CBOE Volatility Index

Trading Metrics calculated at close of trading on 16-Jun-2021

Day Change Summary
	Previous	Current
	15-Jun-2021	16-Jun-2021	Change	Change %	Previous Week
Open	16.27	16.99	0.72	4.4%	17.34
High	17.35	19.11	1.76	10.1%	18.29
Low	16.14	16.42	0.28	1.7%	15.15
Close	17.02	18.15	1.13	6.6%	15.65
Range	1.21	2.69	1.48	122.3%	3.14
ATR	2.20	2.23	0.04	1.6%	0.00
Volume

Daily Pivots for day following 16-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	25.96	24.75	19.63
R3	23.27	22.06	18.89
R2	20.58	20.58	18.64
R1	19.37	19.37	18.40	19.98
PP	17.89	17.89	17.89	18.20
S1	16.68	16.68	17.90	17.29
S2	15.20	15.20	17.66
S3	12.51	13.99	17.41
S4	9.82	11.30	16.67

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	19.11	15.04	4.07	22.4%	1.85	10.2%	76%	True	False
10	19.27	15.04	4.23	23.3%	1.99	10.9%	74%	False	False
20	25.96	15.04	10.92	60.2%	2.09	11.5%	28%	False	False
40	28.93	15.04	13.89	76.5%	2.36	13.0%	22%	False	False
60	28.93	15.04	13.89	76.5%	2.15	11.9%	22%	False	False
80	31.90	15.04	16.86	92.9%	2.50	13.8%	18%	False	False
100	37.51	15.04	22.47	123.8%	2.73	15.0%	14%	False	False
120	37.51	15.04	22.47	123.8%	2.65	14.6%	14%	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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	30.54
2.618	26.15
1.618	23.46
1.000	21.80
0.618	20.77
HIGH	19.11
0.618	18.08
0.500	17.77
0.382	17.45
LOW	16.42
0.618	14.76
1.000	13.73
1.618	12.07
2.618	9.38
4.250	4.99

Fisher Pivots for day following 16-Jun-2021
Pivot	1 day	3 day
R1	18.02	17.79
PP	17.89	17.43
S1	17.77	17.08

Download as Excel Spreadsheet

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

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