CBOE Volatility Index

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	15.65	15.28	-0.37	-2.4%	17.56
High	15.65	15.29	-0.36	-2.3%	18.40
Low	14.42	14.66	0.24	1.7%	14.42
Close	14.60	14.73	0.13	0.9%	14.60
Range	1.23	0.63	-0.60	-48.8%	3.98
ATR	1.70	1.63	-0.07	-4.3%	0.00
Volume

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	16.78	16.39	15.08
R3	16.15	15.76	14.90
R2	15.52	15.52	14.85
R1	15.13	15.13	14.79	15.01
PP	14.89	14.89	14.89	14.84
S1	14.50	14.50	14.67	14.38
S2	14.26	14.26	14.61
S3	13.63	13.87	14.56
S4	13.00	13.24	14.38

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	27.75	25.15	16.79
R3	23.77	21.17	15.69
R2	19.79	19.79	15.33
R1	17.19	17.19	14.96	16.50
PP	15.81	15.81	15.81	15.46
S1	13.21	13.21	14.24	12.52
S2	11.83	11.83	13.87
S3	7.85	9.23	13.51
S4	3.87	5.25	12.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18.40	14.42	3.98	27.0%	1.30	8.8%	8%	False	False
10	20.81	14.42	6.39	43.4%	1.54	10.4%	5%	False	False
20	20.81	14.42	6.39	43.4%	1.42	9.6%	5%	False	False
40	21.33	14.42	6.91	46.9%	1.53	10.4%	4%	False	False
60	30.81	14.42	16.39	111.3%	2.09	14.2%	2%	False	False
80	30.81	14.42	16.39	111.3%	1.98	13.4%	2%	False	False
100	30.81	14.42	16.39	111.3%	1.87	12.7%	2%	False	False
120	30.81	14.42	16.39	111.3%	1.84	12.5%	2%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	17.97
2.618	16.94
1.618	16.31
1.000	15.92
0.618	15.68
HIGH	15.29
0.618	15.05
0.500	14.98
0.382	14.90
LOW	14.66
0.618	14.27
1.000	14.03
1.618	13.64
2.618	13.01
4.250	11.98

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	14.98	16.01
PP	14.89	15.58
S1	14.81	15.16

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

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