CBOE Volatility Index

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	19.91	19.33	-0.58	-2.9%	24.25
High	20.21	20.41	0.20	1.0%	28.79
Low	18.42	17.63	-0.79	-4.3%	17.63
Close	18.63	17.75	-0.88	-4.7%	17.75
Range	1.79	2.78	0.99	55.3%	11.16
ATR	2.74	2.75	0.00	0.1%	0.00
Volume

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	26.94	25.12	19.28
R3	24.16	22.34	18.51
R2	21.38	21.38	18.26
R1	19.56	19.56	18.00	19.08
PP	18.60	18.60	18.60	18.36
S1	16.78	16.78	17.50	16.30
S2	15.82	15.82	17.24
S3	13.04	14.00	16.99
S4	10.26	11.22	16.22

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	54.87	47.47	23.89
R3	43.71	36.31	20.82
R2	32.55	32.55	19.80
R1	25.15	25.15	18.77	23.27
PP	21.39	21.39	21.39	20.45
S1	13.99	13.99	16.73	12.11
S2	10.23	10.23	15.70
S3	-0.93	2.83	14.68
S4	-12.09	-8.33	11.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	28.79	17.63	11.16	62.9%	3.20	18.0%	1%	False	True
10	28.79	17.63	11.16	62.9%	2.80	15.8%	1%	False	True
20	28.79	15.68	13.11	73.9%	2.26	12.7%	16%	False	False
40	28.79	15.19	13.60	76.6%	2.10	11.8%	19%	False	False
60	28.79	14.25	14.54	81.9%	2.08	11.7%	24%	False	False
80	28.79	14.10	14.69	82.8%	2.09	11.8%	25%	False	False
100	28.93	14.10	14.83	83.5%	2.22	12.5%	25%	False	False
120	28.93	14.10	14.83	83.5%	2.14	12.0%	25%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.76
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	32.23
2.618	27.69
1.618	24.91
1.000	23.19
0.618	22.13
HIGH	20.41
0.618	19.35
0.500	19.02
0.382	18.69
LOW	17.63
0.618	15.91
1.000	14.85
1.618	13.13
2.618	10.35
4.250	5.82

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	19.02	20.52
PP	18.60	19.59
S1	18.17	18.67

Download as Excel Spreadsheet

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

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