CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Sep-2021
Day Change Summary
Previous Current
28-Sep-2021 29-Sep-2021 Change Change % Previous Week
Open 19.74 22.07 2.33 11.8% 24.25
High 24.82 23.79 -1.03 -4.1% 28.79
Low 19.71 21.45 1.74 8.8% 17.63
Close 23.25 22.56 -0.69 -3.0% 17.75
Range 5.11 2.34 -2.77 -54.2% 11.16
ATR 2.91 2.86 -0.04 -1.4% 0.00
Volume
Daily Pivots for day following 29-Sep-2021
Classic Woodie Camarilla DeMark
R4 29.62 28.43 23.85
R3 27.28 26.09 23.20
R2 24.94 24.94 22.99
R1 23.75 23.75 22.77 24.35
PP 22.60 22.60 22.60 22.90
S1 21.41 21.41 22.35 22.01
S2 20.26 20.26 22.13
S3 17.92 19.07 21.92
S4 15.58 16.73 21.27
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 31.9% 2.72 12.1% 69% False False
10 28.79 17.63 11.16 49.5% 3.03 13.4% 44% False False
20 28.79 15.68 13.11 58.1% 2.51 11.1% 52% False False
40 28.79 15.19 13.60 60.3% 2.16 9.6% 54% False False
60 28.79 15.19 13.60 60.3% 2.16 9.6% 54% False False
80 28.79 14.10 14.69 65.1% 2.13 9.5% 58% False False
100 28.93 14.10 14.83 65.7% 2.25 10.0% 57% False False
120 28.93 14.10 14.83 65.7% 2.18 9.7% 57% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 33.74
2.618 29.92
1.618 27.58
1.000 26.13
0.618 25.24
HIGH 23.79
0.618 22.90
0.500 22.62
0.382 22.34
LOW 21.45
0.618 20.00
1.000 19.11
1.618 17.66
2.618 15.32
4.250 11.51
Fisher Pivots for day following 29-Sep-2021
Pivot 1 day 3 day
R1 22.62 22.13
PP 22.60 21.71
S1 22.58 21.28

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

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