CBOE Volatility Index

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Trading Metrics calculated at close of trading on 27-Oct-2021
Day Change Summary Previous Current 26-Oct-2021 27-Oct-2021 Change Change % Previous Week Open 15.02 15.79 0.77 5.1% 17.29 High 16.71 17.29 0.58 3.5% 17.93 Low 14.90 15.54 0.64 4.3% 14.84 Close 15.98 16.98 1.00 6.3% 15.43 Range 1.81 1.75 -0.06 -3.3% 3.09 ATR 2.03 2.01 -0.02 -1.0% 0.00 Volume
Daily Pivots for day following 27-Oct-2021 Classic Woodie Camarilla DeMark R4 21.85 21.17 17.94 R3 20.10 19.42 17.46 R2 18.35 18.35 17.30 R1 17.67 17.67 17.14 18.01 PP 16.60 16.60 16.60 16.78 S1 15.92 15.92 16.82 16.26 S2 14.85 14.85 16.66 S3 13.10 14.17 16.50 S4 11.35 12.42 16.02	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 17.29 14.84 2.45 14.4% 1.51 8.9% 87% True False 10 18.08 14.84 3.24 19.1% 1.29 7.6% 66% False False 20 24.89 14.84 10.05 59.2% 1.97 11.6% 21% False False 40 28.79 14.84 13.95 82.2% 2.24 13.2% 15% False False 60 28.79 14.84 13.95 82.2% 2.10 12.3% 15% False False 80 28.79 14.84 13.95 82.2% 2.11 12.4% 15% False False 100 28.79 14.10 14.69 86.5% 2.10 12.4% 20% False False 120 28.93 14.10 14.83 87.3% 2.21 13.0% 19% False False
Crabel Price Patterns NR True NR4 False 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 True Bear Hook False Bull Hook False Stretch 0.23 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 24.73 2.618 21.87 1.618 20.12 1.000 19.04 0.618 18.37 HIGH 17.29 0.618 16.62 0.500 16.42 0.382 16.21 LOW 15.54 0.618 14.46 1.000 13.79 1.618 12.71 2.618 10.96 4.250 8.10
Fisher Pivots for day following 27-Oct-2021 Pivot 1 day 3 day R1 16.79 16.69 PP 16.60 16.39 S1 16.42 16.10

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