32.5% 3.86
ATR 2.77 2.74 -0.02 -0.8% 0.00
Volume
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 24.46 23.33 19.61
R3 22.67 21.54 19.12
R2 20.88 20.88 18.96
R1 19.75 19.75 18.79 19.42
PP 19.09 19.09 19.09 18.92
S1 17.96 17.96 18.47 17.63
S2 17.30 17.30 18.30
S3 15.51 16.17 18.14
S4 13.72 14.38 17.65
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 18.35 10.44 56.0% 3.28 17.6% 3% False False
10 28.79 16.99 11.80 63.3% 2.94 15.8% 14% False False
20 28.79 15.68 13.11 70.4% 2.23 12.0% 23% False False
40 28.79 15.19 13.60 73.0% 2.05 11.0% 25% False False
60 28.79 14.25 14.54 78.0% 2.06 11.0% 30% False False
80 28.79 14.10 14.69 78.9% 2.08 11.1% 31% False False
100 28.93 14.10 14.83 79.6% 2.23 12.0% 31% False False
120 28.93 14.10 14.83 79.6% 2.12 11.4% 31% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.75
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 27.82
2.618 24.90
1.618 23.11
1.000 22.00
0.618 21.32
HIGH 20.21
0.618 19.53
0.500 19.32
0.382 19.10
LOW 18.42
0.618 17.31
1.000 16.63
1.618 15.52
2.618 13.73
4.250 10.81
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 19.32 22.01
PP 19.09 20.88
S1 18.86 19.76

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

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