CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 17.46 17.95 0.49 2.8% 18.83
High 19.27 18.22 -1.05 -5.4% 19.27
Low 17.16 16.11 -1.05 -6.1% 16.11
Close 18.84 16.39 -2.45 -13.0% 16.39
Range 2.11 2.11 0.00 0.0% 3.16
ATR 2.21 2.25 0.04 1.7% 0.00
Volume
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 23.24 21.92 17.55
R3 21.13 19.81 16.97
R2 19.02 19.02 16.78
R1 17.70 17.70 16.58 17.31
PP 16.91 16.91 16.91 16.71
S1 15.59 15.59 16.20 15.20
S2 14.80 14.80 16.00
S3 12.69 13.48 15.81
S4 10.58 11.37 15.23
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 26.74 24.72 18.13
R3 23.58 21.56 17.26
R2 20.42 20.42 16.97
R1 18.40 18.40 16.68 17.83
PP 17.26 17.26 17.26 16.97
S1 15.24 15.24 16.10 14.67
S2 14.10 14.10 15.81
S3 10.94 12.08 15.52
S4 7.78 8.92 14.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 19.27 16.11 3.16 19.3% 1.57 9.6% 9% False True
10 24.74 16.02 8.72 53.2% 2.68 16.3% 4% False False
20 24.74 15.19 9.55 58.3% 1.94 11.8% 13% False False
40 25.09 14.25 10.84 66.1% 2.02 12.3% 20% False False
60 25.09 14.10 10.99 67.1% 2.04 12.4% 21% False False
80 28.93 14.10 14.83 90.5% 2.22 13.5% 15% False False
100 28.93 14.10 14.83 90.5% 2.12 12.9% 15% False False
120 28.93 14.10 14.83 90.5% 2.11 12.9% 15% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Fibonacci Retracements and Extensions
4.250 27.19
2.618 23.74
1.618 21.63
1.000 20.33
0.618 19.52
HIGH 18.22
0.618 17.41
0.500 17.17
0.382 16.92
LOW 16.11
0.618 14.81
1.000 14.00
1.618 12.70
2.618 10.59
4.250 7.14
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 17.17 17.69
PP 16.91 17.26
S1 16.65 16.82

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

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