CBOE Volatility Index

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Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary Previous Current 19-Oct-2023 20-Oct-2023 Change Change % Previous Week Open 19.73 21.59 1.86 9.4% 19.10 High 21.40 21.83 0.43 2.0% 21.83 Low 18.55 20.42 1.87 10.1% 16.97 Close 21.40 21.71 0.31 1.4% 21.71 Range 2.85 1.41 -1.44 -50.5% 4.86 ATR 2.05 2.00 -0.05 -2.2% 0.00 Volume
Daily Pivots for day following 20-Oct-2023 Classic Woodie Camarilla DeMark R4 25.55 25.04 22.49 R3 24.14 23.63 22.10 R2 22.73 22.73 21.97 R1 22.22 22.22 21.84 22.48 PP 21.32 21.32 21.32 21.45 S1 20.81 20.81 21.58 21.07 S2 19.91 19.91 21.45 S3 18.50 19.40 21.32 S4 17.09 17.99 20.93	Weekly Pivots for week ending 20-Oct-2023 Classic Woodie Camarilla DeMark R4 34.75 33.09 24.38 R3 29.89 28.23 23.05 R2 25.03 25.03 22.60 R1 23.37 23.37 22.16 24.20 PP 20.17 20.17 20.17 20.59 S1 18.51 18.51 21.26 19.34 S2 15.31 15.31 20.82 S3 10.45 13.65 20.37 S4 5.59 8.79 19.04
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 21.83 16.97 4.86 22.4% 2.11 9.7% 98% True False 10 21.83 15.44 6.39 29.4% 2.25 10.4% 98% True False 20 21.83 15.44 6.39 29.4% 2.15 9.9% 98% True False 40 21.83 12.68 9.15 42.1% 1.64 7.5% 99% True False 60 21.83 12.68 9.15 42.1% 1.59 7.3% 99% True False 80 21.83 12.68 9.15 42.1% 1.41 6.5% 99% True False 100 21.83 12.68 9.15 42.1% 1.31 6.0% 99% True False 120 21.83 12.68 9.15 42.1% 1.37 6.3% 99% True 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 False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.45 Narrowest range in 8 trading days	Fibonacci Retracements and Extensions 4.250 27.82 2.618 25.52 1.618 24.11 1.000 23.24 0.618 22.70 HIGH 21.83 0.618 21.29 0.500 21.13 0.382 20.96 LOW 20.42 0.618 19.55 1.000 19.01 1.618 18.14 2.618 16.73 4.250 14.43
Fisher Pivots for day following 20-Oct-2023 Pivot 1 day 3 day R1 21.52 21.09 PP 21.32 20.47 S1 21.13 19.86

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