CBOE Volatility Index


Trading Metrics calculated at close of trading on 25-Jan-2021
Day Change Summary
Previous Current
22-Jan-2021 25-Jan-2021 Change Change % Previous Week
Open 22.24 22.31 0.07 0.3% 23.03
High 23.73 26.53 2.80 11.8% 23.73
Low 21.27 22.20 0.93 4.4% 21.09
Close 21.91 23.19 1.28 5.8% 21.91
Range 2.46 4.33 1.87 76.0% 2.64
ATR 2.45 2.61 0.15 6.3% 0.00
Volume
Daily Pivots for day following 25-Jan-2021
Classic Woodie Camarilla DeMark
R4 36.96 34.41 25.57
R3 32.63 30.08 24.38
R2 28.30 28.30 23.98
R1 25.75 25.75 23.59 27.03
PP 23.97 23.97 23.97 24.61
S1 21.42 21.42 22.79 22.70
S2 19.64 19.64 22.40
S3 15.31 17.09 22.00
S4 10.98 12.76 20.81
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 30.16 28.68 23.36
R3 27.52 26.04 22.64
R2 24.88 24.88 22.39
R1 23.40 23.40 22.15 22.82
PP 22.24 22.24 22.24 21.96
S1 20.76 20.76 21.67 20.18
S2 19.60 19.60 21.43
S3 16.96 18.12 21.18
S4 14.32 15.48 20.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.53 21.09 5.44 23.5% 2.09 9.0% 39% True False
10 26.53 21.09 5.44 23.5% 2.11 9.1% 39% True False
20 29.19 20.99 8.20 35.4% 2.38 10.3% 27% False False
40 31.46 19.51 11.95 51.5% 2.20 9.5% 31% False False
60 41.16 19.51 21.65 93.4% 2.53 10.9% 17% False False
80 41.16 19.51 21.65 93.4% 2.46 10.6% 17% False False
100 41.16 19.51 21.65 93.4% 2.65 11.4% 17% False False
120 41.16 19.51 21.65 93.4% 2.62 11.3% 17% 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 0.47
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 44.93
2.618 37.87
1.618 33.54
1.000 30.86
0.618 29.21
HIGH 26.53
0.618 24.88
0.500 24.37
0.382 23.85
LOW 22.20
0.618 19.52
1.000 17.87
1.618 15.19
2.618 10.86
4.250 3.80
Fisher Pivots for day following 25-Jan-2021
Pivot 1 day 3 day
R1 24.37 23.81
PP 23.97 23.60
S1 23.58 23.40

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

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