CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Aug-2021
Day Change Summary
Previous Current
18-Aug-2021 19-Aug-2021 Change Change % Previous Week
Open 17.56 23.12 5.56 31.7% 17.12
High 21.64 24.74 3.10 14.3% 17.39
Low 17.31 20.37 3.06 17.7% 15.19
Close 21.57 21.67 0.10 0.5% 15.45
Range 4.33 4.37 0.04 0.9% 2.20
ATR 2.03 2.19 0.17 8.3% 0.00
Volume
Daily Pivots for day following 19-Aug-2021
Classic Woodie Camarilla DeMark
R4 35.37 32.89 24.07
R3 31.00 28.52 22.87
R2 26.63 26.63 22.47
R1 24.15 24.15 22.07 23.21
PP 22.26 22.26 22.26 21.79
S1 19.78 19.78 21.27 18.84
S2 17.89 17.89 20.87
S3 13.52 15.41 20.47
S4 9.15 11.04 19.27
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 24.74 15.19 9.55 44.1% 2.75 12.7% 68% True False
10 24.74 15.19 9.55 44.1% 1.88 8.7% 68% True False
20 24.74 15.19 9.55 44.1% 1.78 8.2% 68% True False
40 25.09 14.10 10.99 50.7% 1.89 8.7% 69% False False
60 25.09 14.10 10.99 50.7% 1.99 9.2% 69% False False
80 28.93 14.10 14.83 68.4% 2.19 10.1% 51% False False
100 28.93 14.10 14.83 68.4% 2.06 9.5% 51% False False
120 31.90 14.10 17.80 82.1% 2.21 10.2% 43% 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 0.41
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 43.31
2.618 36.18
1.618 31.81
1.000 29.11
0.618 27.44
HIGH 24.74
0.618 23.07
0.500 22.56
0.382 22.04
LOW 20.37
0.618 17.67
1.000 16.00
1.618 13.30
2.618 8.93
4.250 1.80
Fisher Pivots for day following 19-Aug-2021
Pivot 1 day 3 day
R1 22.56 21.36
PP 22.26 21.04
S1 21.97 20.73

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

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