CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Jun-2021
Day Change Summary
Previous Current
28-Jun-2021 29-Jun-2021 Change Change % Previous Week
Open 16.07 15.69 -0.38 -2.4% 21.74
High 16.46 16.31 -0.15 -0.9% 21.82
Low 15.39 14.10 -1.29 -8.4% 14.19
Close 15.76 16.02 0.26 1.6% 15.62
Range 1.07 2.21 1.14 106.5% 7.63
ATR 2.25 2.24 0.00 -0.1% 0.00
Volume
Daily Pivots for day following 29-Jun-2021
Classic Woodie Camarilla DeMark
R4 22.11 21.27 17.24
R3 19.90 19.06 16.63
R2 17.69 17.69 16.43
R1 16.85 16.85 16.22 17.27
PP 15.48 15.48 15.48 15.69
S1 14.64 14.64 15.82 15.06
S2 13.27 13.27 15.61
S3 11.06 12.43 15.41
S4 8.85 10.22 14.80
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 40.10 35.49 19.82
R3 32.47 27.86 17.72
R2 24.84 24.84 17.02
R1 20.23 20.23 16.32 18.72
PP 17.21 17.21 17.21 16.46
S1 12.60 12.60 14.92 11.09
S2 9.58 9.58 14.22
S3 1.95 4.97 13.52
S4 -5.68 -2.66 11.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16.84 14.10 2.74 17.1% 1.62 10.1% 70% False True
10 21.82 14.10 7.72 48.2% 2.40 15.0% 25% False True
20 21.82 14.10 7.72 48.2% 2.14 13.3% 25% False True
40 28.93 14.10 14.83 92.6% 2.50 15.6% 13% False True
60 28.93 14.10 14.83 92.6% 2.18 13.6% 13% False True
80 28.93 14.10 14.83 92.6% 2.21 13.8% 13% False True
100 31.90 14.10 17.80 111.1% 2.46 15.4% 11% False True
120 37.51 14.10 23.41 146.1% 2.62 16.4% 8% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 25.70
2.618 22.10
1.618 19.89
1.000 18.52
0.618 17.68
HIGH 16.31
0.618 15.47
0.500 15.21
0.382 14.94
LOW 14.10
0.618 12.73
1.000 11.89
1.618 10.52
2.618 8.31
4.250 4.71
Fisher Pivots for day following 29-Jun-2021
Pivot 1 day 3 day
R1 15.75 15.77
PP 15.48 15.53
S1 15.21 15.28

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

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