CBOE Volatility Index

Trading Metrics calculated at close of trading on 02-Mar-2021

Day Change Summary
	Previous	Current
	01-Mar-2021	02-Mar-2021	Change	Change %	Previous Week
Open	25.20	23.58	-1.62	-6.4%	24.46
High	25.39	24.60	-0.79	-3.1%	31.16
Low	23.19	22.80	-0.39	-1.7%	21.31
Close	23.35	24.10	0.75	3.2%	27.95
Range	2.20	1.80	-0.40	-18.2%	9.85
ATR	3.92	3.77	-0.15	-3.9%	0.00
Volume

Daily Pivots for day following 02-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	29.23	28.47	25.09
R3	27.43	26.67	24.60
R2	25.63	25.63	24.43
R1	24.87	24.87	24.27	25.25
PP	23.83	23.83	23.83	24.03
S1	23.07	23.07	23.94	23.45
S2	22.03	22.03	23.77
S3	20.23	21.27	23.61
S4	18.43	19.47	23.11

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	56.36	52.00	33.37
R3	46.51	42.15	30.66
R2	36.66	36.66	29.76
R1	32.30	32.30	28.85	34.48
PP	26.81	26.81	26.81	27.90
S1	22.45	22.45	27.05	24.63
S2	16.96	16.96	26.14
S3	7.11	12.60	25.24
S4	-2.74	2.75	22.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	31.16	21.31	9.85	40.9%	4.59	19.1%	28%	False	False
10	31.16	20.84	10.32	42.8%	3.77	15.7%	32%	False	False
20	31.16	19.69	11.47	47.6%	2.94	12.2%	38%	False	False
40	37.51	19.69	17.82	73.9%	3.39	14.1%	25%	False	False
60	37.51	19.69	17.82	73.9%	2.93	12.2%	25%	False	False
80	37.51	19.51	18.00	74.7%	2.83	11.7%	26%	False	False
100	41.16	19.51	21.65	89.8%	2.79	11.6%	21%	False	False
120	41.16	19.51	21.65	89.8%	2.78	11.5%	21%	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	0.67
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	32.25
2.618	29.31
1.618	27.51
1.000	26.40
0.618	25.71
HIGH	24.60
0.618	23.91
0.500	23.70
0.382	23.49
LOW	22.80
0.618	21.69
1.000	21.00
1.618	19.89
2.618	18.09
4.250	15.15

Fisher Pivots for day following 02-Mar-2021
Pivot	1 day	3 day
R1	23.97	26.81
PP	23.83	25.91
S1	23.70	25.00

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

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