CBOE Volatility Index

Trading Metrics calculated at close of trading on 06-Oct-2021

Day Change Summary
	Previous	Current
	05-Oct-2021	06-Oct-2021	Change	Change %	Previous Week
Open	22.92	22.95	0.03	0.1%	17.78
High	23.17	24.40	1.23	5.3%	24.89
Low	20.62	20.99	0.37	1.8%	17.74
Close	21.30	21.00	-0.30	-1.4%	21.15
Range	2.55	3.41	0.86	33.7%	7.15
ATR	3.04	3.06	0.03	0.9%	0.00
Volume

Daily Pivots for day following 06-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	32.36	30.09	22.88
R3	28.95	26.68	21.94
R2	25.54	25.54	21.63
R1	23.27	23.27	21.31	22.70
PP	22.13	22.13	22.13	21.85
S1	19.86	19.86	20.69	19.29
S2	18.72	18.72	20.37
S3	15.31	16.45	20.06
S4	11.90	13.04	19.12

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	20.60	4.29	20.4%	3.40	16.2%	9%	False	False
10	24.89	17.63	7.26	34.6%	3.06	14.6%	46%	False	False
20	28.79	16.99	11.80	56.2%	3.03	14.4%	34%	False	False
40	28.79	15.19	13.60	64.8%	2.47	11.7%	43%	False	False
60	28.79	15.19	13.60	64.8%	2.28	10.8%	43%	False	False
80	28.79	14.10	14.69	70.0%	2.22	10.6%	47%	False	False
100	28.79	14.10	14.69	70.0%	2.20	10.5%	47%	False	False
120	28.93	14.10	14.83	70.6%	2.27	10.8%	47%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	38.89
2.618	33.33
1.618	29.92
1.000	27.81
0.618	26.51
HIGH	24.40
0.618	23.10
0.500	22.70
0.382	22.29
LOW	20.99
0.618	18.88
1.000	17.58
1.618	15.47
2.618	12.06
4.250	6.50

Fisher Pivots for day following 06-Oct-2021
Pivot	1 day	3 day
R1	22.70	22.60
PP	22.13	22.07
S1	21.57	21.53

Download as Excel Spreadsheet

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

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