CBOE Volatility Index

Trading Metrics calculated at close of trading on 10-Jun-2021

Day Change Summary
	Previous	Current
	09-Jun-2021	10-Jun-2021	Change	Change %	Previous Week
Open	17.18	18.18	1.00	5.8%	17.24
High	17.96	18.29	0.33	1.8%	19.27
Low	15.55	16.01	0.46	3.0%	15.68
Close	17.89	16.10	-1.79	-10.0%	16.42
Range	2.41	2.28	-0.13	-5.4%	3.59
ATR	2.40	2.39	-0.01	-0.4%	0.00
Volume

Daily Pivots for day following 10-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	23.64	22.15	17.35
R3	21.36	19.87	16.73
R2	19.08	19.08	16.52
R1	17.59	17.59	16.31	17.20
PP	16.80	16.80	16.80	16.60
S1	15.31	15.31	15.89	14.92
S2	14.52	14.52	15.68
S3	12.24	13.03	15.47
S4	9.96	10.75	14.85

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	27.89	25.75	18.39
R3	24.30	22.16	17.41
R2	20.71	20.71	17.08
R1	18.57	18.57	16.75	17.85
PP	17.12	17.12	17.12	16.76
S1	14.98	14.98	16.09	14.26
S2	13.53	13.53	15.76
S3	9.94	11.39	15.43
S4	6.35	7.80	14.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18.42	15.15	3.27	20.3%	2.22	13.8%	29%	False	False
10	19.27	15.15	4.12	25.6%	2.00	12.4%	23%	False	False
20	28.93	15.15	13.78	85.6%	2.48	15.4%	7%	False	False
40	28.93	15.15	13.78	85.6%	2.34	14.5%	7%	False	False
60	28.93	15.15	13.78	85.6%	2.24	13.9%	7%	False	False
80	31.90	15.15	16.75	104.0%	2.55	15.8%	6%	False	False
100	37.51	15.15	22.36	138.9%	2.72	16.9%	4%	False	False
120	37.51	15.15	22.36	138.9%	2.69	16.7%	4%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	True
Stretch	0.47
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	27.98
2.618	24.26
1.618	21.98
1.000	20.57
0.618	19.70
HIGH	18.29
0.618	17.42
0.500	17.15
0.382	16.88
LOW	16.01
0.618	14.60
1.000	13.73
1.618	12.32
2.618	10.04
4.250	6.32

Fisher Pivots for day following 10-Jun-2021
Pivot	1 day	3 day
R1	17.15	16.72
PP	16.80	16.51
S1	16.45	16.31

Download as Excel Spreadsheet

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

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