CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 22.58 22.99 0.41 1.8% 24.25
High 23.15 23.25 0.10 0.4% 31.46
Low 22.41 21.24 -1.17 -5.2% 21.39
Close 22.77 22.75 -0.02 -0.1% 21.53
Range 0.74 2.01 1.27 171.6% 10.07
ATR 2.33 2.30 -0.02 -1.0% 0.00
Volume
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 28.44 27.61 23.86
R3 26.43 25.60 23.30
R2 24.42 24.42 23.12
R1 23.59 23.59 22.93 23.00
PP 22.41 22.41 22.41 22.12
S1 21.58 21.58 22.57 20.99
S2 20.40 20.40 22.38
S3 18.39 19.57 22.20
S4 16.38 17.56 21.64
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% 1.58 6.9% 64% False False
10 31.46 20.99 10.47 46.0% 2.17 9.5% 17% False False
20 31.46 19.97 11.49 50.5% 2.00 8.8% 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 95.2% 2.40 10.5% 15% False False
80 41.16 19.51 21.65 95.2% 2.47 10.9% 15% False False
100 41.16 19.51 21.65 95.2% 2.64 11.6% 15% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 31.79
2.618 28.51
1.618 26.50
1.000 25.26
0.618 24.49
HIGH 23.25
0.618 22.48
0.500 22.25
0.382 22.01
LOW 21.24
0.618 20.00
1.000 19.23
1.618 17.99
2.618 15.98
4.250 12.70
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 22.58 22.62
PP 22.41 22.49
S1 22.25 22.36

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

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