CBOE Volatility Index

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	15.68	17.05	1.37	8.7%	17.12
High	15.72	17.71	1.99	12.7%	17.39
Low	15.19	16.02	0.83	5.5%	15.19
Close	15.45	16.12	0.67	4.3%	15.45
Range	0.53	1.69	1.16	218.9%	2.20
ATR	1.69	1.73	0.04	2.4%	0.00
Volume

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	21.69	20.59	17.05
R3	20.00	18.90	16.58
R2	18.31	18.31	16.43
R1	17.21	17.21	16.27	16.92
PP	16.62	16.62	16.62	16.47
S1	15.52	15.52	15.97	15.23
S2	14.93	14.93	15.81
S3	13.24	13.83	15.66
S4	11.55	12.14	15.19

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	22.61	21.23	16.66
R3	20.41	19.03	16.06
R2	18.21	18.21	15.85
R1	16.83	16.83	15.65	16.42
PP	16.01	16.01	16.01	15.81
S1	14.63	14.63	15.25	14.22
S2	13.81	13.81	15.05
S3	11.61	12.43	14.85
S4	9.41	10.23	14.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17.71	15.19	2.52	15.6%	1.02	6.3%	37%	True	False
10	20.44	15.19	5.25	32.6%	1.18	7.3%	18%	False	False
20	22.97	15.19	7.78	48.3%	1.53	9.5%	12%	False	False
40	25.09	14.10	10.99	68.2%	1.82	11.3%	18%	False	False
60	25.09	14.10	10.99	68.2%	1.89	11.8%	18%	False	False
80	28.93	14.10	14.83	92.0%	2.11	13.1%	14%	False	False
100	28.93	14.10	14.83	92.0%	2.04	12.6%	14%	False	False
120	31.90	14.10	17.80	110.4%	2.26	14.0%	11%	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	True
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	24.89
2.618	22.13
1.618	20.44
1.000	19.40
0.618	18.75
HIGH	17.71
0.618	17.06
0.500	16.87
0.382	16.67
LOW	16.02
0.618	14.98
1.000	14.33
1.618	13.29
2.618	11.60
4.250	8.84

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	16.87	16.45
PP	16.62	16.34
S1	16.37	16.23

Download as Excel Spreadsheet

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

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