CBOE Volatility Index

Trading Metrics calculated at close of trading on 11-Jun-2021

Day Change Summary
	Previous	Current
	10-Jun-2021	11-Jun-2021	Change	Change %	Previous Week
Open	18.18	16.18	-2.00	-11.0%	17.34
High	18.29	16.20	-2.09	-11.4%	18.29
Low	16.01	15.15	-0.86	-5.4%	15.15
Close	16.10	15.65	-0.45	-2.8%	15.65
Range	2.28	1.05	-1.23	-53.9%	3.14
ATR	2.39	2.29	-0.10	-4.0%	0.00
Volume

Daily Pivots for day following 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	18.82	18.28	16.23
R3	17.77	17.23	15.94
R2	16.72	16.72	15.84
R1	16.18	16.18	15.75	15.93
PP	15.67	15.67	15.67	15.54
S1	15.13	15.13	15.55	14.88
S2	14.62	14.62	15.46
S3	13.57	14.08	15.36
S4	12.52	13.03	15.07

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	25.78	23.86	17.38
R3	22.64	20.72	16.51
R2	19.50	19.50	16.23
R1	17.58	17.58	15.94	16.97
PP	16.36	16.36	16.36	16.06
S1	14.44	14.44	15.36	13.83
S2	13.22	13.22	15.07
S3	10.08	11.30	14.79
S4	6.94	8.16	13.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18.29	15.15	3.14	20.1%	1.98	12.7%	16%	False	True
10	19.27	15.15	4.12	26.3%	1.94	12.4%	12%	False	True
20	25.96	15.15	10.81	69.1%	2.19	14.0%	5%	False	True
40	28.93	15.15	13.78	88.1%	2.34	15.0%	4%	False	True
60	28.93	15.15	13.78	88.1%	2.23	14.2%	4%	False	True
80	31.90	15.15	16.75	107.0%	2.53	16.2%	3%	False	True
100	37.51	15.15	22.36	142.9%	2.72	17.4%	2%	False	True
120	37.51	15.15	22.36	142.9%	2.70	17.2%	2%	False	True

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.46
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	20.66
2.618	18.95
1.618	17.90
1.000	17.25
0.618	16.85
HIGH	16.20
0.618	15.80
0.500	15.68
0.382	15.55
LOW	15.15
0.618	14.50
1.000	14.10
1.618	13.45
2.618	12.40
4.250	10.69

Fisher Pivots for day following 11-Jun-2021
Pivot	1 day	3 day
R1	15.68	16.72
PP	15.67	16.36
S1	15.66	16.01

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols