CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 22.90 22.92 0.02 0.1% 17.78
High 24.58 23.17 -1.41 -5.7% 24.89
Low 21.88 20.62 -1.26 -5.8% 17.74
Close 22.96 21.30 -1.66 -7.2% 21.15
Range 2.70 2.55 -0.15 -5.6% 7.15
ATR 3.07 3.04 -0.04 -1.2% 0.00
Volume
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 29.35 27.87 22.70
R3 26.80 25.32 22.00
R2 24.25 24.25 21.77
R1 22.77 22.77 21.53 22.24
PP 21.70 21.70 21.70 21.43
S1 20.22 20.22 21.07 19.69
S2 19.15 19.15 20.83
S3 16.60 17.67 20.60
S4 14.05 15.12 19.90
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 42.71 39.08 25.08
R3 35.56 31.93 23.12
R2 28.41 28.41 22.46
R1 24.78 24.78 21.81 26.60
PP 21.26 21.26 21.26 22.17
S1 17.63 17.63 20.49 19.45
S2 14.11 14.11 19.84
S3 6.96 10.48 19.18
S4 -0.19 3.33 17.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.89 20.60 4.29 20.1% 3.19 15.0% 16% False False
10 24.89 17.63 7.26 34.1% 2.99 14.0% 51% False False
20 28.79 16.99 11.80 55.4% 2.95 13.9% 37% False False
40 28.79 15.19 13.60 63.8% 2.40 11.3% 45% False False
60 28.79 15.19 13.60 63.8% 2.24 10.5% 45% False False
80 28.79 14.10 14.69 69.0% 2.20 10.3% 49% False False
100 28.79 14.10 14.69 69.0% 2.20 10.3% 49% False False
120 28.93 14.10 14.83 69.6% 2.25 10.6% 49% False False
Crabel Price Patterns
NR True
NR4 True
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 0.50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 34.01
2.618 29.85
1.618 27.30
1.000 25.72
0.618 24.75
HIGH 23.17
0.618 22.20
0.500 21.90
0.382 21.59
LOW 20.62
0.618 19.04
1.000 18.07
1.618 16.49
2.618 13.94
4.250 9.78
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 21.90 22.76
PP 21.70 22.27
S1 21.50 21.79

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

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