CBOE Volatility Index

Trading Metrics calculated at close of trading on 01-Sep-2021

Day Change Summary
	Previous	Current
	31-Aug-2021	01-Sep-2021	Change	Change %	Previous Week
Open	15.98	16.06	0.08	0.5%	18.83
High	17.07	16.71	-0.36	-2.1%	19.27
Low	15.91	15.68	-0.23	-1.4%	16.11
Close	16.48	16.11	-0.37	-2.2%	16.39
Range	1.16	1.03	-0.13	-11.2%	3.16
ATR	2.08	2.00	-0.07	-3.6%	0.00
Volume

Daily Pivots for day following 01-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	19.26	18.71	16.68
R3	18.23	17.68	16.39
R2	17.20	17.20	16.30
R1	16.65	16.65	16.20	16.93
PP	16.17	16.17	16.17	16.30
S1	15.62	15.62	16.02	15.90
S2	15.14	15.14	15.92
S3	14.11	14.59	15.83
S4	13.08	13.56	15.54

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	15.68	3.59	22.3%	1.45	9.0%	12%	False	True
10	24.74	15.68	9.06	56.2%	2.09	13.0%	5%	False	True
20	24.74	15.19	9.55	59.3%	1.80	11.2%	10%	False	False
40	25.09	15.19	9.90	61.5%	1.97	12.2%	9%	False	False
60	25.09	14.10	10.99	68.2%	1.98	12.3%	18%	False	False
80	28.93	14.10	14.83	92.1%	2.17	13.5%	14%	False	False
100	28.93	14.10	14.83	92.1%	2.12	13.1%	14%	False	False
120	28.93	14.10	14.83	92.1%	2.10	13.0%	14%	False	False

Crabel Price Patterns
NR	True
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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	21.09
2.618	19.41
1.618	18.38
1.000	17.74
0.618	17.35
HIGH	16.71
0.618	16.32
0.500	16.20
0.382	16.07
LOW	15.68
0.618	15.04
1.000	14.65
1.618	14.01
2.618	12.98
4.250	11.30

Fisher Pivots for day following 01-Sep-2021
Pivot	1 day	3 day
R1	16.20	16.38
PP	16.17	16.29
S1	16.14	16.20

Download as Excel Spreadsheet

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

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