CBOE Volatility Index

Trading Metrics calculated at close of trading on 22-Oct-2021

Day Change Summary
	Previous	Current
	21-Oct-2021	22-Oct-2021	Change	Change %	Previous Week
Open	16.06	15.35	-0.71	-4.4%	17.29
High	16.11	16.39	0.28	1.7%	17.93
Low	14.92	14.84	-0.08	-0.5%	14.84
Close	15.01	15.43	0.42	2.8%	15.43
Range	1.19	1.55	0.36	30.3%	3.09
ATR	2.15	2.11	-0.04	-2.0%	0.00
Volume

Daily Pivots for day following 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	20.20	19.37	16.28
R3	18.65	17.82	15.86
R2	17.10	17.10	15.71
R1	16.27	16.27	15.57	16.69
PP	15.55	15.55	15.55	15.76
S1	14.72	14.72	15.29	15.14
S2	14.00	14.00	15.15
S3	12.45	13.17	15.00
S4	10.90	11.62	14.58

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	25.34	23.47	17.13
R3	22.25	20.38	16.28
R2	19.16	19.16	16.00
R1	17.29	17.29	15.71	16.68
PP	16.07	16.07	16.07	15.76
S1	14.20	14.20	15.15	13.59
S2	12.98	12.98	14.86
S3	9.89	11.11	14.58
S4	6.80	8.02	13.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17.93	14.84	3.09	20.0%	1.15	7.4%	19%	False	True
10	20.81	14.84	5.97	38.7%	1.41	9.2%	10%	False	True
20	24.89	14.84	10.05	65.1%	2.18	14.1%	6%	False	True
40	28.79	14.84	13.95	90.4%	2.22	14.4%	4%	False	True
60	28.79	14.84	13.95	90.4%	2.13	13.8%	4%	False	True
80	28.79	14.25	14.54	94.2%	2.10	13.6%	8%	False	False
100	28.79	14.10	14.69	95.2%	2.11	13.7%	9%	False	False
120	28.93	14.10	14.83	96.1%	2.22	14.4%	9%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	22.98
2.618	20.45
1.618	18.90
1.000	17.94
0.618	17.35
HIGH	16.39
0.618	15.80
0.500	15.62
0.382	15.43
LOW	14.84
0.618	13.88
1.000	13.29
1.618	12.33
2.618	10.78
4.250	8.25

Fisher Pivots for day following 22-Oct-2021
Pivot	1 day	3 day
R1	15.62	15.62
PP	15.55	15.55
S1	15.49	15.49

Download as Excel Spreadsheet

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

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