CBOE Volatility Index

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Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary Previous Current 02-Jul-2024 03-Jul-2024 Change Change % Previous Week Open 12.67 12.13 -0.54 -4.3% 13.85 High 12.88 12.23 -0.65 -5.0% 13.88 Low 11.85 11.95 0.10 0.8% 11.87 Close 12.03 12.09 0.06 0.5% 12.44 Range 1.03 0.28 -0.75 -72.8% 2.01 ATR 0.97 0.92 -0.05 -5.1% 0.00 Volume
Daily Pivots for day following 03-Jul-2024 Classic Woodie Camarilla DeMark R4 12.93 12.79 12.24 R3 12.65 12.51 12.17 R2 12.37 12.37 12.14 R1 12.23 12.23 12.12 12.16 PP 12.09 12.09 12.09 12.06 S1 11.95 11.95 12.06 11.88 S2 11.81 11.81 12.04 S3 11.53 11.67 12.01 S4 11.25 11.39 11.94	Weekly Pivots for week ending 28-Jun-2024 Classic Woodie Camarilla DeMark R4 18.76 17.61 13.55 R3 16.75 15.60 12.99 R2 14.74 14.74 12.81 R1 13.59 13.59 12.62 13.16 PP 12.73 12.73 12.73 12.52 S1 11.58 11.58 12.26 11.15 S2 10.72 10.72 12.07 S3 8.71 9.57 11.89 S4 6.70 7.56 11.33
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 13.26 11.85 1.41 11.7% 0.78 6.5% 17% False False 10 13.88 11.85 2.03 16.8% 0.83 6.9% 12% False False 20 13.88 11.85 2.03 16.8% 0.82 6.8% 12% False False 40 14.88 11.52 3.36 27.8% 0.86 7.1% 17% False False 60 21.36 11.52 9.84 81.4% 1.17 9.7% 6% False False 80 21.36 11.52 9.84 81.4% 1.15 9.5% 6% False False 100 21.36 11.52 9.84 81.4% 1.10 9.1% 6% False False 120 21.36 11.52 9.84 81.4% 1.06 8.8% 6% False False
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.21 Narrowest range in 66 trading days	Fibonacci Retracements and Extensions 4.250 13.42 2.618 12.96 1.618 12.68 1.000 12.51 0.618 12.40 HIGH 12.23 0.618 12.12 0.500 12.09 0.382 12.06 LOW 11.95 0.618 11.78 1.000 11.67 1.618 11.50 2.618 11.22 4.250 10.76
Fisher Pivots for day following 03-Jul-2024 Pivot 1 day 3 day R1 12.09 12.56 PP 12.09 12.40 S1 12.09 12.25

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