CBOE Volatility Index

Trading Metrics calculated at close of trading on 12-Oct-2021

Day Change Summary
	Previous	Current
	11-Oct-2021	12-Oct-2021	Change	Change %	Previous Week
Open	19.93	20.62	0.69	3.5%	22.90
High	20.45	20.81	0.36	1.8%	24.58
Low	18.11	18.97	0.86	4.7%	18.20
Close	20.00	19.85	-0.15	-0.8%	18.77
Range	2.34	1.84	-0.50	-21.4%	6.38
ATR	2.85	2.78	-0.07	-2.5%	0.00
Volume

Daily Pivots for day following 12-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	25.40	24.46	20.86
R3	23.56	22.62	20.36
R2	21.72	21.72	20.19
R1	20.78	20.78	20.02	20.33
PP	19.88	19.88	19.88	19.65
S1	18.94	18.94	19.68	18.49
S2	18.04	18.04	19.51
S3	16.20	17.10	19.34
S4	14.36	15.26	18.84

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	31.7%	2.20	11.1%	28%	False	False
10	24.89	18.11	6.78	34.2%	2.70	13.6%	26%	False	False
20	28.79	17.63	11.16	56.2%	2.86	14.4%	20%	False	False
40	28.79	15.68	13.11	66.0%	2.55	12.8%	32%	False	False
60	28.79	15.19	13.60	68.5%	2.21	11.1%	34%	False	False
80	28.79	14.10	14.69	74.0%	2.18	11.0%	39%	False	False
100	28.79	14.10	14.69	74.0%	2.16	10.9%	39%	False	False
120	28.93	14.10	14.83	74.7%	2.25	11.4%	39%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.57
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	28.63
2.618	25.63
1.618	23.79
1.000	22.65
0.618	21.95
HIGH	20.81
0.618	20.11
0.500	19.89
0.382	19.67
LOW	18.97
0.618	17.83
1.000	17.13
1.618	15.99
2.618	14.15
4.250	11.15

Fisher Pivots for day following 12-Oct-2021
Pivot	1 day	3 day
R1	19.89	19.72
PP	19.88	19.59
S1	19.86	19.46

Download as Excel Spreadsheet

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

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