CBOE Volatility Index

Trading Metrics calculated at close of trading on 02-Sep-2021

Day Change Summary
	Previous	Current
	01-Sep-2021	02-Sep-2021	Change	Change %	Previous Week
Open	16.06	16.27	0.21	1.3%	18.83
High	16.71	16.98	0.27	1.6%	19.27
Low	15.68	15.73	0.05	0.3%	16.11
Close	16.11	16.41	0.30	1.9%	16.39
Range	1.03	1.25	0.22	21.4%	3.16
ATR	2.00	1.95	-0.05	-2.7%	0.00
Volume

Daily Pivots for day following 02-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	20.12	19.52	17.10
R3	18.87	18.27	16.75
R2	17.62	17.62	16.64
R1	17.02	17.02	16.52	17.32
PP	16.37	16.37	16.37	16.53
S1	15.77	15.77	16.30	16.07
S2	15.12	15.12	16.18
S3	13.87	14.52	16.07
S4	12.62	13.27	15.72

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	18.22	15.68	2.54	15.5%	1.27	7.8%	29%	False	False
10	23.90	15.68	8.22	50.1%	1.78	10.9%	9%	False	False
20	24.74	15.19	9.55	58.2%	1.83	11.2%	13%	False	False
40	25.09	15.19	9.90	60.3%	1.91	11.6%	12%	False	False
60	25.09	14.10	10.99	67.0%	1.96	12.0%	21%	False	False
80	28.93	14.10	14.83	90.4%	2.15	13.1%	16%	False	False
100	28.93	14.10	14.83	90.4%	2.12	12.9%	16%	False	False
120	28.93	14.10	14.83	90.4%	2.09	12.7%	16%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	22.29
2.618	20.25
1.618	19.00
1.000	18.23
0.618	17.75
HIGH	16.98
0.618	16.50
0.500	16.36
0.382	16.21
LOW	15.73
0.618	14.96
1.000	14.48
1.618	13.71
2.618	12.46
4.250	10.42

Fisher Pivots for day following 02-Sep-2021
Pivot	1 day	3 day
R1	16.39	16.40
PP	16.37	16.39
S1	16.36	16.38

Download as Excel Spreadsheet

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

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