CBOE Volatility Index

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	14.02	14.42	0.40	2.9%	14.15
High	14.42	14.68	0.26	1.8%	15.69
Low	13.71	13.41	-0.30	-2.2%	13.58
Close	14.23	13.48	-0.75	-5.3%	13.84
Range	0.71	1.27	0.56	78.9%	2.11
ATR	1.19	1.20	0.01	0.5%	0.00
Volume

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	17.67	16.84	14.18
R3	16.40	15.57	13.83
R2	15.13	15.13	13.71
R1	14.30	14.30	13.60	14.08
PP	13.86	13.86	13.86	13.75
S1	13.03	13.03	13.36	12.81
S2	12.59	12.59	13.25
S3	11.32	11.76	13.13
S4	10.05	10.49	12.78

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	20.70	19.38	15.00
R3	18.59	17.27	14.42
R2	16.48	16.48	14.23
R1	15.16	15.16	14.03	14.77
PP	14.37	14.37	14.37	14.17
S1	13.05	13.05	13.65	12.66
S2	12.26	12.26	13.45
S3	10.15	10.94	13.26
S4	8.04	8.83	12.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15.69	13.41	2.28	16.9%	1.03	7.6%	3%	False	True
10	15.69	13.02	2.67	19.8%	0.91	6.7%	17%	False	False
20	18.88	13.02	5.86	43.5%	1.15	8.5%	8%	False	False
40	18.88	12.74	6.14	45.5%	1.23	9.1%	12%	False	False
60	18.88	12.73	6.15	45.6%	1.11	8.2%	12%	False	False
80	20.81	12.73	8.08	59.9%	1.13	8.4%	9%	False	False
100	21.33	12.73	8.60	63.8%	1.24	9.2%	9%	False	False
120	25.21	12.73	12.48	92.6%	1.29	9.6%	6%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	20.08
2.618	18.00
1.618	16.73
1.000	15.95
0.618	15.46
HIGH	14.68
0.618	14.19
0.500	14.05
0.382	13.90
LOW	13.41
0.618	12.63
1.000	12.14
1.618	11.36
2.618	10.09
4.250	8.01

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	14.05	14.05
PP	13.86	13.86
S1	13.67	13.67

Download as Excel Spreadsheet

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

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