CBOE Volatility Index


Trading Metrics calculated at close of trading on 16-Mar-2021
Day Change Summary
Previous Current
15-Mar-2021 16-Mar-2021 Change Change % Previous Week
Open 21.84 20.14 -1.70 -7.8% 27.61
High 21.86 20.31 -1.55 -7.1% 28.39
Low 19.87 19.33 -0.54 -2.7% 20.63
Close 20.03 19.79 -0.24 -1.2% 20.69
Range 1.99 0.98 -1.01 -50.8% 7.76
ATR 3.47 3.30 -0.18 -5.1% 0.00
Volume
Daily Pivots for day following 16-Mar-2021
Classic Woodie Camarilla DeMark
R4 22.75 22.25 20.33
R3 21.77 21.27 20.06
R2 20.79 20.79 19.97
R1 20.29 20.29 19.88 20.05
PP 19.81 19.81 19.81 19.69
S1 19.31 19.31 19.70 19.07
S2 18.83 18.83 19.61
S3 17.85 18.33 19.52
S4 16.87 17.35 19.25
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 23.87 19.33 4.54 22.9% 1.57 8.0% 10% False True
10 31.90 19.33 12.57 63.5% 3.16 15.9% 4% False True
20 31.90 19.33 12.57 63.5% 3.46 17.5% 4% False True
40 37.51 19.33 18.18 91.9% 3.45 17.4% 3% False True
60 37.51 19.33 18.18 91.9% 3.15 15.9% 3% False True
80 37.51 19.33 18.18 91.9% 2.80 14.2% 3% False True
100 41.16 19.33 21.83 110.3% 2.91 14.7% 2% False True
120 41.16 19.33 21.83 110.3% 2.83 14.3% 2% False True
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 0.41
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 24.48
2.618 22.88
1.618 21.90
1.000 21.29
0.618 20.92
HIGH 20.31
0.618 19.94
0.500 19.82
0.382 19.70
LOW 19.33
0.618 18.72
1.000 18.35
1.618 17.74
2.618 16.76
4.250 15.17
Fisher Pivots for day following 16-Mar-2021
Pivot 1 day 3 day
R1 19.82 21.16
PP 19.81 20.70
S1 19.80 20.25

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

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