CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary
Previous Current
20-Jan-2021 21-Jan-2021 Change Change % Previous Week
Open 22.82 21.34 -1.48 -6.5% 23.31
High 22.86 22.22 -0.64 -2.8% 25.80
Low 21.37 21.09 -0.28 -1.3% 21.66
Close 21.58 21.32 -0.26 -1.2% 24.34
Range 1.49 1.13 -0.36 -24.2% 4.14
ATR 2.56 2.45 -0.10 -4.0% 0.00
Volume
Daily Pivots for day following 21-Jan-2021
Classic Woodie Camarilla DeMark
R4 24.93 24.26 21.94
R3 23.80 23.13 21.63
R2 22.67 22.67 21.53
R1 22.00 22.00 21.42 21.77
PP 21.54 21.54 21.54 21.43
S1 20.87 20.87 21.22 20.64
S2 20.41 20.41 21.11
S3 19.28 19.74 21.01
S4 18.15 18.61 20.70
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 21.09 4.71 22.1% 1.64 7.7% 5% False True
10 25.80 21.09 4.71 22.1% 1.79 8.4% 5% False True
20 29.19 20.99 8.20 38.5% 2.22 10.4% 4% False False
40 31.46 19.51 11.95 56.1% 2.11 9.9% 15% False False
60 41.16 19.51 21.65 101.5% 2.52 11.8% 8% False False
80 41.16 19.51 21.65 101.5% 2.42 11.4% 8% False False
100 41.16 19.51 21.65 101.5% 2.67 12.5% 8% False False
120 41.16 19.51 21.65 101.5% 2.62 12.3% 8% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 27.02
2.618 25.18
1.618 24.05
1.000 23.35
0.618 22.92
HIGH 22.22
0.618 21.79
0.500 21.66
0.382 21.52
LOW 21.09
0.618 20.39
1.000 19.96
1.618 19.26
2.618 18.13
4.250 16.29
Fisher Pivots for day following 21-Jan-2021
Pivot 1 day 3 day
R1 21.66 22.33
PP 21.54 21.99
S1 21.43 21.66

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

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