CBOE Volatility Index

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Trading Metrics calculated at close of trading on 13-Jun-2023
Day Change Summary Previous Current 12-Jun-2023 13-Jun-2023 Change Change % Previous Week Open 14.44 14.99 0.55 3.8% 15.28 High 15.02 15.06 0.04 0.3% 15.29 Low 14.32 14.47 0.15 1.0% 13.50 Close 15.01 14.61 -0.40 -2.7% 13.83 Range 0.70 0.59 -0.11 -15.7% 1.79 ATR 1.38 1.32 -0.06 -4.1% 0.00 Volume
Daily Pivots for day following 13-Jun-2023 Classic Woodie Camarilla DeMark R4 16.48 16.14 14.93 R3 15.89 15.55 14.77 R2 15.30 15.30 14.72 R1 14.96 14.96 14.66 14.84 PP 14.71 14.71 14.71 14.65 S1 14.37 14.37 14.56 14.25 S2 14.12 14.12 14.50 S3 13.53 13.78 14.45 S4 12.94 13.19 14.29	Weekly Pivots for week ending 09-Jun-2023 Classic Woodie Camarilla DeMark R4 19.58 18.49 14.81 R3 17.79 16.70 14.32 R2 16.00 16.00 14.16 R1 14.91 14.91 13.99 14.56 PP 14.21 14.21 14.21 14.03 S1 13.12 13.12 13.67 12.77 S2 12.42 12.42 13.50 S3 10.63 11.33 13.34 S4 8.84 9.54 12.85
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 15.06 13.50 1.56 10.7% 0.63 4.3% 71% True False 10 18.40 13.50 4.90 33.5% 0.93 6.4% 23% False False 20 20.81 13.50 7.31 50.0% 1.24 8.5% 15% False False 40 21.33 13.50 7.83 53.6% 1.46 10.0% 14% False False 60 28.91 13.50 15.41 105.5% 1.59 10.9% 7% False False 80 30.81 13.50 17.31 118.5% 1.90 13.0% 6% False False 100 30.81 13.50 17.31 118.5% 1.81 12.4% 6% False False 120 30.81 13.50 17.31 118.5% 1.77 12.1% 6% False False
Crabel Price Patterns NR True NR4 True 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 False Bear Hook False Bull Hook False Stretch 0.15 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 17.57 2.618 16.60 1.618 16.01 1.000 15.65 0.618 15.42 HIGH 15.06 0.618 14.83 0.500 14.77 0.382 14.70 LOW 14.47 0.618 14.11 1.000 13.88 1.618 13.52 2.618 12.93 4.250 11.96
Fisher Pivots for day following 13-Jun-2023 Pivot 1 day 3 day R1 14.77 14.50 PP 14.71 14.39 S1 14.66 14.28

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