CBOE Volatility Index

Trading Metrics calculated at close of trading on 13-Apr-2021

Day Change Summary
	Previous	Current
	12-Apr-2021	13-Apr-2021	Change	Change %	Previous Week
Open	17.43	16.99	-0.44	-2.5%	18.16
High	17.91	17.86	-0.05	-0.3%	18.40
Low	16.81	16.43	-0.38	-2.3%	16.20
Close	16.91	16.65	-0.26	-1.5%	16.69
Range	1.10	1.43	0.33	30.0%	2.20
ATR	2.23	2.17	-0.06	-2.6%	0.00
Volume

Daily Pivots for day following 13-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	21.27	20.39	17.44
R3	19.84	18.96	17.04
R2	18.41	18.41	16.91
R1	17.53	17.53	16.78	17.26
PP	16.98	16.98	16.98	16.84
S1	16.10	16.10	16.52	15.83
S2	15.55	15.55	16.39
S3	14.12	14.67	16.26
S4	12.69	13.24	15.86

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	18.17	16.20	1.97	11.8%	1.16	6.9%	23%	False	False
10	21.75	16.20	5.55	33.3%	1.26	7.6%	8%	False	False
20	23.51	16.20	7.31	43.9%	1.97	11.8%	6%	False	False
40	31.90	16.20	15.70	94.3%	2.73	16.4%	3%	False	False
60	37.51	16.20	21.31	128.0%	2.98	17.9%	2%	False	False
80	37.51	16.20	21.31	128.0%	2.86	17.2%	2%	False	False
100	37.51	16.20	21.31	128.0%	2.64	15.9%	2%	False	False
120	41.16	16.20	24.96	149.9%	2.76	16.6%	2%	False	False

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	23.94
2.618	21.60
1.618	20.17
1.000	19.29
0.618	18.74
HIGH	17.86
0.618	17.31
0.500	17.15
0.382	16.98
LOW	16.43
0.618	15.55
1.000	15.00
1.618	14.12
2.618	12.69
4.250	10.35

Fisher Pivots for day following 13-Apr-2021
Pivot	1 day	3 day
R1	17.15	17.06
PP	16.98	16.92
S1	16.82	16.79

Download as Excel Spreadsheet

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

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