CBOE Volatility Index

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	22.50	22.57	0.07	0.3%	27.61
High	22.50	22.99	0.49	2.2%	28.39
Low	21.45	20.63	-0.82	-3.8%	20.63
Close	21.91	20.69	-1.22	-5.6%	20.69
Range	1.05	2.36	1.31	124.8%	7.76
ATR	3.68	3.59	-0.09	-2.6%	0.00
Volume

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	28.52	26.96	21.99
R3	26.16	24.60	21.34
R2	23.80	23.80	21.12
R1	22.24	22.24	20.91	21.84
PP	21.44	21.44	21.44	21.24
S1	19.88	19.88	20.47	19.48
S2	19.08	19.08	20.26
S3	16.72	17.52	20.04
S4	14.36	15.16	19.39

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	46.52	41.36	24.96
R3	38.76	33.60	22.82
R2	31.00	31.00	22.11
R1	25.84	25.84	21.40	24.54
PP	23.24	23.24	23.24	22.59
S1	18.08	18.08	19.98	16.78
S2	15.48	15.48	19.27
S3	7.72	10.32	18.56
S4	-0.04	2.56	16.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	28.39	20.63	7.76	37.5%	2.31	11.2%	1%	False	True
10	31.90	20.63	11.27	54.5%	3.26	15.7%	1%	False	True
20	31.90	19.95	11.95	57.8%	3.52	17.0%	6%	False	False
40	37.51	19.69	17.82	86.1%	3.48	16.8%	6%	False	False
60	37.51	19.69	17.82	86.1%	3.14	15.2%	6%	False	False
80	37.51	19.51	18.00	87.0%	2.81	13.6%	7%	False	False
100	41.16	19.51	21.65	104.6%	2.92	14.1%	5%	False	False
120	41.16	19.51	21.65	104.6%	2.85	13.8%	5%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	33.02
2.618	29.17
1.618	26.81
1.000	25.35
0.618	24.45
HIGH	22.99
0.618	22.09
0.500	21.81
0.382	21.53
LOW	20.63
0.618	19.17
1.000	18.27
1.618	16.81
2.618	14.45
4.250	10.60

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	21.81	22.25
PP	21.44	21.73
S1	21.06	21.21

Download as Excel Spreadsheet

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

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