CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Oct-2021
Day Change Summary
Previous Current
01-Oct-2021 04-Oct-2021 Change Change % Previous Week
Open 24.78 22.90 -1.88 -7.6% 17.78
High 24.89 24.58 -0.31 -1.2% 24.89
Low 20.64 21.88 1.24 6.0% 17.74
Close 21.15 22.96 1.81 8.6% 21.15
Range 4.25 2.70 -1.55 -36.5% 7.15
ATR 3.05 3.07 0.03 0.9% 0.00
Volume
Daily Pivots for day following 04-Oct-2021
Classic Woodie Camarilla DeMark
R4 31.24 29.80 24.45
R3 28.54 27.10 23.70
R2 25.84 25.84 23.46
R1 24.40 24.40 23.21 25.12
PP 23.14 23.14 23.14 23.50
S1 21.70 21.70 22.71 22.42
S2 20.44 20.44 22.47
S3 17.74 19.00 22.22
S4 15.04 16.30 21.48
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 42.71 39.08 25.08
R3 35.56 31.93 23.12
R2 28.41 28.41 22.46
R1 24.78 24.78 21.81 26.60
PP 21.26 21.26 21.26 22.17
S1 17.63 17.63 20.49 19.45
S2 14.11 14.11 19.84
S3 6.96 10.48 19.18
S4 -0.19 3.33 17.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 24.89 19.71 5.18 22.6% 3.70 16.1% 63% False False
10 25.60 17.63 7.97 34.7% 3.12 13.6% 67% False False
20 28.79 16.89 11.90 51.8% 2.90 12.6% 51% False False
40 28.79 15.19 13.60 59.2% 2.36 10.3% 57% False False
60 28.79 15.19 13.60 59.2% 2.22 9.7% 57% False False
80 28.79 14.10 14.69 64.0% 2.18 9.5% 60% False False
100 28.93 14.10 14.83 64.6% 2.24 9.8% 60% False False
120 28.93 14.10 14.83 64.6% 2.24 9.7% 60% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 36.06
2.618 31.65
1.618 28.95
1.000 27.28
0.618 26.25
HIGH 24.58
0.618 23.55
0.500 23.23
0.382 22.91
LOW 21.88
0.618 20.21
1.000 19.18
1.618 17.51
2.618 14.81
4.250 10.41
Fisher Pivots for day following 04-Oct-2021
Pivot 1 day 3 day
R1 23.23 22.89
PP 23.14 22.82
S1 23.05 22.75

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

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