CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Feb-2021
Day Change Summary
Previous Current
29-Jan-2021 01-Feb-2021 Change Change % Previous Week
Open 35.16 31.45 -3.71 -10.6% 22.31
High 37.51 33.96 -3.55 -9.5% 37.51
Low 29.24 29.03 -0.21 -0.7% 22.20
Close 33.09 30.24 -2.85 -8.6% 33.09
Range 8.27 4.93 -3.34 -40.4% 15.31
ATR 4.14 4.19 0.06 1.4% 0.00
Volume
Daily Pivots for day following 01-Feb-2021
Classic Woodie Camarilla DeMark
R4 45.87 42.98 32.95
R3 40.94 38.05 31.60
R2 36.01 36.01 31.14
R1 33.12 33.12 30.69 32.10
PP 31.08 31.08 31.08 30.57
S1 28.19 28.19 29.79 27.17
S2 26.15 26.15 29.34
S3 21.22 23.26 28.88
S4 16.29 18.33 27.53
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 76.86 70.29 41.51
R3 61.55 54.98 37.30
R2 46.24 46.24 35.90
R1 39.67 39.67 34.49 42.96
PP 30.93 30.93 30.93 32.58
S1 24.36 24.36 31.69 27.65
S2 15.62 15.62 30.28
S3 0.31 9.05 28.88
S4 -15.00 -6.26 24.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.51 22.55 14.96 49.5% 7.40 24.5% 51% False False
10 37.51 21.09 16.42 54.3% 4.74 15.7% 56% False False
20 37.51 21.09 16.42 54.3% 3.84 12.7% 56% False False
40 37.51 19.97 17.54 58.0% 2.92 9.7% 59% False False
60 37.51 19.51 18.00 59.5% 2.79 9.2% 60% False False
80 41.16 19.51 21.65 71.6% 2.76 9.1% 50% False False
100 41.16 19.51 21.65 71.6% 2.75 9.1% 50% False False
120 41.16 19.51 21.65 71.6% 2.84 9.4% 50% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.98
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.91
2.618 46.87
1.618 41.94
1.000 38.89
0.618 37.01
HIGH 33.96
0.618 32.08
0.500 31.50
0.382 30.91
LOW 29.03
0.618 25.98
1.000 24.10
1.618 21.05
2.618 16.12
4.250 8.08
Fisher Pivots for day following 01-Feb-2021
Pivot 1 day 3 day
R1 31.50 32.45
PP 31.08 31.71
S1 30.66 30.98

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

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