CBOE Volatility Index

Trading Metrics calculated at close of trading on 26-Oct-2021

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.11)

Moving Averages

Strong Sell

-0.67

Oscillators

Buy

+0.22

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 12.7%

20-Day Historical Volatility: 1.3%

Day Change Summary (OHLC)

	Previous	Current
Metric	25-Oct-2021	26-Oct-2021	Change	Change %	Previous Week
Open	16.14	15.02	-1.12	-6.9%	17.29
High	16.33	16.71	0.38	2.3%	17.93
Low	15.10	14.90	-0.20	-1.3%	14.84
Close	15.24	15.98	0.74	4.9%	15.43
Range	1.23	1.81	0.58	47.2%	3.09
ATR(14)	2.05	2.03	-0.02	-0.8%	2.11
Volume

Multi-Period Performance

1-Month (21d)

-14.8%

3-Month (63d)

-12.7%

6-Month (126d)

-7.5%

1-Year (252d)

-50.8%

Year-To-Date (YTD)

-40.7%

52-Week Range

52W Low: 14.10 (13.3%)

Position (7%)

52W High: 41.16 (61.2%)

Daily Pivots for day following 26-Oct-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	21.29	20.45	16.98
R3	19.48	18.64	16.48
R2	17.67	17.67	16.31
R1	16.83	16.83	16.15	17.25
PP	15.86	15.86	15.86	16.08
S1	15.02	15.02	15.81	15.44
S2	14.05	14.05	15.65
S3	12.24	13.21	15.48
S4	10.43	11.40	14.98

Weekly Pivots for week ending 22-Oct-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	25.34	23.47	17.13
R3	22.25	20.38	16.28
R2	19.16	19.16	16.00
R1	17.29	17.29	15.71	16.68
PP	16.07	16.07	16.07	15.76
S1	14.20	14.20	15.15	13.59
S2	12.98	12.98	14.86
S3	9.89	11.11	14.58
S4	6.80	8.02	13.73

Fisher Pivots for day following 26-Oct-2021

Pivot	1 Day	3 Day
R1	15.92	15.91
PP	15.86	15.84
S1	15.81	15.78

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	24.40
2.618	21.45
1.618	19.64
1.000	18.52
0.618	17.83
HIGH	16.71
0.618	16.02
0.500	15.81
0.382	15.59
LOW	14.90
0.618	13.78
1.000	13.09
1.618	11.97
2.618	10.16
4.250	7.21

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	15.43	0.55	3.6%	Above
10-Day SMA	16.10	-0.12	-0.7%	Below
20-Day SMA	18.56	-2.58	-13.9%	Below
50-Day SMA	18.81	-2.83	-15.1%	Below
100-Day SMA	17.99	-2.01	-11.2%	Below
200-Day SMA	19.50	-3.52	-18.0%	Below

Bollinger Bands (20, 2):

Upper: 24.08

Middle: 18.56

Lower: 13.05

Bandwidth: 59.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 16.46

Kijun-sen: 20.22

Span A: 18.34

Span B: 21.82

Chikou Span: 25.71

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

41.94

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-1.22

Signal: -0.82 · Hist: -0.40

Stochastic (14, 3)

Bullish

%K: 19.10

%D: 9.82

StochRSI (14)

Bullish

%K: 19.87

%D: 10.33

ADX (14) & Trend

Neutral

15.84

+DI: 20.53 · -DI: 20.73

CCI (20)

Neutral

-78.03

Range -100 to +100

Williams %R (14)

Bullish

-80.90

Range -100 to 0

Ultimate Oscillator

Bearish

29.79

Periods: 7, 14, 28

ROC (12)

Bullish

-14.86%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

-0.10

Bull: -0.10 · Bear: -1.91

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 10 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	16.71	14.84	1.87	11.7%	1.28	8.0%	61%	True	False
10	20.23	14.84	5.39	33.7%	1.30	8.1%	21%	False	False
20	24.89	14.84	10.05	62.9%	2.00	12.5%	11%	False	False
40	28.79	14.84	13.95	87.3%	2.22	13.9%	8%	False	False
60	28.79	14.84	13.95	87.3%	2.11	13.2%	8%	False	False
80	28.79	14.84	13.95	87.3%	2.11	13.2%	8%	False	False
100	28.79	14.10	14.69	91.9%	2.10	13.1%	13%	False	False
120	28.93	14.10	14.83	92.8%	2.21	13.8%	13%	False	False

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