CBOE Volatility Index

Trading Metrics calculated at close of trading on 28-Jul-2023

Day Change Summary
	Previous	Current
	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	13.14	14.03	0.89	6.8%	14.29
High	15.02	14.18	-0.84	-5.6%	15.02
Low	12.74	13.27	0.53	4.2%	12.74
Close	14.41	13.33	-1.08	-7.5%	13.33
Range	2.28	0.91	-1.37	-60.1%	2.28
ATR	0.98	0.99	0.01	1.2%	0.00
Volume

Daily Pivots for day following 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	16.32	15.74	13.83
R3	15.41	14.83	13.58
R2	14.50	14.50	13.50
R1	13.92	13.92	13.41	13.76
PP	13.59	13.59	13.59	13.51
S1	13.01	13.01	13.25	12.85
S2	12.68	12.68	13.16
S3	11.77	12.10	13.08
S4	10.86	11.19	12.83

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	20.54	19.21	14.58
R3	18.26	16.93	13.96
R2	15.98	15.98	13.75
R1	14.65	14.65	13.54	14.18
PP	13.70	13.70	13.70	13.46
S1	12.37	12.37	13.12	11.90
S2	11.42	11.42	12.91
S3	9.14	10.09	12.70
S4	6.86	7.81	12.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15.02	12.74	2.28	17.1%	1.01	7.6%	26%	False	False
10	15.02	12.74	2.28	17.1%	0.79	5.9%	26%	False	False
20	17.08	12.74	4.34	32.6%	0.89	6.6%	14%	False	False
40	17.59	12.73	4.86	36.5%	0.87	6.5%	12%	False	False
60	21.33	12.73	8.60	64.5%	1.11	8.3%	7%	False	False
80	21.33	12.73	8.60	64.5%	1.20	9.0%	7%	False	False
100	30.81	12.73	18.08	135.6%	1.63	12.2%	3%	False	False
120	30.81	12.73	18.08	135.6%	1.61	12.1%	3%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18.05
2.618	16.56
1.618	15.65
1.000	15.09
0.618	14.74
HIGH	14.18
0.618	13.83
0.500	13.73
0.382	13.62
LOW	13.27
0.618	12.71
1.000	12.36
1.618	11.80
2.618	10.89
4.250	9.40

Fisher Pivots for day following 28-Jul-2023
Pivot	1 day	3 day
R1	13.73	13.88
PP	13.59	13.70
S1	13.46	13.51

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

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