CBOE Volatility Index

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Trading Metrics calculated at close of trading on 20-Oct-2021
Day Change Summary Previous Current 19-Oct-2021 20-Oct-2021 Change Change % Previous Week Open 16.09 15.82 -0.27 -1.7% 19.93 High 16.31 15.89 -0.42 -2.6% 20.81 Low 15.57 15.29 -0.28 -1.8% 15.72 Close 15.70 15.49 -0.21 -1.3% 16.30 Range 0.74 0.60 -0.14 -18.9% 5.09 ATR 2.35 2.23 -0.13 -5.3% 0.00 Volume
Daily Pivots for day following 20-Oct-2021 Classic Woodie Camarilla DeMark R4 17.36 17.02 15.82 R3 16.76 16.42 15.66 R2 16.16 16.16 15.60 R1 15.82 15.82 15.55 15.69 PP 15.56 15.56 15.56 15.49 S1 15.22 15.22 15.44 15.09 S2 14.96 14.96 15.38 S3 14.36 14.62 15.33 S4 13.76 14.02 15.16	Weekly Pivots for week ending 15-Oct-2021 Classic Woodie Camarilla DeMark R4 32.88 29.68 19.10 R3 27.79 24.59 17.70 R2 22.70 22.70 17.23 R1 19.50 19.50 16.77 18.56 PP 17.61 17.61 17.61 17.14 S1 14.41 14.41 15.83 13.47 S2 12.52 12.52 15.37 S3 7.43 9.32 14.90 S4 2.34 4.23 13.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 18.08 15.29 2.79 18.0% 1.08 7.0% 7% False True 10 20.81 15.29 5.52 35.6% 1.48 9.6% 4% False True 20 24.89 15.29 9.60 62.0% 2.27 14.7% 2% False True 40 28.79 15.29 13.50 87.2% 2.23 14.4% 1% False True 60 28.79 15.19 13.60 87.8% 2.13 13.8% 2% False False 80 28.79 14.10 14.69 94.8% 2.12 13.7% 9% False False 100 28.79 14.10 14.69 94.8% 2.13 13.7% 9% False False 120 28.93 14.10 14.83 95.7% 2.24 14.4% 9% 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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.27 Narrowest range in 40 trading days	Fibonacci Retracements and Extensions 4.250 18.44 2.618 17.46 1.618 16.86 1.000 16.49 0.618 16.26 HIGH 15.89 0.618 15.66 0.500 15.59 0.382 15.52 LOW 15.29 0.618 14.92 1.000 14.69 1.618 14.32 2.618 13.72 4.250 12.74
Fisher Pivots for day following 20-Oct-2021 Pivot 1 day 3 day R1 15.59 16.61 PP 15.56 16.24 S1 15.52 15.86

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