CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Aug-2021
Day Change Summary
Previous Current
02-Aug-2021 03-Aug-2021 Change Change % Previous Week
Open 18.16 19.17 1.01 5.6% 18.67
High 19.87 20.44 0.57 2.9% 20.44
Low 17.99 17.70 -0.29 -1.6% 17.19
Close 19.46 18.04 -1.42 -7.3% 18.24
Range 1.88 2.74 0.86 45.7% 3.25
ATR 2.23 2.26 0.04 1.6% 0.00
Volume
Daily Pivots for day following 03-Aug-2021
Classic Woodie Camarilla DeMark
R4 26.95 25.23 19.55
R3 24.21 22.49 18.79
R2 21.47 21.47 18.54
R1 19.75 19.75 18.29 19.24
PP 18.73 18.73 18.73 18.47
S1 17.01 17.01 17.79 16.50
S2 15.99 15.99 17.54
S3 13.25 14.27 17.29
S4 10.51 11.53 16.53
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 28.37 26.56 20.03
R3 25.12 23.31 19.13
R2 21.87 21.87 18.84
R1 20.06 20.06 18.54 19.34
PP 18.62 18.62 18.62 18.27
S1 16.81 16.81 17.94 16.09
S2 15.37 15.37 17.64
S3 12.12 13.56 17.35
S4 8.87 10.31 16.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 20.44 17.19 3.25 18.0% 1.95 10.8% 26% True False
10 20.44 16.33 4.11 22.8% 1.80 10.0% 42% True False
20 25.09 15.94 9.15 50.7% 2.15 11.9% 23% False False
40 25.09 14.10 10.99 60.9% 2.11 11.7% 36% False False
60 28.93 14.10 14.83 82.2% 2.32 12.8% 27% False False
80 28.93 14.10 14.83 82.2% 2.20 12.2% 27% False False
100 28.93 14.10 14.83 82.2% 2.17 12.0% 27% False False
120 31.90 14.10 17.80 98.7% 2.39 13.3% 22% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 32.09
2.618 27.61
1.618 24.87
1.000 23.18
0.618 22.13
HIGH 20.44
0.618 19.39
0.500 19.07
0.382 18.75
LOW 17.70
0.618 16.01
1.000 14.96
1.618 13.27
2.618 10.53
4.250 6.06
Fisher Pivots for day following 03-Aug-2021
Pivot 1 day 3 day
R1 19.07 18.99
PP 18.73 18.67
S1 18.38 18.36

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

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