CBOE Volatility Index

Trading Metrics calculated at close of trading on 14-Oct-2021

Day Change Summary
	Previous	Current
	13-Oct-2021	14-Oct-2021	Change	Change %	Previous Week
Open	20.14	18.01	-2.13	-10.6%	22.90
High	20.23	18.08	-2.15	-10.6%	24.58
Low	18.44	16.80	-1.64	-8.9%	18.20
Close	18.64	16.86	-1.78	-9.5%	18.77
Range	1.79	1.28	-0.51	-28.5%	6.38
ATR	2.71	2.65	-0.06	-2.3%	0.00
Volume

Daily Pivots for day following 14-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	21.09	20.25	17.56
R3	19.81	18.97	17.21
R2	18.53	18.53	17.09
R1	17.69	17.69	16.98	17.47
PP	17.25	17.25	17.25	17.14
S1	16.41	16.41	16.74	16.19
S2	15.97	15.97	16.63
S3	14.69	15.13	16.51
S4	13.41	13.85	16.16

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	20.81	16.80	4.01	23.8%	1.80	10.7%	1%	False	True
10	24.89	16.80	8.09	48.0%	2.36	14.0%	1%	False	True
20	28.79	16.80	11.99	71.1%	2.79	16.6%	1%	False	True
40	28.79	15.68	13.11	77.8%	2.44	14.5%	9%	False	False
60	28.79	15.19	13.60	80.7%	2.17	12.9%	12%	False	False
80	28.79	14.10	14.69	87.1%	2.14	12.7%	19%	False	False
100	28.79	14.10	14.69	87.1%	2.15	12.8%	19%	False	False
120	28.93	14.10	14.83	88.0%	2.25	13.4%	19%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	False
Stretch	0.44
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	23.52
2.618	21.43
1.618	20.15
1.000	19.36
0.618	18.87
HIGH	18.08
0.618	17.59
0.500	17.44
0.382	17.29
LOW	16.80
0.618	16.01
1.000	15.52
1.618	14.73
2.618	13.45
4.250	11.36

Fisher Pivots for day following 14-Oct-2021
Pivot	1 day	3 day
R1	17.44	18.81
PP	17.25	18.16
S1	17.05	17.51

Download as Excel Spreadsheet

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

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