CBOE Volatility Index

Trading Metrics calculated at close of trading on 15-Mar-2021

Day Change Summary
	Previous	Current
	12-Mar-2021	15-Mar-2021	Change	Change %	Previous Week
Open	22.57	21.84	-0.73	-3.2%	27.61
High	22.99	21.86	-1.13	-4.9%	28.39
Low	20.63	19.87	-0.76	-3.7%	20.63
Close	20.69	20.03	-0.66	-3.2%	20.69
Range	2.36	1.99	-0.37	-15.7%	7.76
ATR	3.59	3.47	-0.11	-3.2%	0.00
Volume

Daily Pivots for day following 15-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	26.56	25.28	21.12
R3	24.57	23.29	20.58
R2	22.58	22.58	20.39
R1	21.30	21.30	20.21	20.95
PP	20.59	20.59	20.59	20.41
S1	19.31	19.31	19.85	18.96
S2	18.60	18.60	19.67
S3	16.61	17.32	19.48
S4	14.62	15.33	18.94

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	25.25	19.87	5.38	26.9%	1.85	9.2%	3%	False	True
10	31.90	19.87	12.03	60.1%	3.24	16.2%	1%	False	True
20	31.90	19.87	12.03	60.1%	3.49	17.4%	1%	False	True
40	37.51	19.69	17.82	89.0%	3.49	17.4%	2%	False	False
60	37.51	19.69	17.82	89.0%	3.15	15.7%	2%	False	False
80	37.51	19.51	18.00	89.9%	2.81	14.0%	3%	False	False
100	41.16	19.51	21.65	108.1%	2.92	14.6%	2%	False	False
120	41.16	19.51	21.65	108.1%	2.84	14.2%	2%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	30.32
2.618	27.07
1.618	25.08
1.000	23.85
0.618	23.09
HIGH	21.86
0.618	21.10
0.500	20.87
0.382	20.63
LOW	19.87
0.618	18.64
1.000	17.88
1.618	16.65
2.618	14.66
4.250	11.41

Fisher Pivots for day following 15-Mar-2021
Pivot	1 day	3 day
R1	20.87	21.43
PP	20.59	20.96
S1	20.31	20.50

Download as Excel Spreadsheet

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

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