CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 22.07 21.48 -0.59 -2.7% 24.25
High 23.79 24.71 0.92 3.9% 28.79
Low 21.45 20.60 -0.85 -4.0% 17.63
Close 22.56 23.14 0.58 2.6% 17.75
Range 2.34 4.11 1.77 75.6% 11.16
ATR 2.86 2.95 0.09 3.1% 0.00
Volume
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 35.15 33.25 25.40
R3 31.04 29.14 24.27
R2 26.93 26.93 23.89
R1 25.03 25.03 23.52 25.98
PP 22.82 22.82 22.82 23.29
S1 20.92 20.92 22.76 21.87
S2 18.71 18.71 22.39
S3 14.60 16.81 22.01
S4 10.49 12.70 20.88
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 31.1% 3.18 13.8% 77% False False
10 28.79 17.63 11.16 48.2% 3.23 14.0% 49% False False
20 28.79 15.73 13.06 56.4% 2.66 11.5% 57% False False
40 28.79 15.19 13.60 58.8% 2.23 9.6% 58% False False
60 28.79 15.19 13.60 58.8% 2.20 9.5% 58% False False
80 28.79 14.10 14.69 63.5% 2.15 9.3% 62% False False
100 28.93 14.10 14.83 64.1% 2.27 9.8% 61% False False
120 28.93 14.10 14.83 64.1% 2.21 9.5% 61% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.18
2.618 35.47
1.618 31.36
1.000 28.82
0.618 27.25
HIGH 24.71
0.618 23.14
0.500 22.66
0.382 22.17
LOW 20.60
0.618 18.06
1.000 16.49
1.618 13.95
2.618 9.84
4.250 3.13
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 22.98 22.85
PP 22.82 22.56
S1 22.66 22.27

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

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