CBOE Volatility Index


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 21.61 22.58 0.97 4.5% 24.25
High 23.72 23.15 -0.57 -2.4% 31.46
Low 20.99 22.41 1.42 6.8% 21.39
Close 23.08 22.77 -0.31 -1.3% 21.53
Range 2.73 0.74 -1.99 -72.9% 10.07
ATR 2.45 2.33 -0.12 -5.0% 0.00
Volume
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 25.00 24.62 23.18
R3 24.26 23.88 22.97
R2 23.52 23.52 22.91
R1 23.14 23.14 22.84 23.33
PP 22.78 22.78 22.78 22.87
S1 22.40 22.40 22.70 22.59
S2 22.04 22.04 22.63
S3 21.30 21.66 22.57
S4 20.56 20.92 22.36
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 55.00 48.34 27.07
R3 44.93 38.27 24.30
R2 34.86 34.86 23.38
R1 28.20 28.20 22.45 26.50
PP 24.79 24.79 24.79 23.94
S1 18.13 18.13 20.61 16.43
S2 14.72 14.72 19.68
S3 4.65 8.06 18.76
S4 -5.42 -2.01 15.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.72 20.99 2.73 12.0% 1.49 6.5% 65% False False
10 31.46 20.99 10.47 46.0% 2.10 9.2% 17% False False
20 31.46 19.97 11.49 50.5% 1.96 8.6% 24% False False
40 36.85 19.51 17.34 76.2% 2.27 10.0% 19% False False
60 41.16 19.51 21.65 95.1% 2.43 10.7% 15% False False
80 41.16 19.51 21.65 95.1% 2.52 11.0% 15% False False
100 41.16 19.51 21.65 95.1% 2.64 11.6% 15% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 26.30
2.618 25.09
1.618 24.35
1.000 23.89
0.618 23.61
HIGH 23.15
0.618 22.87
0.500 22.78
0.382 22.69
LOW 22.41
0.618 21.95
1.000 21.67
1.618 21.21
2.618 20.47
4.250 19.27
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 22.78 22.63
PP 22.78 22.49
S1 22.77 22.36

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

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