CBOE Volatility Index

Trading Metrics calculated at close of trading on 10-Jul-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(+0.05)

Moving Averages

Neutral

0.00

Oscillators

Buy

+0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 7.9%

20-Day Historical Volatility: 0.8%

Day Change Summary (OHLC)

	Previous	Current
Metric	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	15.97	16.08	0.11	0.7%	13.85
High	16.06	16.21	0.15	0.9%	17.08
Low	14.33	15.04	0.71	5.0%	13.47
Close	14.83	15.07	0.24	1.6%	14.83
Range	1.73	1.17	-0.56	-32.4%	3.61
ATR(14)	1.18	1.20	0.01	1.2%	1.18
Volume

Multi-Period Performance

1-Month (21d)

8.1%

3-Month (63d)

-18.1%

6-Month (126d)

-32.9%

1-Year (252d)

-42.2%

Year-To-Date (YTD)

-34.2%

52-Week Range

52W Low: 12.73 (18.4%)

Position (11%)

52W High: 34.88 (56.8%)

Daily Pivots for day following 10-Jul-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	18.95	18.18	15.71
R3	17.78	17.01	15.39
R2	16.61	16.61	15.28
R1	15.84	15.84	15.18	15.64
PP	15.44	15.44	15.44	15.34
S1	14.67	14.67	14.96	14.47
S2	14.27	14.27	14.86
S3	13.10	13.50	14.75
S4	11.93	12.33	14.43

Weekly Pivots for week ending 07-Jul-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	25.96	24.00	16.82
R3	22.35	20.39	15.82
R2	18.74	18.74	15.49
R1	16.78	16.78	15.16	17.76
PP	15.13	15.13	15.13	15.62
S1	13.17	13.17	14.50	14.15
S2	11.52	11.52	14.17
S3	7.91	9.56	13.84
S4	4.30	5.95	12.84

Fisher Pivots for day following 10-Jul-2023

Pivot	1 Day	3 Day
R1	15.63	15.71
PP	15.44	15.49
S1	15.26	15.28

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	21.18
2.618	19.27
1.618	18.10
1.000	17.38
0.618	16.93
HIGH	16.21
0.618	15.76
0.500	15.63
0.382	15.49
LOW	15.04
0.618	14.32
1.000	13.87
1.618	13.15
2.618	11.98
4.250	10.07

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	29.65
38.2%	26.42
50.0%	23.81
61.8%	21.19
78.6%	17.47

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	14.62	0.45	3.1%	Above
10-Day SMA	14.16	0.91	6.4%	Above
20-Day SMA	14.02	1.05	7.5%	Above
50-Day SMA	15.76	-0.69	-4.4%	Below
100-Day SMA	17.98	-2.91	-16.2%	Below
200-Day SMA	21.00	-5.93	-28.2%	Below

Bollinger Bands (20, 2):

Upper: 15.36

Middle: 14.02

Lower: 12.68

Bandwidth: 19.1%

Ichimoku Kinko Hyo:

Tenkan-sen: 15.02

Kijun-sen: 15.16

Span A: 15.09

Span B: 17.03

Chikou Span: 17.94

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

52.65

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.31

Signal: -0.62 · Hist: 0.31

Stochastic (14, 3)

Neutral

%K: 53.79

%D: 54.79

StochRSI (14)

Bearish

%K: 87.91

%D: 89.73

ADX (14) & Trend

Neutral

20.15

+DI: 27.31 · -DI: 18.34

CCI (20)

Neutral

156.15

Range -100 to +100

Williams %R (14)

Neutral

-46.21

Range -100 to 0

Ultimate Oscillator

Neutral

38.48

Periods: 7, 14, 28

ROC (12)

Bullish

14.17%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

1.88

Bull: 1.88 · Bear: 0.71

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
NR5	False
NR7	False
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	0.13
Narrowest range in 3 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	17.08	13.47	3.61	24.0%	1.25	8.3%	44%	False	False
10	17.08	12.96	4.12	27.3%	0.96	6.4%	51%	False	False
20	17.08	12.73	4.35	28.9%	0.90	6.0%	54%	False	False
40	20.81	12.73	8.08	53.6%	1.12	7.5%	29%	False	False
60	21.33	12.73	8.60	57.1%	1.30	8.6%	27%	False	False
80	29.91	12.73	17.18	114.0%	1.58	10.5%	14%	False	False
100	30.81	12.73	18.08	120.0%	1.73	11.5%	13%	False	False
120	30.81	12.73	18.08	120.0%	1.68	11.2%	13%	False	False

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