CBOE Volatility Index

Trading Metrics calculated at close of trading on 01-Jul-2021

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.42)

Moving Averages

Strong Sell

-1.00

Oscillators

Sell

-0.22

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 13.6%

20-Day Historical Volatility: 1.0%

Day Change Summary (OHLC)

	Previous	Current
Metric	30-Jun-2021	01-Jul-2021	Change	Change %	Previous Week
Open	16.18	15.62	-0.56	-3.5%	21.74
High	17.31	16.01	-1.30	-7.5%	21.82
Low	15.58	15.31	-0.27	-1.7%	14.19
Close	15.83	15.48	-0.35	-2.2%	15.62
Range	1.73	0.70	-1.03	-59.5%	7.63
ATR(14)	2.21	2.10	-0.11	-4.9%	2.34
Volume

Multi-Period Performance

1-Month (21d)

-11.4%

3-Month (63d)

-10.7%

6-Month (126d)

-32.0%

1-Year (252d)

—

Year-To-Date (YTD)

-42.6%

52-Week Range

52W Low: 14.10 (9.8%)

Position (5%)

52W High: 41.16 (62.4%)

Daily Pivots for day following 01-Jul-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	17.70	17.29	15.87
R3	17.00	16.59	15.67
R2	16.30	16.30	15.61
R1	15.89	15.89	15.54	15.75
PP	15.60	15.60	15.60	15.53
S1	15.19	15.19	15.42	15.05
S2	14.90	14.90	15.35
S3	14.20	14.49	15.29
S4	13.50	13.79	15.10

Weekly Pivots for week ending 25-Jun-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	40.10	35.49	19.82
R3	32.47	27.86	17.72
R2	24.84	24.84	17.02
R1	20.23	20.23	16.32	18.72
PP	17.21	17.21	17.21	16.46
S1	12.60	12.60	14.92	11.09
S2	9.58	9.58	14.22
S3	1.95	4.97	13.52
S4	-5.68	-2.66	11.42

Fisher Pivots for day following 01-Jul-2021

Pivot	1 Day	3 Day
R1	15.66	15.71
PP	15.60	15.63
S1	15.54	15.56

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	18.99
2.618	17.84
1.618	17.14
1.000	16.71
0.618	16.44
HIGH	16.01
0.618	15.74
0.500	15.66
0.382	15.58
LOW	15.31
0.618	14.88
1.000	14.61
1.618	14.18
2.618	13.48
4.250	12.34

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	34.77
38.2%	30.82
50.0%	27.63
61.8%	24.44
78.6%	19.89

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	15.74	-0.26	-1.7%	Below
10-Day SMA	16.63	-1.15	-6.9%	Below
20-Day SMA	16.76	-1.28	-7.6%	Below
50-Day SMA	18.17	-2.69	-14.8%	Below
100-Day SMA	19.49	-4.01	-20.6%	Below
200-Day SMA	22.50	-7.02	-31.2%	Below

Bollinger Bands (20, 2):

Upper: 19.18

Middle: 16.76

Lower: 14.33

Bandwidth: 28.9%

Ichimoku Kinko Hyo:

Tenkan-sen: 17.96

Kijun-sen: 17.96

Span A: 17.96

Span B: 21.52

Chikou Span: 18.84

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

42.73

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.69

Signal: -0.57 · Hist: -0.11

Stochastic (14, 3)

Neutral

%K: 17.88

%D: 21.72

StochRSI (14)

Neutral

%K: 10.89

%D: 12.91

ADX (14) & Trend

Neutral

12.09

+DI: 21.23 · -DI: 20.67

CCI (20)

Neutral

-86.13

Range -100 to +100

Williams %R (14)

Neutral

-82.12

Range -100 to 0

Ultimate Oscillator

Neutral

56.28

Periods: 7, 14, 28

ROC (12)

Bearish

-9.05%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

-0.43

Bull: -0.43 · Bear: -1.13

Crabel Price Patterns

Pattern	Signal / Value
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	0.33
Narrowest range in 235 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	17.31	14.10	3.21	20.7%	1.33	8.6%	43%	False	False
10	21.82	14.10	7.72	49.9%	2.12	13.7%	18%	False	False
20	21.82	14.10	7.72	49.9%	2.09	13.5%	18%	False	False
40	28.93	14.10	14.83	95.8%	2.42	15.6%	9%	False	False
60	28.93	14.10	14.83	95.8%	2.18	14.1%	9%	False	False
80	28.93	14.10	14.83	95.8%	2.16	14.0%	9%	False	False
100	31.90	14.10	17.80	115.0%	2.46	15.9%	8%	False	False
120	37.51	14.10	23.41	151.2%	2.61	16.9%	6%	False	False

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