CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Feb-2021
Day Change Summary
Previous Current
02-Feb-2021 03-Feb-2021 Change Change % Previous Week
Open 28.01 24.59 -3.42 -12.2% 22.31
High 28.08 25.43 -2.65 -9.4% 37.51
Low 25.31 22.91 -2.40 -9.5% 22.20
Close 25.56 22.91 -2.65 -10.4% 33.09
Range 2.77 2.52 -0.25 -9.0% 15.31
ATR 4.24 4.13 -0.11 -2.7% 0.00
Volume
Daily Pivots for day following 03-Feb-2021
Classic Woodie Camarilla DeMark
R4 31.31 29.63 24.30
R3 28.79 27.11 23.60
R2 26.27 26.27 23.37
R1 24.59 24.59 23.14 24.17
PP 23.75 23.75 23.75 23.54
S1 22.07 22.07 22.68 21.65
S2 21.23 21.23 22.45
S3 18.71 19.55 22.22
S4 16.19 17.03 21.52
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 22.91 14.60 63.7% 5.48 23.9% 0% False True
10 37.51 21.09 16.42 71.7% 5.02 21.9% 11% False False
20 37.51 21.09 16.42 71.7% 3.58 15.6% 11% False False
40 37.51 20.10 17.41 76.0% 2.99 13.1% 16% False False
60 37.51 19.51 18.00 78.6% 2.70 11.8% 19% False False
80 41.16 19.51 21.65 94.5% 2.76 12.1% 16% False False
100 41.16 19.51 21.65 94.5% 2.73 11.9% 16% False False
120 41.16 19.51 21.65 94.5% 2.84 12.4% 16% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 1.02
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 36.14
2.618 32.03
1.618 29.51
1.000 27.95
0.618 26.99
HIGH 25.43
0.618 24.47
0.500 24.17
0.382 23.87
LOW 22.91
0.618 21.35
1.000 20.39
1.618 18.83
2.618 16.31
4.250 12.20
Fisher Pivots for day following 03-Feb-2021
Pivot 1 day 3 day
R1 24.17 28.44
PP 23.75 26.59
S1 23.33 24.75

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

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