CBOE Volatility Index


Trading Metrics calculated at close of trading on 23-Feb-2021
Day Change Summary
Previous Current
22-Feb-2021 23-Feb-2021 Change Change % Previous Week
Open 24.46 22.82 -1.64 -6.7% 21.13
High 25.09 27.00 1.91 7.6% 24.23
Low 21.96 22.50 0.54 2.5% 20.84
Close 23.45 23.11 -0.34 -1.4% 22.05
Range 3.13 4.50 1.37 43.8% 3.39
ATR 3.12 3.21 0.10 3.2% 0.00
Volume
Daily Pivots for day following 23-Feb-2021
Classic Woodie Camarilla DeMark
R4 37.70 34.91 25.59
R3 33.20 30.41 24.35
R2 28.70 28.70 23.94
R1 25.91 25.91 23.52 27.31
PP 24.20 24.20 24.20 24.90
S1 21.41 21.41 22.70 22.81
S2 19.70 19.70 22.29
S3 15.20 16.91 21.87
S4 10.70 12.41 20.64
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 32.54 30.69 23.91
R3 29.15 27.30 22.98
R2 25.76 25.76 22.67
R1 23.91 23.91 22.36 24.84
PP 22.37 22.37 22.37 22.84
S1 20.52 20.52 21.74 21.45
S2 18.98 18.98 21.43
S3 15.59 17.13 21.12
S4 12.20 13.74 20.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.00 20.84 6.16 26.7% 2.95 12.8% 37% True False
10 27.00 19.69 7.31 31.6% 2.67 11.6% 47% True False
20 37.51 19.69 17.82 77.1% 3.64 15.8% 19% False False
40 37.51 19.69 17.82 77.1% 3.01 13.0% 19% False False
60 37.51 19.51 18.00 77.9% 2.68 11.6% 20% False False
80 41.16 19.51 21.65 93.7% 2.81 12.1% 17% False False
100 41.16 19.51 21.65 93.7% 2.70 11.7% 17% False False
120 41.16 19.51 21.65 93.7% 2.82 12.2% 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 0.68
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 46.13
2.618 38.78
1.618 34.28
1.000 31.50
0.618 29.78
HIGH 27.00
0.618 25.28
0.500 24.75
0.382 24.22
LOW 22.50
0.618 19.72
1.000 18.00
1.618 15.22
2.618 10.72
4.250 3.38
Fisher Pivots for day following 23-Feb-2021
Pivot 1 day 3 day
R1 24.75 23.92
PP 24.20 23.65
S1 23.66 23.38

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.