CBOE Volatility Index


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 22.22 23.52 1.30 5.9% 23.31
High 23.47 25.80 2.33 9.9% 25.80
Low 21.66 23.08 1.42 6.6% 21.66
Close 23.25 24.34 1.09 4.7% 24.34
Range 1.81 2.72 0.91 50.3% 4.14
ATR 2.67 2.67 0.00 0.1% 0.00
Volume
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 32.57 31.17 25.84
R3 29.85 28.45 25.09
R2 27.13 27.13 24.84
R1 25.73 25.73 24.59 26.43
PP 24.41 24.41 24.41 24.76
S1 23.01 23.01 24.09 23.71
S2 21.69 21.69 23.84
S3 18.97 20.29 23.59
S4 16.25 17.57 22.84
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 36.35 34.49 26.62
R3 32.21 30.35 25.48
R2 28.07 28.07 25.10
R1 26.21 26.21 24.72 27.14
PP 23.93 23.93 23.93 24.40
S1 22.07 22.07 23.96 23.00
S2 19.79 19.79 23.58
S3 15.65 17.93 23.20
S4 11.51 13.79 22.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.80 21.66 4.14 17.0% 2.14 8.8% 65% True False
10 29.19 21.42 7.77 31.9% 2.93 12.1% 38% False False
20 31.46 20.99 10.47 43.0% 2.55 10.5% 32% False False
40 31.46 19.51 11.95 49.1% 2.16 8.9% 40% False False
60 41.16 19.51 21.65 88.9% 2.56 10.5% 22% False False
80 41.16 19.51 21.65 88.9% 2.52 10.4% 22% False False
100 41.16 19.51 21.65 88.9% 2.73 11.2% 22% 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 0.74
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 37.36
2.618 32.92
1.618 30.20
1.000 28.52
0.618 27.48
HIGH 25.80
0.618 24.76
0.500 24.44
0.382 24.12
LOW 23.08
0.618 21.40
1.000 20.36
1.618 18.68
2.618 15.96
4.250 11.52
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 24.44 24.14
PP 24.41 23.93
S1 24.37 23.73

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

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