CBOE Volatility Index

Trading Metrics calculated at close of trading on 03-May-2021

Day Change Summary
	Previous	Current
	30-Apr-2021	03-May-2021	Change	Change %	Previous Week
Open	17.67	18.65	0.98	5.5%	17.94
High	19.25	19.12	-0.13	-0.7%	19.25
Low	17.64	17.80	0.16	0.9%	16.67
Close	18.61	18.31	-0.30	-1.6%	18.61
Range	1.61	1.32	-0.29	-18.0%	2.58
ATR	1.94	1.90	-0.04	-2.3%	0.00
Volume

Daily Pivots for day following 03-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	22.37	21.66	19.04
R3	21.05	20.34	18.67
R2	19.73	19.73	18.55
R1	19.02	19.02	18.43	18.72
PP	18.41	18.41	18.41	18.26
S1	17.70	17.70	18.19	17.40
S2	17.09	17.09	18.07
S3	15.77	16.38	17.95
S4	14.45	15.06	17.58

Weekly Pivots for week ending 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	25.92	24.84	20.03
R3	23.34	22.26	19.32
R2	20.76	20.76	19.08
R1	19.68	19.68	18.85	20.22
PP	18.18	18.18	18.18	18.45
S1	17.10	17.10	18.37	17.64
S2	15.60	15.60	18.14
S3	13.02	14.52	17.90
S4	10.44	11.94	17.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	19.25	16.67	2.58	14.1%	1.48	8.1%	64%	False	False
10	19.90	16.67	3.23	17.6%	1.84	10.1%	51%	False	False
20	19.90	15.38	4.52	24.7%	1.55	8.5%	65%	False	False
40	28.39	15.38	13.01	71.1%	1.93	10.6%	23%	False	False
60	31.90	15.38	16.52	90.2%	2.44	13.3%	18%	False	False
80	37.51	15.38	22.13	120.9%	2.69	14.7%	13%	False	False
100	37.51	15.38	22.13	120.9%	2.66	14.5%	13%	False	False
120	37.51	15.38	22.13	120.9%	2.54	13.9%	13%	False	False

Crabel Price Patterns
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	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	24.73
2.618	22.58
1.618	21.26
1.000	20.44
0.618	19.94
HIGH	19.12
0.618	18.62
0.500	18.46
0.382	18.30
LOW	17.80
0.618	16.98
1.000	16.48
1.618	15.66
2.618	14.34
4.250	12.19

Fisher Pivots for day following 03-May-2021
Pivot	1 day	3 day
R1	18.46	18.21
PP	18.41	18.11
S1	18.36	18.01

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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