CBOE Volatility Index

Trading Metrics calculated at close of trading on 20-Oct-2021

Day Change Summary
	Previous	Current
	19-Oct-2021	20-Oct-2021	Change	Change %	Previous Week
Open	16.09	15.82	-0.27	-1.7%	19.93
High	16.31	15.89	-0.42	-2.6%	20.81
Low	15.57	15.29	-0.28	-1.8%	15.72
Close	15.70	15.49	-0.21	-1.3%	16.30
Range	0.74	0.60	-0.14	-18.9%	5.09
ATR	2.35	2.23	-0.13	-5.3%	0.00
Volume

Daily Pivots for day following 20-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	17.36	17.02	15.82
R3	16.76	16.42	15.66
R2	16.16	16.16	15.60
R1	15.82	15.82	15.55	15.69
PP	15.56	15.56	15.56	15.49
S1	15.22	15.22	15.44	15.09
S2	14.96	14.96	15.38
S3	14.36	14.62	15.33
S4	13.76	14.02	15.16

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	32.88	29.68	19.10
R3	27.79	24.59	17.70
R2	22.70	22.70	17.23
R1	19.50	19.50	16.77	18.56
PP	17.61	17.61	17.61	17.14
S1	14.41	14.41	15.83	13.47
S2	12.52	12.52	15.37
S3	7.43	9.32	14.90
S4	2.34	4.23	13.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18.08	15.29	2.79	18.0%	1.08	7.0%	7%	False	True
10	20.81	15.29	5.52	35.6%	1.48	9.6%	4%	False	True
20	24.89	15.29	9.60	62.0%	2.27	14.7%	2%	False	True
40	28.79	15.29	13.50	87.2%	2.23	14.4%	1%	False	True
60	28.79	15.19	13.60	87.8%	2.13	13.8%	2%	False	False
80	28.79	14.10	14.69	94.8%	2.12	13.7%	9%	False	False
100	28.79	14.10	14.69	94.8%	2.13	13.7%	9%	False	False
120	28.93	14.10	14.83	95.7%	2.24	14.4%	9%	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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	18.44
2.618	17.46
1.618	16.86
1.000	16.49
0.618	16.26
HIGH	15.89
0.618	15.66
0.500	15.59
0.382	15.52
LOW	15.29
0.618	14.92
1.000	14.69
1.618	14.32
2.618	13.72
4.250	12.74

Fisher Pivots for day following 20-Oct-2021
Pivot	1 day	3 day
R1	15.59	16.61
PP	15.56	16.24
S1	15.52	15.86

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

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