CBOE Volatility Index

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Trading Metrics calculated at close of trading on 11-Oct-2021
Day Change Summary Previous Current 08-Oct-2021 11-Oct-2021 Change Change % Previous Week Open 19.46 19.93 0.47 2.4% 22.90 High 19.94 20.45 0.51 2.6% 24.58 Low 18.20 18.11 -0.09 -0.5% 18.20 Close 18.77 20.00 1.23 6.6% 18.77 Range 1.74 2.34 0.60 34.5% 6.38 ATR 2.89 2.85 -0.04 -1.4% 0.00 Volume
Daily Pivots for day following 11-Oct-2021 Classic Woodie Camarilla DeMark R4 26.54 25.61 21.29 R3 24.20 23.27 20.64 R2 21.86 21.86 20.43 R1 20.93 20.93 20.21 21.40 PP 19.52 19.52 19.52 19.75 S1 18.59 18.59 19.79 19.06 S2 17.18 17.18 19.57 S3 14.84 16.25 19.36 S4 12.50 13.91 18.71	Weekly Pivots for week ending 08-Oct-2021 Classic Woodie Camarilla DeMark R4 39.66 35.59 22.28 R3 33.28 29.21 20.52 R2 26.90 26.90 19.94 R1 22.83 22.83 19.35 21.68 PP 20.52 20.52 20.52 19.94 S1 16.45 16.45 18.19 15.30 S2 14.14 14.14 17.60 S3 7.76 10.07 17.02 S4 1.38 3.69 15.26
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 24.40 18.11 6.29 31.5% 2.35 11.7% 30% False True 10 24.89 18.11 6.78 33.9% 3.02 15.1% 28% False True 20 28.79 17.63 11.16 55.8% 2.87 14.4% 21% False False 40 28.79 15.68 13.11 65.6% 2.54 12.7% 33% False False 60 28.79 15.19 13.60 68.0% 2.28 11.4% 35% False False 80 28.79 14.10 14.69 73.5% 2.21 11.1% 40% False False 100 28.79 14.10 14.69 73.5% 2.17 10.9% 40% False False 120 28.93 14.10 14.83 74.2% 2.26 11.3% 40% 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 True 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.56 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 30.40 2.618 26.58 1.618 24.24 1.000 22.79 0.618 21.90 HIGH 20.45 0.618 19.56 0.500 19.28 0.382 19.00 LOW 18.11 0.618 16.66 1.000 15.77 1.618 14.32 2.618 11.98 4.250 8.17
Fisher Pivots for day following 11-Oct-2021 Pivot 1 day 3 day R1 19.76 19.81 PP 19.52 19.62 S1 19.28 19.44

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