CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 22.99 23.04 0.05 0.2% 22.11
High 23.25 29.19 5.94 25.5% 23.72
Low 21.24 22.56 1.32 6.2% 20.99
Close 22.75 26.97 4.22 18.5% 22.75
Range 2.01 6.63 4.62 229.9% 2.73
ATR 2.30 2.61 0.31 13.4% 0.00
Volume
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 46.13 43.18 30.62
R3 39.50 36.55 28.79
R2 32.87 32.87 28.19
R1 29.92 29.92 27.58 31.40
PP 26.24 26.24 26.24 26.98
S1 23.29 23.29 26.36 24.77
S2 19.61 19.61 25.75
S3 12.98 16.66 25.15
S4 6.35 10.03 23.32
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 30.68 29.44 24.25
R3 27.95 26.71 23.50
R2 25.22 25.22 23.25
R1 23.98 23.98 23.00 24.60
PP 22.49 22.49 22.49 22.80
S1 21.25 21.25 22.50 21.87
S2 19.76 19.76 22.25
S3 17.03 18.52 22.00
S4 14.30 15.79 21.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.19 20.99 8.20 30.4% 2.62 9.7% 73% True False
10 31.46 20.99 10.47 38.8% 2.75 10.2% 57% False False
20 31.46 19.97 11.49 42.6% 2.28 8.4% 61% False False
40 31.46 19.51 11.95 44.3% 2.21 8.2% 62% False False
60 41.16 19.51 21.65 80.3% 2.48 9.2% 34% False False
80 41.16 19.51 21.65 80.3% 2.51 9.3% 34% False False
100 41.16 19.51 21.65 80.3% 2.66 9.9% 34% 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 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 57.37
2.618 46.55
1.618 39.92
1.000 35.82
0.618 33.29
HIGH 29.19
0.618 26.66
0.500 25.88
0.382 25.09
LOW 22.56
0.618 18.46
1.000 15.93
1.618 11.83
2.618 5.20
4.250 -5.62
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 26.61 26.39
PP 26.24 25.80
S1 25.88 25.22

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

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