CBOE Volatility Index

Trading Metrics calculated at close of trading on 14-Apr-2021

Day Change Summary
	Previous	Current
	13-Apr-2021	14-Apr-2021	Change	Change %	Previous Week
Open	16.99	16.71	-0.28	-1.6%	18.16
High	17.86	17.69	-0.17	-1.0%	18.40
Low	16.43	15.38	-1.05	-6.4%	16.20
Close	16.65	16.99	0.34	2.0%	16.69
Range	1.43	2.31	0.88	61.5%	2.20
ATR	2.17	2.18	0.01	0.5%	0.00
Volume

Daily Pivots for day following 14-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	23.62	22.61	18.26
R3	21.31	20.30	17.63
R2	19.00	19.00	17.41
R1	17.99	17.99	17.20	18.50
PP	16.69	16.69	16.69	16.94
S1	15.68	15.68	16.78	16.19
S2	14.38	14.38	16.57
S3	12.07	13.37	16.35
S4	9.76	11.06	15.72

Weekly Pivots for week ending 09-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	23.70	22.39	17.90
R3	21.50	20.19	17.30
R2	19.30	19.30	17.09
R1	17.99	17.99	16.89	17.55
PP	17.10	17.10	17.10	16.87
S1	15.79	15.79	16.49	15.35
S2	14.90	14.90	16.29
S3	12.70	13.59	16.09
S4	10.50	11.39	15.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17.91	15.38	2.53	14.9%	1.36	8.0%	64%	False	True
10	20.11	15.38	4.73	27.8%	1.27	7.5%	34%	False	True
20	23.51	15.38	8.13	47.9%	2.04	12.0%	20%	False	True
40	31.90	15.38	16.52	97.2%	2.75	16.2%	10%	False	True
60	37.51	15.38	22.13	130.3%	2.98	17.5%	7%	False	True
80	37.51	15.38	22.13	130.3%	2.87	16.9%	7%	False	True
100	37.51	15.38	22.13	130.3%	2.65	15.6%	7%	False	True
120	41.16	15.38	25.78	151.7%	2.77	16.3%	6%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	27.51
2.618	23.74
1.618	21.43
1.000	20.00
0.618	19.12
HIGH	17.69
0.618	16.81
0.500	16.54
0.382	16.26
LOW	15.38
0.618	13.95
1.000	13.07
1.618	11.64
2.618	9.33
4.250	5.56

Fisher Pivots for day following 14-Apr-2021
Pivot	1 day	3 day
R1	16.84	16.88
PP	16.69	16.76
S1	16.54	16.65

Download as Excel Spreadsheet

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

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