CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Jul-2021
Day Change Summary
Previous Current
07-Jul-2021 08-Jul-2021 Change Change % Previous Week
Open 16.43 17.74 1.31 8.0% 16.07
High 17.64 21.29 3.65 20.7% 17.31
Low 16.08 17.74 1.66 10.3% 14.10
Close 16.20 19.00 2.80 17.3% 15.07
Range 1.56 3.55 1.99 127.6% 3.21
ATR 2.06 2.28 0.22 10.5% 0.00
Volume
Daily Pivots for day following 08-Jul-2021
Classic Woodie Camarilla DeMark
R4 29.99 28.05 20.95
R3 26.44 24.50 19.98
R2 22.89 22.89 19.65
R1 20.95 20.95 19.33 21.92
PP 19.34 19.34 19.34 19.83
S1 17.40 17.40 18.67 18.37
S2 15.79 15.79 18.35
S3 12.24 13.85 18.02
S4 8.69 10.30 17.05
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 25.12 23.31 16.84
R3 21.91 20.10 15.95
R2 18.70 18.70 15.66
R1 16.89 16.89 15.36 16.19
PP 15.49 15.49 15.49 15.15
S1 13.68 13.68 14.78 12.98
S2 12.28 12.28 14.48
S3 9.07 10.47 14.19
S4 5.86 7.26 13.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.29 14.25 7.04 37.1% 1.86 9.8% 67% True False
10 21.29 14.10 7.19 37.8% 1.71 9.0% 68% True False
20 21.82 14.10 7.72 40.6% 2.08 10.9% 63% False False
40 28.93 14.10 14.83 78.1% 2.39 12.6% 33% False False
60 28.93 14.10 14.83 78.1% 2.25 11.9% 33% False False
80 28.93 14.10 14.83 78.1% 2.18 11.5% 33% False False
100 31.90 14.10 17.80 93.7% 2.44 12.9% 28% False False
120 37.51 14.10 23.41 123.2% 2.62 13.8% 21% 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 0.26
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 36.38
2.618 30.58
1.618 27.03
1.000 24.84
0.618 23.48
HIGH 21.29
0.618 19.93
0.500 19.52
0.382 19.10
LOW 17.74
0.618 15.55
1.000 14.19
1.618 12.00
2.618 8.45
4.250 2.65
Fisher Pivots for day following 08-Jul-2021
Pivot 1 day 3 day
R1 19.52 18.84
PP 19.34 18.67
S1 19.17 18.51

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

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