CBOE Volatility Index

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Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary Previous Current 31-Aug-2023 01-Sep-2023 Change Change % Previous Week Open 13.98 13.56 -0.42 -3.0% 16.24 High 14.00 13.56 -0.44 -3.1% 16.28 Low 13.44 13.02 -0.42 -3.1% 13.02 Close 13.57 13.09 -0.48 -3.5% 13.09 Range 0.56 0.54 -0.02 -3.6% 3.26 ATR 1.32 1.26 -0.05 -4.2% 0.00 Volume
Daily Pivots for day following 01-Sep-2023 Classic Woodie Camarilla DeMark R4 14.84 14.51 13.39 R3 14.30 13.97 13.24 R2 13.76 13.76 13.19 R1 13.43 13.43 13.14 13.33 PP 13.22 13.22 13.22 13.17 S1 12.89 12.89 13.04 12.79 S2 12.68 12.68 12.99 S3 12.14 12.35 12.94 S4 11.60 11.81 12.79	Weekly Pivots for week ending 01-Sep-2023 Classic Woodie Camarilla DeMark R4 23.91 21.76 14.88 R3 20.65 18.50 13.99 R2 17.39 17.39 13.69 R1 15.24 15.24 13.39 14.69 PP 14.13 14.13 14.13 13.85 S1 11.98 11.98 12.79 11.43 S2 10.87 10.87 12.49 S3 7.61 8.72 12.19 S4 4.35 5.46 11.30
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 16.28 13.02 3.26 24.9% 0.84 6.4% 2% False True 10 18.11 13.02 5.09 38.9% 1.14 8.7% 1% False True 20 18.88 13.02 5.86 44.8% 1.40 10.7% 1% False True 40 18.88 12.74 6.14 46.9% 1.18 9.0% 6% False False 60 18.88 12.73 6.15 47.0% 1.08 8.2% 6% False False 80 20.81 12.73 8.08 61.7% 1.16 8.9% 4% False False 100 21.33 12.73 8.60 65.7% 1.26 9.6% 4% False False 120 29.91 12.73 17.18 131.2% 1.48 11.3% 2% 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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.16 Narrowest range in 24 trading days	Fibonacci Retracements and Extensions 4.250 15.86 2.618 14.97 1.618 14.43 1.000 14.10 0.618 13.89 HIGH 13.56 0.618 13.35 0.500 13.29 0.382 13.23 LOW 13.02 0.618 12.69 1.000 12.48 1.618 12.15 2.618 11.61 4.250 10.73
Fisher Pivots for day following 01-Sep-2023 Pivot 1 day 3 day R1 13.29 13.86 PP 13.22 13.60 S1 13.16 13.35

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