CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Jul-2021
Day Change Summary
Previous Current
16-Jul-2021 19-Jul-2021 Change Change % Previous Week
Open 16.80 19.61 2.81 16.7% 16.85
High 18.70 25.09 6.39 34.2% 18.70
Low 16.03 19.27 3.24 20.2% 15.94
Close 18.45 22.50 4.05 22.0% 18.45
Range 2.67 5.82 3.15 118.0% 2.76
ATR 2.16 2.48 0.32 14.9% 0.00
Volume
Daily Pivots for day following 19-Jul-2021
Classic Woodie Camarilla DeMark
R4 39.75 36.94 25.70
R3 33.93 31.12 24.10
R2 28.11 28.11 23.57
R1 25.30 25.30 23.03 26.71
PP 22.29 22.29 22.29 22.99
S1 19.48 19.48 21.97 20.89
S2 16.47 16.47 21.43
S3 10.65 13.66 20.90
S4 4.83 7.84 19.30
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 25.98 24.97 19.97
R3 23.22 22.21 19.21
R2 20.46 20.46 18.96
R1 19.45 19.45 18.70 19.96
PP 17.70 17.70 17.70 17.95
S1 16.69 16.69 18.20 17.20
S2 14.94 14.94 17.94
S3 12.18 13.93 17.69
S4 9.42 11.17 16.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.09 15.94 9.15 40.7% 2.57 11.4% 72% True False
10 25.09 15.73 9.36 41.6% 2.36 10.5% 72% True False
20 25.09 14.10 10.99 48.8% 2.10 9.3% 76% True False
40 25.09 14.10 10.99 48.8% 2.07 9.2% 76% True False
60 28.93 14.10 14.83 65.9% 2.30 10.2% 57% False False
80 28.93 14.10 14.83 65.9% 2.16 9.6% 57% False False
100 31.90 14.10 17.80 79.1% 2.41 10.7% 47% False False
120 37.51 14.10 23.41 104.0% 2.63 11.7% 36% 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 0.32
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 49.83
2.618 40.33
1.618 34.51
1.000 30.91
0.618 28.69
HIGH 25.09
0.618 22.87
0.500 22.18
0.382 21.49
LOW 19.27
0.618 15.67
1.000 13.45
1.618 9.85
2.618 4.03
4.250 -5.47
Fisher Pivots for day following 19-Jul-2021
Pivot 1 day 3 day
R1 22.39 21.85
PP 22.29 21.21
S1 22.18 20.56

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

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