CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Jan-2021
Day Change Summary
Previous Current
25-Jan-2021 26-Jan-2021 Change Change % Previous Week
Open 22.31 23.91 1.60 7.2% 23.03
High 26.53 23.94 -2.59 -9.8% 23.73
Low 22.20 22.55 0.35 1.6% 21.09
Close 23.19 23.02 -0.17 -0.7% 21.91
Range 4.33 1.39 -2.94 -67.9% 2.64
ATR 2.61 2.52 -0.09 -3.3% 0.00
Volume
Daily Pivots for day following 26-Jan-2021
Classic Woodie Camarilla DeMark
R4 27.34 26.57 23.78
R3 25.95 25.18 23.40
R2 24.56 24.56 23.27
R1 23.79 23.79 23.15 23.48
PP 23.17 23.17 23.17 23.02
S1 22.40 22.40 22.89 22.09
S2 21.78 21.78 22.77
S3 20.39 21.01 22.64
S4 19.00 19.62 22.26
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 23.6% 2.16 9.4% 35% False False
10 26.53 21.09 5.44 23.6% 2.09 9.1% 35% False False
20 29.19 20.99 8.20 35.6% 2.38 10.3% 25% False False
40 31.46 19.51 11.95 51.9% 2.20 9.5% 29% False False
60 41.16 19.51 21.65 94.0% 2.45 10.6% 16% False False
80 41.16 19.51 21.65 94.0% 2.45 10.6% 16% False False
100 41.16 19.51 21.65 94.0% 2.65 11.5% 16% False False
120 41.16 19.51 21.65 94.0% 2.61 11.3% 16% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 29.85
2.618 27.58
1.618 26.19
1.000 25.33
0.618 24.80
HIGH 23.94
0.618 23.41
0.500 23.25
0.382 23.08
LOW 22.55
0.618 21.69
1.000 21.16
1.618 20.30
2.618 18.91
4.250 16.64
Fisher Pivots for day following 26-Jan-2021
Pivot 1 day 3 day
R1 23.25 23.90
PP 23.17 23.61
S1 23.10 23.31

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

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