CBOE Volatility Index

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Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary Previous Current 01-Sep-2023 05-Sep-2023 Change Change % Previous Week Open 13.56 14.15 0.59 4.4% 16.24 High 13.56 14.47 0.91 6.7% 16.28 Low 13.02 13.70 0.68 5.2% 13.02 Close 13.09 14.01 0.92 7.0% 13.09 Range 0.54 0.77 0.23 42.6% 3.26 ATR 1.26 1.27 0.01 0.7% 0.00 Volume
Daily Pivots for day following 05-Sep-2023 Classic Woodie Camarilla DeMark R4 16.37 15.96 14.43 R3 15.60 15.19 14.22 R2 14.83 14.83 14.15 R1 14.42 14.42 14.08 14.24 PP 14.06 14.06 14.06 13.97 S1 13.65 13.65 13.94 13.47 S2 13.29 13.29 13.87 S3 12.52 12.88 13.80 S4 11.75 12.11 13.59	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 15.30 13.02 2.28 16.3% 0.74 5.3% 43% False False 10 17.58 13.02 4.56 32.5% 1.09 7.8% 22% False False 20 18.88 13.02 5.86 41.8% 1.36 9.7% 17% False False 40 18.88 12.74 6.14 43.8% 1.17 8.3% 21% False False 60 18.88 12.73 6.15 43.9% 1.08 7.7% 21% False False 80 20.81 12.73 8.08 57.7% 1.15 8.2% 16% False False 100 21.33 12.73 8.60 61.4% 1.25 8.9% 15% False False 120 29.91 12.73 17.18 122.6% 1.44 10.3% 7% False False
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.18 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 17.74 2.618 16.49 1.618 15.72 1.000 15.24 0.618 14.95 HIGH 14.47 0.618 14.18 0.500 14.09 0.382 13.99 LOW 13.70 0.618 13.22 1.000 12.93 1.618 12.45 2.618 11.68 4.250 10.43
Fisher Pivots for day following 05-Sep-2023 Pivot 1 day 3 day R1 14.09 13.92 PP 14.06 13.83 S1 14.04 13.75

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