CBOE Volatility Index

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Trading Metrics calculated at close of trading on 07-Sep-2021
Day Change Summary Previous Current 03-Sep-2021 07-Sep-2021 Change Change % Previous Week Open 16.27 16.94 0.67 4.1% 16.77 High 17.06 18.39 1.33 7.8% 17.07 Low 16.08 16.89 0.81 5.0% 15.68 Close 16.41 18.14 1.73 10.5% 16.41 Range 0.98 1.50 0.52 53.1% 1.39 ATR 1.88 1.89 0.01 0.4% 0.00 Volume
Daily Pivots for day following 07-Sep-2021 Classic Woodie Camarilla DeMark R4 22.31 21.72 18.97 R3 20.81 20.22 18.55 R2 19.31 19.31 18.42 R1 18.72 18.72 18.28 19.02 PP 17.81 17.81 17.81 17.95 S1 17.22 17.22 18.00 17.52 S2 16.31 16.31 17.87 S3 14.81 15.72 17.73 S4 13.31 14.22 17.32	Weekly Pivots for week ending 03-Sep-2021 Classic Woodie Camarilla DeMark R4 20.56 19.87 17.17 R3 19.17 18.48 16.79 R2 17.78 17.78 16.66 R1 17.09 17.09 16.54 16.74 PP 16.39 16.39 16.39 16.21 S1 15.70 15.70 16.28 15.35 S2 15.00 15.00 16.16 S3 13.61 14.31 16.03 S4 12.22 12.92 15.65
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 18.39 15.68 2.71 14.9% 1.18 6.5% 91% True False 10 19.27 15.68 3.59 19.8% 1.26 6.9% 69% False False 20 24.74 15.19 9.55 52.6% 1.85 10.2% 31% False False 40 25.09 15.19 9.90 54.6% 1.88 10.4% 30% False False 60 25.09 14.10 10.99 60.6% 1.95 10.8% 37% False False 80 25.96 14.10 11.86 65.4% 2.01 11.1% 34% False False 100 28.93 14.10 14.83 81.8% 2.11 11.6% 27% False False 120 28.93 14.10 14.83 81.8% 2.09 11.5% 27% False False
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.19 Widest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 24.77 2.618 22.32 1.618 20.82 1.000 19.89 0.618 19.32 HIGH 18.39 0.618 17.82 0.500 17.64 0.382 17.46 LOW 16.89 0.618 15.96 1.000 15.39 1.618 14.46 2.618 12.96 4.250 10.52
Fisher Pivots for day following 07-Sep-2021 Pivot 1 day 3 day R1 17.97 17.78 PP 17.81 17.42 S1 17.64 17.06

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