CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 22.51 21.98 -0.53 -2.4% 22.04
High 23.67 22.27 -1.40 -5.9% 25.14
Low 22.29 21.52 -0.77 -3.5% 20.10
Close 22.50 21.93 -0.57 -2.5% 23.31
Range 1.38 0.75 -0.63 -45.7% 5.04
ATR 2.19 2.11 -0.09 -4.0% 0.00
Volume
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 24.16 23.79 22.34
R3 23.41 23.04 22.14
R2 22.66 22.66 22.07
R1 22.29 22.29 22.00 22.10
PP 21.91 21.91 21.91 21.81
S1 21.54 21.54 21.86 21.35
S2 21.16 21.16 21.79
S3 20.41 20.79 21.72
S4 19.66 20.04 21.52
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 37.97 35.68 26.08
R3 32.93 30.64 24.70
R2 27.89 27.89 24.23
R1 25.60 25.60 23.77 26.75
PP 22.85 22.85 22.85 23.42
S1 20.56 20.56 22.85 21.71
S2 17.81 17.81 22.39
S3 12.77 15.52 21.92
S4 7.73 10.48 20.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.14 21.52 3.62 16.5% 1.80 8.2% 11% False True
10 25.14 19.97 5.17 23.6% 1.80 8.2% 38% False False
20 25.14 19.51 5.63 25.7% 1.70 7.7% 43% False False
40 41.16 19.51 21.65 98.7% 2.53 11.5% 11% False False
60 41.16 19.51 21.65 98.7% 2.45 11.2% 11% False False
80 41.16 19.51 21.65 98.7% 2.76 12.6% 11% False False
100 41.16 19.51 21.65 98.7% 2.65 12.1% 11% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 25.46
2.618 24.23
1.618 23.48
1.000 23.02
0.618 22.73
HIGH 22.27
0.618 21.98
0.500 21.90
0.382 21.81
LOW 21.52
0.618 21.06
1.000 20.77
1.618 20.31
2.618 19.56
4.250 18.33
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 21.92 22.80
PP 21.91 22.51
S1 21.90 22.22

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

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