CBOE Volatility Index

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Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary Previous Current 10-Aug-2021 11-Aug-2021 Change Change % Previous Week Open 16.82 16.81 -0.01 -0.1% 18.16 High 17.05 17.09 0.04 0.2% 20.44 Low 16.34 15.87 -0.47 -2.9% 16.14 Close 16.79 16.06 -0.73 -4.3% 16.15 Range 0.71 1.22 0.51 71.8% 4.30 ATR 1.89 1.84 -0.05 -2.5% 0.00 Volume
Daily Pivots for day following 11-Aug-2021 Classic Woodie Camarilla DeMark R4 20.00 19.25 16.73 R3 18.78 18.03 16.40 R2 17.56 17.56 16.28 R1 16.81 16.81 16.17 16.58 PP 16.34 16.34 16.34 16.22 S1 15.59 15.59 15.95 15.36 S2 15.12 15.12 15.84 S3 13.90 14.37 15.72 S4 12.68 13.15 15.39	Weekly Pivots for week ending 06-Aug-2021 Classic Woodie Camarilla DeMark R4 30.48 27.61 18.52 R3 26.18 23.31 17.33 R2 21.88 21.88 16.94 R1 19.01 19.01 16.54 18.30 PP 17.58 17.58 17.58 17.22 S1 14.71 14.71 15.76 14.00 S2 13.28 13.28 15.36 S3 8.98 10.41 14.97 S4 4.68 6.11 13.79
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 17.84 15.87 1.97 12.3% 0.94 5.9% 10% False True 10 20.44 15.87 4.57 28.5% 1.36 8.4% 4% False True 20 25.09 15.87 9.22 57.4% 1.88 11.7% 2% False True 40 25.09 14.10 10.99 68.4% 1.97 12.3% 18% False False 60 25.96 14.10 11.86 73.8% 2.01 12.5% 17% False False 80 28.93 14.10 14.83 92.3% 2.16 13.5% 13% False False 100 28.93 14.10 14.83 92.3% 2.09 13.0% 13% False False 120 31.90 14.10 17.80 110.8% 2.33 14.5% 11% False False
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR True 8BNR False Bear Hook False Bull Hook False Stretch 0.31 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 22.28 2.618 20.28 1.618 19.06 1.000 18.31 0.618 17.84 HIGH 17.09 0.618 16.62 0.500 16.48 0.382 16.34 LOW 15.87 0.618 15.12 1.000 14.65 1.618 13.90 2.618 12.68 4.250 10.69
Fisher Pivots for day following 11-Aug-2021 Pivot 1 day 3 day R1 16.48 16.63 PP 16.34 16.44 S1 16.20 16.25

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