CBOE Volatility Index

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Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary Previous Current 20-Oct-2021 21-Oct-2021 Change Change % Previous Week Open 15.82 16.06 0.24 1.5% 19.93 High 15.89 16.11 0.22 1.4% 20.81 Low 15.29 14.92 -0.37 -2.4% 15.72 Close 15.49 15.01 -0.48 -3.1% 16.30 Range 0.60 1.19 0.59 98.3% 5.09 ATR 2.23 2.15 -0.07 -3.3% 0.00 Volume
Daily Pivots for day following 21-Oct-2021 Classic Woodie Camarilla DeMark R4 18.92 18.15 15.66 R3 17.73 16.96 15.34 R2 16.54 16.54 15.23 R1 15.77 15.77 15.12 15.56 PP 15.35 15.35 15.35 15.24 S1 14.58 14.58 14.90 14.37 S2 14.16 14.16 14.79 S3 12.97 13.39 14.68 S4 11.78 12.20 14.36	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 17.93 14.92 3.01 20.1% 1.06 7.1% 3% False True 10 20.81 14.92 5.89 39.2% 1.43 9.5% 2% False True 20 24.89 14.92 9.97 66.4% 2.24 14.9% 1% False True 40 28.79 14.92 13.87 92.4% 2.24 14.9% 1% False True 60 28.79 14.92 13.87 92.4% 2.12 14.1% 1% False True 80 28.79 14.25 14.54 96.9% 2.10 14.0% 5% False False 100 28.79 14.10 14.69 97.9% 2.11 14.1% 6% False False 120 28.93 14.10 14.83 98.8% 2.23 14.9% 6% 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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.25 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 21.17 2.618 19.23 1.618 18.04 1.000 17.30 0.618 16.85 HIGH 16.11 0.618 15.66 0.500 15.52 0.382 15.37 LOW 14.92 0.618 14.18 1.000 13.73 1.618 12.99 2.618 11.80 4.250 9.86
Fisher Pivots for day following 21-Oct-2021 Pivot 1 day 3 day R1 15.52 15.62 PP 15.35 15.41 S1 15.18 15.21

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