CBOE Volatility Index

Trading Metrics calculated at close of trading on 04-Feb-2021

Day Change Summary
	Previous	Current
	03-Feb-2021	04-Feb-2021	Change	Change %	Previous Week
Open	24.59	23.44	-1.15	-4.7%	22.31
High	25.43	23.44	-1.99	-7.8%	37.51
Low	22.91	21.68	-1.23	-5.4%	22.20
Close	22.91	21.77	-1.14	-5.0%	33.09
Range	2.52	1.76	-0.76	-30.2%	15.31
ATR	4.13	3.96	-0.17	-4.1%	0.00
Volume

Daily Pivots for day following 04-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	27.58	26.43	22.74
R3	25.82	24.67	22.25
R2	24.06	24.06	22.09
R1	22.91	22.91	21.93	22.61
PP	22.30	22.30	22.30	22.14
S1	21.15	21.15	21.61	20.85
S2	20.54	20.54	21.45
S3	18.78	19.39	21.29
S4	17.02	17.63	20.80

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	21.68	15.83	72.7%	4.05	18.6%	1%	False	True
10	37.51	21.27	16.24	74.6%	5.08	23.3%	3%	False	False
20	37.51	21.09	16.42	75.4%	3.44	15.8%	4%	False	False
40	37.51	20.10	17.41	80.0%	3.00	13.8%	10%	False	False
60	37.51	19.51	18.00	82.7%	2.65	12.2%	13%	False	False
80	41.16	19.51	21.65	99.4%	2.76	12.7%	10%	False	False
100	41.16	19.51	21.65	99.4%	2.72	12.5%	10%	False	False
120	41.16	19.51	21.65	99.4%	2.84	13.0%	10%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.99
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	30.92
2.618	28.05
1.618	26.29
1.000	25.20
0.618	24.53
HIGH	23.44
0.618	22.77
0.500	22.56
0.382	22.35
LOW	21.68
0.618	20.59
1.000	19.92
1.618	18.83
2.618	17.07
4.250	14.20

Fisher Pivots for day following 04-Feb-2021
Pivot	1 day	3 day
R1	22.56	24.88
PP	22.30	23.84
S1	22.03	22.81

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

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