CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Sep-2021
Day Change Summary
Previous Current
16-Sep-2021 17-Sep-2021 Change Change % Previous Week
Open 18.41 18.37 -0.04 -0.2% 19.64
High 19.76 21.51 1.75 8.9% 21.51
Low 17.65 18.35 0.70 4.0% 17.65
Close 18.69 20.81 2.12 11.3% 20.81
Range 2.11 3.16 1.05 49.8% 3.86
ATR 2.11 2.19 0.07 3.5% 0.00
Volume
Daily Pivots for day following 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 29.70 28.42 22.55
R3 26.54 25.26 21.68
R2 23.38 23.38 21.39
R1 22.10 22.10 21.10 22.74
PP 20.22 20.22 20.22 20.55
S1 18.94 18.94 20.52 19.58
S2 17.06 17.06 20.23
S3 13.90 15.78 19.94
S4 10.74 12.62 19.07
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 31.57 30.05 22.93
R3 27.71 26.19 21.87
R2 23.85 23.85 21.52
R1 22.33 22.33 21.16 23.09
PP 19.99 19.99 19.99 20.37
S1 18.47 18.47 20.46 19.23
S2 16.13 16.13 20.10
S3 12.27 14.61 19.75
S4 8.41 10.75 18.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.51 17.65 3.86 18.5% 2.41 11.6% 82% True False
10 21.51 16.08 5.43 26.1% 2.29 11.0% 87% True False
20 23.90 15.68 8.22 39.5% 2.03 9.8% 62% False False
40 24.74 15.19 9.55 45.9% 1.91 9.2% 59% False False
60 25.09 14.10 10.99 52.8% 1.94 9.3% 61% False False
80 25.09 14.10 10.99 52.8% 2.00 9.6% 61% False False
100 28.93 14.10 14.83 71.3% 2.16 10.4% 45% False False
120 28.93 14.10 14.83 71.3% 2.06 9.9% 45% 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 0.55
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 34.94
2.618 29.78
1.618 26.62
1.000 24.67
0.618 23.46
HIGH 21.51
0.618 20.30
0.500 19.93
0.382 19.56
LOW 18.35
0.618 16.40
1.000 15.19
1.618 13.24
2.618 10.08
4.250 4.92
Fisher Pivots for day following 17-Sep-2021
Pivot 1 day 3 day
R1 20.52 20.40
PP 20.22 19.99
S1 19.93 19.58

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

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