CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 22.15 24.25 2.10 9.5% 22.67
High 23.77 31.46 7.69 32.4% 24.82
Low 21.57 24.23 2.66 12.3% 21.52
Close 21.57 25.16 3.59 16.6% 21.57
Range 2.20 7.23 5.03 228.6% 3.30
ATR 2.11 2.67 0.56 26.3% 0.00
Volume
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 48.64 44.13 29.14
R3 41.41 36.90 27.15
R2 34.18 34.18 26.49
R1 29.67 29.67 25.82 31.93
PP 26.95 26.95 26.95 28.08
S1 22.44 22.44 24.50 24.70
S2 19.72 19.72 23.83
S3 12.49 15.21 23.17
S4 5.26 7.98 21.18
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 32.54 30.35 23.39
R3 29.24 27.05 22.48
R2 25.94 25.94 22.18
R1 23.75 23.75 21.87 23.20
PP 22.64 22.64 22.64 22.36
S1 20.45 20.45 21.27 19.90
S2 19.34 19.34 20.97
S3 16.04 17.15 20.66
S4 12.74 13.85 19.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.46 21.52 9.94 39.5% 2.58 10.3% 37% True False
10 31.46 20.10 11.36 45.2% 2.48 9.9% 45% True False
20 31.46 19.51 11.95 47.5% 1.99 7.9% 47% True False
40 41.16 19.51 21.65 86.0% 2.67 10.6% 26% False False
60 41.16 19.51 21.65 86.0% 2.49 9.9% 26% False False
80 41.16 19.51 21.65 86.0% 2.78 11.0% 26% False False
100 41.16 19.51 21.65 86.0% 2.69 10.7% 26% False False
Crabel Price Patterns
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 0.37
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 62.19
2.618 50.39
1.618 43.16
1.000 38.69
0.618 35.93
HIGH 31.46
0.618 28.70
0.500 27.85
0.382 26.99
LOW 24.23
0.618 19.76
1.000 17.00
1.618 12.53
2.618 5.30
4.250 -6.50
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 27.85 26.49
PP 26.95 26.05
S1 26.06 25.60

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

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