CBOE Volatility Index


Trading Metrics calculated at close of trading on 14-Oct-2021
Day Change Summary
Previous Current
13-Oct-2021 14-Oct-2021 Change Change % Previous Week
Open 20.14 18.01 -2.13 -10.6% 22.90
High 20.23 18.08 -2.15 -10.6% 24.58
Low 18.44 16.80 -1.64 -8.9% 18.20
Close 18.64 16.86 -1.78 -9.5% 18.77
Range 1.79 1.28 -0.51 -28.5% 6.38
ATR 2.71 2.65 -0.06 -2.3% 0.00
Volume
Daily Pivots for day following 14-Oct-2021
Classic Woodie Camarilla DeMark
R4 21.09 20.25 17.56
R3 19.81 18.97 17.21
R2 18.53 18.53 17.09
R1 17.69 17.69 16.98 17.47
PP 17.25 17.25 17.25 17.14
S1 16.41 16.41 16.74 16.19
S2 15.97 15.97 16.63
S3 14.69 15.13 16.51
S4 13.41 13.85 16.16
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 39.66 35.59 22.28
R3 33.28 29.21 20.52
R2 26.90 26.90 19.94
R1 22.83 22.83 19.35 21.68
PP 20.52 20.52 20.52 19.94
S1 16.45 16.45 18.19 15.30
S2 14.14 14.14 17.60
S3 7.76 10.07 17.02
S4 1.38 3.69 15.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.81 16.80 4.01 23.8% 1.80 10.7% 1% False True
10 24.89 16.80 8.09 48.0% 2.36 14.0% 1% False True
20 28.79 16.80 11.99 71.1% 2.79 16.6% 1% False True
40 28.79 15.68 13.11 77.8% 2.44 14.5% 9% False False
60 28.79 15.19 13.60 80.7% 2.17 12.9% 12% False False
80 28.79 14.10 14.69 87.1% 2.14 12.7% 19% False False
100 28.79 14.10 14.69 87.1% 2.15 12.8% 19% False False
120 28.93 14.10 14.83 88.0% 2.25 13.4% 19% 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 0.44
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 23.52
2.618 21.43
1.618 20.15
1.000 19.36
0.618 18.87
HIGH 18.08
0.618 17.59
0.500 17.44
0.382 17.29
LOW 16.80
0.618 16.01
1.000 15.52
1.618 14.73
2.618 13.45
4.250 11.36
Fisher Pivots for day following 14-Oct-2021
Pivot 1 day 3 day
R1 17.44 18.81
PP 17.25 18.16
S1 17.05 17.51

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

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