CBOE Volatility Index

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	23.58	22.80	-0.78	-3.3%	24.46
High	24.60	26.79	2.19	8.9%	31.16
Low	22.80	22.45	-0.35	-1.5%	21.31
Close	24.10	26.67	2.57	10.7%	27.95
Range	1.80	4.34	2.54	141.1%	9.85
ATR	3.77	3.81	0.04	1.1%	0.00
Volume

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	38.32	36.84	29.06
R3	33.98	32.50	27.86
R2	29.64	29.64	27.47
R1	28.16	28.16	27.07	28.90
PP	25.30	25.30	25.30	25.68
S1	23.82	23.82	26.27	24.56
S2	20.96	20.96	25.87
S3	16.62	19.48	25.48
S4	12.28	15.14	24.28

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	21.52	9.64	36.1%	4.71	17.7%	53%	False	False
10	31.16	20.84	10.32	38.7%	3.97	14.9%	56%	False	False
20	31.16	19.69	11.47	43.0%	3.02	11.3%	61%	False	False
40	37.51	19.69	17.82	66.8%	3.33	12.5%	39%	False	False
60	37.51	19.69	17.82	66.8%	2.98	11.2%	39%	False	False
80	37.51	19.51	18.00	67.5%	2.77	10.4%	40%	False	False
100	41.16	19.51	21.65	81.2%	2.82	10.6%	33%	False	False
120	41.16	19.51	21.65	81.2%	2.78	10.4%	33%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	45.24
2.618	38.15
1.618	33.81
1.000	31.13
0.618	29.47
HIGH	26.79
0.618	25.13
0.500	24.62
0.382	24.11
LOW	22.45
0.618	19.77
1.000	18.11
1.618	15.43
2.618	11.09
4.250	4.01

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	25.99	25.99
PP	25.30	25.30
S1	24.62	24.62

Download as Excel Spreadsheet

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

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