CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 16.06 15.35 -0.71 -4.4% 17.29
High 16.11 16.39 0.28 1.7% 17.93
Low 14.92 14.84 -0.08 -0.5% 14.84
Close 15.01 15.43 0.42 2.8% 15.43
Range 1.19 1.55 0.36 30.3% 3.09
ATR 2.15 2.11 -0.04 -2.0% 0.00
Volume
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 20.20 19.37 16.28
R3 18.65 17.82 15.86
R2 17.10 17.10 15.71
R1 16.27 16.27 15.57 16.69
PP 15.55 15.55 15.55 15.76
S1 14.72 14.72 15.29 15.14
S2 14.00 14.00 15.15
S3 12.45 13.17 15.00
S4 10.90 11.62 14.58
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 25.34 23.47 17.13
R3 22.25 20.38 16.28
R2 19.16 19.16 16.00
R1 17.29 17.29 15.71 16.68
PP 16.07 16.07 16.07 15.76
S1 14.20 14.20 15.15 13.59
S2 12.98 12.98 14.86
S3 9.89 11.11 14.58
S4 6.80 8.02 13.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.93 14.84 3.09 20.0% 1.15 7.4% 19% False True
10 20.81 14.84 5.97 38.7% 1.41 9.2% 10% False True
20 24.89 14.84 10.05 65.1% 2.18 14.1% 6% False True
40 28.79 14.84 13.95 90.4% 2.22 14.4% 4% False True
60 28.79 14.84 13.95 90.4% 2.13 13.8% 4% False True
80 28.79 14.25 14.54 94.2% 2.10 13.6% 8% False False
100 28.79 14.10 14.69 95.2% 2.11 13.7% 9% False False
120 28.93 14.10 14.83 96.1% 2.22 14.4% 9% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 22.98
2.618 20.45
1.618 18.90
1.000 17.94
0.618 17.35
HIGH 16.39
0.618 15.80
0.500 15.62
0.382 15.43
LOW 14.84
0.618 13.88
1.000 13.29
1.618 12.33
2.618 10.78
4.250 8.25
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 15.62 15.62
PP 15.55 15.55
S1 15.49 15.49

Download as Excel Spreadsheet

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

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