CBOE Volatility Index

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	14.15	14.27	0.12	0.8%	16.24
High	14.47	15.30	0.83	5.7%	16.28
Low	13.70	14.13	0.43	3.1%	13.02
Close	14.01	14.45	0.44	3.1%	13.09
Range	0.77	1.17	0.40	51.9%	3.26
ATR	1.27	1.27	0.00	0.1%	0.00
Volume

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	18.14	17.46	15.09
R3	16.97	16.29	14.77
R2	15.80	15.80	14.66
R1	15.12	15.12	14.56	15.46
PP	14.63	14.63	14.63	14.80
S1	13.95	13.95	14.34	14.29
S2	13.46	13.46	14.24
S3	12.29	12.78	14.13
S4	11.12	11.61	13.81

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	15.8%	0.78	5.4%	63%	True	False
10	17.36	13.02	4.34	30.0%	1.11	7.7%	33%	False	False
20	18.88	13.02	5.86	40.6%	1.31	9.1%	24%	False	False
40	18.88	12.74	6.14	42.5%	1.18	8.2%	28%	False	False
60	18.88	12.73	6.15	42.6%	1.09	7.5%	28%	False	False
80	20.81	12.73	8.08	55.9%	1.14	7.9%	21%	False	False
100	21.33	12.73	8.60	59.5%	1.25	8.6%	20%	False	False
120	28.91	12.73	16.18	112.0%	1.40	9.7%	11%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	20.27
2.618	18.36
1.618	17.19
1.000	16.47
0.618	16.02
HIGH	15.30
0.618	14.85
0.500	14.72
0.382	14.58
LOW	14.13
0.618	13.41
1.000	12.96
1.618	12.24
2.618	11.07
4.250	9.16

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	14.72	14.35
PP	14.63	14.26
S1	14.54	14.16

Download as Excel Spreadsheet

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

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