CBOE Volatility Index

Trading Metrics calculated at close of trading on 13-Dec-2021

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)

Moving Averages

Neutral

0.00

Oscillators

Buy

+0.33

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 18.1%

20-Day Historical Volatility: 2.0%

Day Change Summary (OHLC)

	Previous	Current
Metric	10-Dec-2021	13-Dec-2021	Change	Change %	Previous Week
Open	21.27	19.29	-1.98	-9.3%	28.99
High	21.30	21.18	-0.12	-0.6%	30.82
Low	18.69	18.96	0.27	1.4%	18.69
Close	18.69	20.31	1.62	8.7%	18.69
Range	2.61	2.22	-0.39	-14.9%	12.13
ATR(14)	3.77	3.68	-0.09	-2.4%	3.77
Volume

Multi-Period Performance

1-Month (21d)

15.0%

3-Month (63d)

4.4%

6-Month (126d)

19.3%

1-Year (252d)

-12.9%

Year-To-Date (YTD)

-24.7%

52-Week Range

52W Low: 14.10 (44.0%)

Position (27%)

52W High: 37.51 (45.9%)

Daily Pivots for day following 13-Dec-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	26.81	25.78	21.53
R3	24.59	23.56	20.92
R2	22.37	22.37	20.72
R1	21.34	21.34	20.51	21.86
PP	20.15	20.15	20.15	20.41
S1	19.12	19.12	20.11	19.64
S2	17.93	17.93	19.90
S3	15.71	16.90	19.70
S4	13.49	14.68	19.09

Weekly Pivots for week ending 10-Dec-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	59.12	51.04	25.36
R3	46.99	38.91	22.03
R2	34.86	34.86	20.91
R1	26.78	26.78	19.80	24.76
PP	22.73	22.73	22.73	21.72
S1	14.65	14.65	17.58	12.63
S2	10.60	10.60	16.47
S3	-1.53	2.52	15.35
S4	-13.66	-9.61	12.02

Fisher Pivots for day following 13-Dec-2021

Pivot	1 Day	3 Day
R1	20.23	20.41
PP	20.15	20.37
S1	20.07	20.34

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	30.62
2.618	26.99
1.618	24.77
1.000	23.40
0.618	22.55
HIGH	21.18
0.618	20.33
0.500	20.07
0.382	19.81
LOW	18.96
0.618	17.59
1.000	16.74
1.618	15.37
2.618	13.15
4.250	9.53

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	31.99
38.2%	28.57
50.0%	25.81
61.8%	23.04
78.6%	19.11

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	20.47	-0.16	-0.8%	Below
10-Day SMA	24.65	-4.34	-17.6%	Below
20-Day SMA	22.03	-1.72	-7.8%	Below
50-Day SMA	19.24	1.07	5.6%	Above
100-Day SMA	18.92	1.39	7.3%	Above
200-Day SMA	18.83	1.48	7.8%	Above

Bollinger Bands (20, 2):

Upper: 31.62

Middle: 22.03

Lower: 12.45

Bandwidth: 87.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 27.01

Kijun-sen: 25.14

Span A: 26.07

Span B: 25.03

Chikou Span: 15.44

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

48.24

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

0.90

Signal: 1.65 · Hist: -0.75

Stochastic (14, 3)

Neutral

%K: 10.65

%D: 14.05

StochRSI (14)

Bullish

%K: 5.52

%D: 3.79

ADX (14) & Trend

Neutral

32.80

+DI: 25.00 · -DI: 16.94

CCI (20)

Neutral

-32.33

Range -100 to +100

Williams %R (14)

Bullish

-89.35

Range -100 to 0

Ultimate Oscillator

Neutral

37.57

Periods: 7, 14, 28

ROC (12)

Bullish

9.31%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

-1.16

Bull: -1.16 · Bear: -3.38

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.12
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	24.69	18.69	6.00	29.5%	2.68	13.2%	27%	False	False
10	35.32	18.69	16.63	81.9%	4.55	22.4%	10%	False	False
20	35.32	16.03	19.29	95.0%	3.38	16.6%	22%	False	False
40	35.32	14.73	20.59	101.4%	2.40	11.8%	27%	False	False
60	35.32	14.73	20.59	101.4%	2.50	12.3%	27%	False	False
80	35.32	14.73	20.59	101.4%	2.38	11.7%	27%	False	False
100	35.32	14.73	20.59	101.4%	2.26	11.1%	27%	False	False
120	35.32	14.10	21.22	104.5%	2.22	10.9%	29%	False	False

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