CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 16.25 15.99 -0.26 -1.6% 16.04
High 16.84 16.05 -0.79 -4.7% 21.04
Low 14.86 14.19 -0.67 -4.5% 15.04
Close 16.32 15.97 -0.35 -2.1% 20.70
Range 1.98 1.86 -0.12 -6.1% 6.00
ATR 2.47 2.44 -0.02 -1.0% 0.00
Volume
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 20.98 20.34 16.99
R3 19.12 18.48 16.48
R2 17.26 17.26 16.31
R1 16.62 16.62 16.14 16.01
PP 15.40 15.40 15.40 15.10
S1 14.76 14.76 15.80 14.15
S2 13.54 13.54 15.63
S3 11.68 12.90 15.46
S4 9.82 11.04 14.95
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 21.82 14.19 7.63 47.8% 2.91 18.2% 23% False True
10 21.82 14.19 7.63 47.8% 2.40 15.0% 23% False True
20 21.82 14.19 7.63 47.8% 2.20 13.8% 23% False True
40 28.93 14.19 14.74 92.3% 2.51 15.7% 12% False True
60 28.93 14.19 14.74 92.3% 2.17 13.6% 12% False True
80 31.90 14.19 17.71 110.9% 2.37 14.9% 10% False True
100 31.90 14.19 17.71 110.9% 2.49 15.6% 10% False True
120 37.51 14.19 23.32 146.0% 2.71 17.0% 8% False True
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.36
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 23.96
2.618 20.92
1.618 19.06
1.000 17.91
0.618 17.20
HIGH 16.05
0.618 15.34
0.500 15.12
0.382 14.90
LOW 14.19
0.618 13.04
1.000 12.33
1.618 11.18
2.618 9.32
4.250 6.29
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 15.69 16.26
PP 15.40 16.16
S1 15.12 16.07

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

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