CBOE Volatility Index

Trading Metrics calculated at close of trading on 28-Jul-2023

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.16)

Moving Averages

Strong Sell

-1.00

Oscillators

Buy

+0.33

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 7.4%

20-Day Historical Volatility: 0.7%

Day Change Summary (OHLC)

	Previous	Current
Metric	27-Jul-2023	28-Jul-2023	Change	Change %	Previous Week
Open	13.14	14.03	0.89	6.8%	14.29
High	15.02	14.18	-0.84	-5.6%	15.02
Low	12.74	13.27	0.53	4.2%	12.74
Close	14.41	13.33	-1.08	-7.5%	13.33
Range	2.28	0.91	-1.37	-60.1%	2.28
ATR(14)	0.98	0.99	0.01	1.2%	0.99
Volume

Multi-Period Performance

1-Month (21d)

-0.7%

3-Month (63d)

-21.7%

6-Month (126d)

-28.8%

1-Year (252d)

-42.6%

Year-To-Date (YTD)

-41.8%

52-Week Range

52W Low: 12.73 (4.7%)

Position (3%)

52W High: 34.88 (61.8%)

Daily Pivots for day following 28-Jul-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	16.32	15.74	13.83
R3	15.41	14.83	13.58
R2	14.50	14.50	13.50
R1	13.92	13.92	13.41	13.76
PP	13.59	13.59	13.59	13.51
S1	13.01	13.01	13.25	12.85
S2	12.68	12.68	13.16
S3	11.77	12.10	13.08
S4	10.86	11.19	12.83

Weekly Pivots for week ending 28-Jul-2023

Level	Classic	Woodie	Camarilla	DeMark
R4	20.54	19.21	14.58
R3	18.26	16.93	13.96
R2	15.98	15.98	13.75
R1	14.65	14.65	13.54	14.18
PP	13.70	13.70	13.70	13.46
S1	12.37	12.37	13.12	11.90
S2	11.42	11.42	12.91
S3	9.14	10.09	12.70
S4	6.86	7.81	12.08

Fisher Pivots for day following 28-Jul-2023

Pivot	1 Day	3 Day
R1	13.73	13.88
PP	13.59	13.70
S1	13.46	13.51

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	18.05
2.618	16.56
1.618	15.65
1.000	15.09
0.618	14.74
HIGH	14.18
0.618	13.83
0.500	13.73
0.382	13.62
LOW	13.27
0.618	12.71
1.000	12.36
1.618	11.80
2.618	10.89
4.250	9.40

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	13.74	-0.41	-3.0%	Below
10-Day SMA	13.68	-0.35	-2.6%	Below
20-Day SMA	13.94	-0.61	-4.4%	Below
50-Day SMA	14.74	-1.41	-9.6%	Below
100-Day SMA	17.06	-3.73	-21.9%	Below
200-Day SMA	19.83	-6.50	-32.8%	Below

Bollinger Bands (20, 2):

Upper: 15.21

Middle: 13.94

Lower: 12.68

Bandwidth: 18.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 13.88

Kijun-sen: 14.91

Span A: 14.39

Span B: 16.77

Chikou Span: 13.20

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

44.79

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.26

Signal: -0.32 · Hist: 0.05

Stochastic (14, 3)

Neutral

%K: 23.51

%D: 24.63

StochRSI (14)

Neutral

%K: 41.64

%D: 38.46

ADX (14) & Trend

Neutral

11.13

+DI: 23.72 · -DI: 19.32

CCI (20)

Neutral

-53.95

Range -100 to +100

Williams %R (14)

Neutral

-76.49

Range -100 to 0

Ultimate Oscillator

Neutral

40.08

Periods: 7, 14, 28

ROC (12)

Bullish

-1.55%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

0.40

Bull: 0.40 · Bear: -0.51

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	0.17
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	15.02	12.74	2.28	17.1%	1.01	7.6%	26%	False	False
10	15.02	12.74	2.28	17.1%	0.79	5.9%	26%	False	False
20	17.08	12.74	4.34	32.6%	0.89	6.6%	14%	False	False
40	17.59	12.73	4.86	36.5%	0.87	6.5%	12%	False	False
60	21.33	12.73	8.60	64.5%	1.11	8.3%	7%	False	False
80	21.33	12.73	8.60	64.5%	1.20	9.0%	7%	False	False
100	30.81	12.73	18.08	135.6%	1.63	12.2%	3%	False	False
120	30.81	12.73	18.08	135.6%	1.61	12.1%	3%	False	False

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