CBOE Volatility Index


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 17.78 19.74 1.96 11.0% 24.25
High 19.32 24.82 5.50 28.5% 28.79
Low 17.74 19.71 1.97 11.1% 17.63
Close 18.76 23.25 4.49 23.9% 17.75
Range 1.58 5.11 3.53 223.4% 11.16
ATR 2.66 2.91 0.24 9.1% 0.00
Volume
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 37.92 35.70 26.06
R3 32.81 30.59 24.66
R2 27.70 27.70 24.19
R1 25.48 25.48 23.72 26.59
PP 22.59 22.59 22.59 23.15
S1 20.37 20.37 22.78 21.48
S2 17.48 17.48 22.31
S3 12.37 15.26 21.84
S4 7.26 10.15 20.44
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 54.87 47.47 23.89
R3 43.71 36.31 20.82
R2 32.55 32.55 19.80
R1 25.15 25.15 18.77 23.27
PP 21.39 21.39 21.39 20.45
S1 13.99 13.99 16.73 12.11
S2 10.23 10.23 15.70
S3 -0.93 2.83 14.68
S4 -12.09 -8.33 11.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.82 17.63 7.19 30.9% 2.78 12.0% 78% True False
10 28.79 17.63 11.16 48.0% 3.02 13.0% 50% False False
20 28.79 15.68 13.11 56.4% 2.45 10.5% 58% False False
40 28.79 15.19 13.60 58.5% 2.17 9.3% 59% False False
60 28.79 15.19 13.60 58.5% 2.15 9.3% 59% False False
80 28.79 14.10 14.69 63.2% 2.13 9.1% 62% False False
100 28.93 14.10 14.83 63.8% 2.25 9.7% 62% False False
120 28.93 14.10 14.83 63.8% 2.17 9.3% 62% 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 0.59
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 46.54
2.618 38.20
1.618 33.09
1.000 29.93
0.618 27.98
HIGH 24.82
0.618 22.87
0.500 22.27
0.382 21.66
LOW 19.71
0.618 16.55
1.000 14.60
1.618 11.44
2.618 6.33
4.250 -2.01
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 22.92 22.58
PP 22.59 21.90
S1 22.27 21.23

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

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