CBOE Volatility Index

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	18.49	16.96	-1.53	-8.3%	16.04
High	19.20	21.04	1.84	9.6%	21.04
Low	16.71	16.92	0.21	1.3%	15.04
Close	17.75	20.70	2.95	16.6%	20.70
Range	2.49	4.12	1.63	65.5%	6.00
ATR	2.25	2.38	0.13	5.9%	0.00
Volume

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	31.91	30.43	22.97
R3	27.79	26.31	21.83
R2	23.67	23.67	21.46
R1	22.19	22.19	21.08	22.93
PP	19.55	19.55	19.55	19.93
S1	18.07	18.07	20.32	18.81
S2	15.43	15.43	19.94
S3	11.31	13.95	19.57
S4	7.19	9.83	18.43

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	36.93	34.81	24.00
R3	30.93	28.81	22.35
R2	24.93	24.93	21.80
R1	22.81	22.81	21.25	23.87
PP	18.93	18.93	18.93	19.46
S1	16.81	16.81	20.15	17.87
S2	12.93	12.93	19.60
S3	6.93	10.81	19.05
S4	0.93	4.81	17.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	21.04	15.04	6.00	29.0%	2.50	12.1%	94%	True	False
10	21.04	15.04	6.00	29.0%	2.24	10.8%	94%	True	False
20	21.04	15.04	6.00	29.0%	2.05	9.9%	94%	True	False
40	28.93	15.04	13.89	67.1%	2.40	11.6%	41%	False	False
60	28.93	15.04	13.89	67.1%	2.18	10.5%	41%	False	False
80	31.90	15.04	16.86	81.4%	2.48	12.0%	34%	False	False
100	37.51	15.04	22.47	108.6%	2.74	13.2%	25%	False	False
120	37.51	15.04	22.47	108.6%	2.68	12.9%	25%	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 25 trading days

Fibonacci Retracements and Extensions
4.250	38.55
2.618	31.83
1.618	27.71
1.000	25.16
0.618	23.59
HIGH	21.04
0.618	19.47
0.500	18.98
0.382	18.49
LOW	16.92
0.618	14.37
1.000	12.80
1.618	10.25
2.618	6.13
4.250	-0.59

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	20.13	20.04
PP	19.55	19.39
S1	18.98	18.73

Download as Excel Spreadsheet

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

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