CBOE Volatility Index

Trading Metrics calculated at close of trading on 06-Apr-2021

Day Change Summary
	Previous	Current
	05-Apr-2021	06-Apr-2021	Change	Change %	Previous Week
Open	18.16	18.07	-0.09	-0.5%	20.40
High	18.40	18.30	-0.10	-0.5%	21.75
Low	17.35	17.37	0.02	0.1%	17.29
Close	17.91	18.12	0.21	1.2%	17.33
Range	1.05	0.93	-0.12	-11.4%	4.46
ATR	2.74	2.61	-0.13	-4.7%	0.00
Volume

Daily Pivots for day following 06-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	20.72	20.35	18.63
R3	19.79	19.42	18.38
R2	18.86	18.86	18.29
R1	18.49	18.49	18.21	18.68
PP	17.93	17.93	17.93	18.02
S1	17.56	17.56	18.03	17.75
S2	17.00	17.00	17.95
S3	16.07	16.63	17.86
S4	15.14	15.70	17.61

Weekly Pivots for week ending 02-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	32.17	29.21	19.78
R3	27.71	24.75	18.56
R2	23.25	23.25	18.15
R1	20.29	20.29	17.74	19.54
PP	18.79	18.79	18.79	18.42
S1	15.83	15.83	16.92	15.08
S2	14.33	14.33	16.51
S3	9.87	11.37	16.10
S4	5.41	6.91	14.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21.75	17.29	4.46	24.6%	1.37	7.6%	19%	False	False
10	23.51	17.29	6.22	34.3%	2.05	11.3%	13%	False	False
20	25.25	17.29	7.96	43.9%	2.14	11.8%	10%	False	False
40	31.90	17.29	14.61	80.6%	2.87	15.8%	6%	False	False
60	37.51	17.29	20.22	111.6%	3.05	16.8%	4%	False	False
80	37.51	17.29	20.22	111.6%	2.93	16.2%	4%	False	False
100	37.51	17.29	20.22	111.6%	2.71	15.0%	4%	False	False
120	41.16	17.29	23.87	131.7%	2.79	15.4%	3%	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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	22.25
2.618	20.73
1.618	19.80
1.000	19.23
0.618	18.87
HIGH	18.30
0.618	17.94
0.500	17.84
0.382	17.73
LOW	17.37
0.618	16.80
1.000	16.44
1.618	15.87
2.618	14.94
4.250	13.42

Fisher Pivots for day following 06-Apr-2021
Pivot	1 day	3 day
R1	18.03	18.07
PP	17.93	18.02
S1	17.84	17.97

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

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