CBOE Volatility Index

Trading Metrics calculated at close of trading on 18-Jul-2024

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

STRONG BUY(+0.53)

Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 6.0%

20-Day Historical Volatility: 0.6%

Day Change Summary (OHLC)

	Previous	Current
Metric	17-Jul-2024	18-Jul-2024	Change	Change %	Previous Week
Open	13.60	14.27	0.67	4.9%	12.91
High	14.88	16.43	1.55	10.4%	13.33
Low	13.54	14.08	0.54	4.0%	12.11
Close	14.48	15.93	1.45	10.0%	12.46
Range	1.34	2.35	1.01	75.4%	1.22
ATR(14)	0.84	0.95	0.11	12.8%	0.80
Volume

Multi-Period Performance

1-Month (21d)

29.5%

3-Month (63d)

-11.5%

6-Month (126d)

12.7%

1-Year (252d)

15.8%

Year-To-Date (YTD)

20.7%

52-Week Range

52W Low: 11.52 (38.3%)

Position (38%)

52W High: 23.08 (31.0%)

Daily Pivots for day following 18-Jul-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	22.53	21.58	17.22
R3	20.18	19.23	16.58
R2	17.83	17.83	16.36
R1	16.88	16.88	16.15	17.36
PP	15.48	15.48	15.48	15.72
S1	14.53	14.53	15.71	15.01
S2	13.13	13.13	15.50
S3	10.78	12.18	15.28
S4	8.43	9.83	14.64

Weekly Pivots for week ending 12-Jul-2024

Level	Classic	Woodie	Camarilla	DeMark
R4	16.29	15.60	13.13
R3	15.07	14.38	12.80
R2	13.85	13.85	12.68
R1	13.16	13.16	12.57	12.90
PP	12.63	12.63	12.63	12.50
S1	11.94	11.94	12.35	11.68
S2	11.41	11.41	12.24
S3	10.19	10.72	12.12
S4	8.97	9.50	11.79

Fisher Pivots for day following 18-Jul-2024

Pivot	1 Day	3 Day
R1	15.71	15.52
PP	15.48	15.10
S1	15.26	14.69

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	26.42
2.618	22.58
1.618	20.23
1.000	18.78
0.618	17.88
HIGH	16.43
0.618	15.53
0.500	15.26
0.382	14.98
LOW	14.08
0.618	12.63
1.000	11.73
1.618	10.28
2.618	7.93
4.250	4.09

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	13.84	2.09	15.1%	Above
10-Day SMA	13.23	2.70	20.4%	Above
20-Day SMA	12.87	3.06	23.8%	Above
50-Day SMA	12.79	3.14	24.6%	Above
100-Day SMA	13.81	2.12	15.3%	Above
200-Day SMA	14.24	1.69	11.8%	Above

Bollinger Bands (20, 2):

Upper: 14.67

Middle: 12.87

Lower: 11.07

Bandwidth: 28.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 14.27

Kijun-sen: 14.14

Span A: 14.20

Span B: 13.98

Chikou Span: 12.85

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

73.87

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.36

Signal: 0.02 · Hist: 0.35

Stochastic (14, 3)

Neutral

%K: 89.11

%D: 86.26

StochRSI (14)

Neutral

%K: 100.00

%D: 94.07

ADX (14) & Trend

Strong Trend

21.09

+DI: 39.48 · -DI: 8.68

CCI (20)

Neutral

304.95

Range -100 to +100

Williams %R (14)

Neutral

-10.89

Range -100 to 0

Ultimate Oscillator

Neutral

63.41

Periods: 7, 14, 28

ROC (12)

Bullish

32.42%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

3.05

Bull: 3.05 · Bear: 0.70

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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 62 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	16.43	12.11	4.32	27.1%	1.10	6.9%	88%	True	False
10	16.43	11.84	4.59	28.8%	0.88	5.5%	89%	True	False
20	16.43	11.84	4.59	28.8%	0.79	4.9%	89%	True	False
40	16.43	11.52	4.91	30.8%	0.91	5.7%	90%	True	False
60	17.55	11.52	6.03	37.9%	0.91	5.7%	73%	False	False
80	21.36	11.52	9.84	61.8%	1.12	7.0%	45%	False	False
100	21.36	11.52	9.84	61.8%	1.08	6.8%	45%	False	False
120	21.36	11.52	9.84	61.8%	1.05	6.6%	45%	False	False

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