CBOE Volatility Index

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	19.33	17.78	-1.55	-8.0%	24.25
High	20.41	19.32	-1.09	-5.3%	28.79
Low	17.63	17.74	0.11	0.6%	17.63
Close	17.75	18.76	1.01	5.7%	17.75
Range	2.78	1.58	-1.20	-43.2%	11.16
ATR	2.75	2.66	-0.08	-3.0%	0.00
Volume

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	23.35	22.63	19.63
R3	21.77	21.05	19.19
R2	20.19	20.19	19.05
R1	19.47	19.47	18.90	19.83
PP	18.61	18.61	18.61	18.79
S1	17.89	17.89	18.62	18.25
S2	17.03	17.03	18.47
S3	15.45	16.31	18.33
S4	13.87	14.73	17.89

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	25.60	17.63	7.97	42.5%	2.54	13.5%	14%	False	False
10	28.79	17.63	11.16	59.5%	2.72	14.5%	10%	False	False
20	28.79	15.68	13.11	69.9%	2.24	11.9%	23%	False	False
40	28.79	15.19	13.60	72.5%	2.09	11.1%	26%	False	False
60	28.79	14.25	14.54	77.5%	2.09	11.1%	31%	False	False
80	28.79	14.10	14.69	78.3%	2.09	11.1%	32%	False	False
100	28.93	14.10	14.83	79.1%	2.22	11.8%	31%	False	False
120	28.93	14.10	14.83	79.1%	2.14	11.4%	31%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	26.04
2.618	23.46
1.618	21.88
1.000	20.90
0.618	20.30
HIGH	19.32
0.618	18.72
0.500	18.53
0.382	18.34
LOW	17.74
0.618	16.76
1.000	16.16
1.618	15.18
2.618	13.60
4.250	11.03

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	18.68	19.02
PP	18.61	18.93
S1	18.53	18.85

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols