CBOE Volatility Index


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 23.52 23.03 -0.49 -2.1% 23.31
High 25.80 23.56 -2.24 -8.7% 25.80
Low 23.08 22.53 -0.55 -2.4% 21.66
Close 24.34 23.24 -1.10 -4.5% 24.34
Range 2.72 1.03 -1.69 -62.1% 4.14
ATR 2.67 2.61 -0.06 -2.3% 0.00
Volume
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 26.20 25.75 23.81
R3 25.17 24.72 23.52
R2 24.14 24.14 23.43
R1 23.69 23.69 23.33 23.92
PP 23.11 23.11 23.11 23.22
S1 22.66 22.66 23.15 22.89
S2 22.08 22.08 23.05
S3 21.05 21.63 22.96
S4 20.02 20.60 22.67
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 17.8% 2.03 8.7% 38% False False
10 28.60 21.42 7.18 30.9% 2.37 10.2% 25% False False
20 31.46 20.99 10.47 45.1% 2.56 11.0% 21% False False
40 31.46 19.51 11.95 51.4% 2.13 9.2% 31% False False
60 41.16 19.51 21.65 93.2% 2.54 10.9% 17% False False
80 41.16 19.51 21.65 93.2% 2.48 10.7% 17% False False
100 41.16 19.51 21.65 93.2% 2.72 11.7% 17% False False
120 41.16 19.51 21.65 93.2% 2.64 11.4% 17% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 27.94
2.618 26.26
1.618 25.23
1.000 24.59
0.618 24.20
HIGH 23.56
0.618 23.17
0.500 23.05
0.382 22.92
LOW 22.53
0.618 21.89
1.000 21.50
1.618 20.86
2.618 19.83
4.250 18.15
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 23.18 23.73
PP 23.11 23.57
S1 23.05 23.40

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

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