CBOE Volatility Index

Trading Metrics calculated at close of trading on 27-Jul-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.16)

Moving Averages

Neutral

0.00

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 6.8%

20-Day Historical Volatility: 0.7%

Day Change Summary (OHLC)

	Previous	Current
Metric	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	13.86	13.14	-0.72	-5.2%	13.78
High	14.16	15.02	0.86	6.1%	14.23
Low	13.15	12.74	-0.41	-3.1%	13.12
Close	13.19	14.41	1.22	9.2%	13.60
Range	1.01	2.28	1.27	125.7%	1.11
ATR(14)	0.88	0.98	0.10	11.4%	0.93
Volume

Multi-Period Performance

1-Month (21d)

4.9%

3-Month (63d)

-23.5%

6-Month (126d)

-24.5%

1-Year (252d)

-41.6%

Year-To-Date (YTD)

-37.1%

52-Week Range

52W Low: 12.73 (13.2%)

Position (8%)

52W High: 34.88 (58.7%)

Daily Pivots for day following 27-Jul-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	20.90	19.93	15.66
R3	18.62	17.65	15.04
R2	16.34	16.34	14.83
R1	15.37	15.37	14.62	15.86
PP	14.06	14.06	14.06	14.30
S1	13.09	13.09	14.20	13.58
S2	11.78	11.78	13.99
S3	9.50	10.81	13.78
S4	7.22	8.53	13.16

Weekly Pivots for week ending 21-Jul-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	16.98	16.40	14.21
R3	15.87	15.29	13.91
R2	14.76	14.76	13.80
R1	14.18	14.18	13.70	13.92
PP	13.65	13.65	13.65	13.52
S1	13.07	13.07	13.50	12.81
S2	12.54	12.54	13.40
S3	11.43	11.96	13.29
S4	10.32	10.85	12.99

Fisher Pivots for day following 27-Jul-2023

Pivot	1 Day	3 Day
R1	14.23	14.23
PP	14.06	14.06
S1	13.88	13.88

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	24.71
2.618	20.99
1.618	18.71
1.000	17.30
0.618	16.43
HIGH	15.02
0.618	14.15
0.500	13.88
0.382	13.61
LOW	12.74
0.618	11.33
1.000	10.46
1.618	9.05
2.618	6.77
4.250	3.05

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	13.79	0.62	4.5%	Above
10-Day SMA	13.68	0.73	5.3%	Above
20-Day SMA	13.95	0.46	3.3%	Above
50-Day SMA	14.84	-0.43	-2.9%	Below
100-Day SMA	17.12	-2.71	-15.8%	Below
200-Day SMA	19.93	-5.52	-27.7%	Below

Bollinger Bands (20, 2):

Upper: 15.20

Middle: 13.95

Lower: 12.70

Bandwidth: 17.9%

Ichimoku Kinko Hyo:

Tenkan-sen: 13.88

Kijun-sen: 14.91

Span A: 14.39

Span B: 16.77

Chikou Span: 13.88

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

52.32

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.24

Signal: -0.33 · Hist: 0.09

Stochastic (14, 3)

Neutral

%K: 48.13

%D: 23.03

StochRSI (14)

Neutral

%K: 45.89

%D: 36.23

ADX (14) & Trend

Neutral

11.20

+DI: 25.84 · -DI: 21.05

CCI (20)

Neutral

3.32

Range -100 to +100

Williams %R (14)

Neutral

-51.87

Range -100 to 0

Ultimate Oscillator

Neutral

47.21

Periods: 7, 14, 28

ROC (12)

Bullish

-2.90%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

1.17

Bull: 1.17 · Bear: -1.11

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 15 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	15.02	12.74	2.28	15.8%	0.93	6.5%	73%	True	True
10	15.02	12.74	2.28	15.8%	0.75	5.2%	73%	True	True
20	17.08	12.74	4.34	30.1%	0.86	6.0%	38%	False	True
40	18.40	12.73	5.67	39.3%	0.88	6.1%	30%	False	False
60	21.33	12.73	8.60	59.7%	1.15	8.0%	20%	False	False
80	21.33	12.73	8.60	59.7%	1.21	8.4%	20%	False	False
100	30.81	12.73	18.08	125.5%	1.63	11.3%	9%	False	False
120	30.81	12.73	18.08	125.5%	1.61	11.2%	9%	False	False

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