CBOE Volatility Index

Trading Metrics calculated at close of trading on 05-Jul-2024

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(-0.05)

Moving Averages

Sell

-0.33

Oscillators

Neutral

0.00

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	04-Jul-2024	05-Jul-2024	Change	Change %	Previous Week
Open	12.09	12.37	0.28	2.3%	12.98
High	12.09	12.61	0.52	4.3%	13.26
Low	12.09	11.84	-0.25	-2.1%	11.84
Close	12.09	12.48	0.39	3.2%	12.48
Range	0.00	0.77	0.77	∞%	1.42
ATR(14)	0.85	0.85	-0.01	-0.7%	0.85
Volume

Multi-Period Performance

1-Month (21d)

-1.2%

3-Month (63d)

-22.1%

6-Month (126d)

-11.7%

1-Year (252d)

-19.2%

Year-To-Date (YTD)

-5.5%

52-Week Range

52W Low: 11.52 (8.3%)

Position (8%)

52W High: 23.08 (45.9%)

Daily Pivots for day following 05-Jul-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	14.62	14.32	12.90
R3	13.85	13.55	12.69
R2	13.08	13.08	12.62
R1	12.78	12.78	12.55	12.93
PP	12.31	12.31	12.31	12.39
S1	12.01	12.01	12.41	12.16
S2	11.54	11.54	12.34
S3	10.77	11.24	12.27
S4	10.00	10.47	12.06

Weekly Pivots for week ending 05-Jul-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	16.79	16.05	13.26
R3	15.37	14.63	12.87
R2	13.95	13.95	12.74
R1	13.21	13.21	12.61	12.87
PP	12.53	12.53	12.53	12.36
S1	11.79	11.79	12.35	11.45
S2	11.11	11.11	12.22
S3	9.69	10.37	12.09
S4	8.27	8.95	11.70

Fisher Pivots for day following 05-Jul-2024

Pivot	1 Day	3 Day
R1	12.40	12.40
PP	12.31	12.31
S1	12.23	12.23

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	15.88
2.618	14.63
1.618	13.86
1.000	13.38
0.618	13.09
HIGH	12.61
0.618	12.32
0.500	12.23
0.382	12.13
LOW	11.84
0.618	11.36
1.000	11.07
1.618	10.59
2.618	9.82
4.250	8.57

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	20.35
38.2%	18.66
50.0%	17.30
61.8%	15.94
78.6%	13.99

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	12.18	0.30	2.4%	Above
10-Day SMA	12.43	0.05	0.4%	Above
20-Day SMA	12.51	-0.03	-0.3%	Below
50-Day SMA	13.01	-0.53	-4.1%	Below
100-Day SMA	13.92	-1.44	-10.4%	Below
200-Day SMA	14.43	-1.95	-13.5%	Below

Bollinger Bands (20, 2):

Upper: 13.35

Middle: 12.51

Lower: 11.68

Bandwidth: 13.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 12.68

Kijun-sen: 13.36

Span A: 13.02

Span B: 14.54

Chikou Span: 14.28

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

47.90

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.24

Signal: -0.24 · Hist: -0.00

Stochastic (14, 3)

Neutral

%K: 31.37

%D: 18.34

StochRSI (14)

Neutral

%K: 25.48

%D: 18.43

ADX (14) & Trend

Neutral

8.27

+DI: 20.69 · -DI: 17.47

CCI (20)

Neutral

-61.85

Range -100 to +100

Williams %R (14)

Neutral

-68.63

Range -100 to 0

Ultimate Oscillator

Neutral

35.31

Periods: 7, 14, 28

ROC (12)

Bullish

1.46%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

0.18

Bull: 0.18 · Bear: -0.59

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest 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	13.26	11.84	1.42	11.4%	0.65	5.2%	45%	False	True
10	13.88	11.84	2.04	16.3%	0.70	5.6%	31%	False	True
20	13.88	11.84	2.04	16.3%	0.80	6.4%	31%	False	True
40	14.88	11.52	3.36	26.9%	0.85	6.8%	29%	False	False
60	21.36	11.52	9.84	78.8%	1.13	9.0%	10%	False	False
80	21.36	11.52	9.84	78.8%	1.13	9.0%	10%	False	False
100	21.36	11.52	9.84	78.8%	1.10	8.8%	10%	False	False
120	21.36	11.52	9.84	78.8%	1.05	8.4%	10%	False	False

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