CBOE Volatility Index


Trading Metrics calculated at close of trading on 01-Apr-2021
Day Change Summary
Previous Current
31-Mar-2021 01-Apr-2021 Change Change % Previous Week
Open 19.80 18.60 -1.20 -6.1% 21.91
High 20.11 18.64 -1.47 -7.3% 23.51
Low 18.86 17.29 -1.57 -8.3% 18.68
Close 19.40 17.33 -2.07 -10.7% 18.86
Range 1.25 1.35 0.10 8.0% 4.83
ATR 2.93 2.87 -0.06 -2.0% 0.00
Volume
Daily Pivots for day following 01-Apr-2021
Classic Woodie Camarilla DeMark
R4 21.80 20.92 18.07
R3 20.45 19.57 17.70
R2 19.10 19.10 17.58
R1 18.22 18.22 17.45 17.99
PP 17.75 17.75 17.75 17.64
S1 16.87 16.87 17.21 16.64
S2 16.40 16.40 17.08
S3 15.05 15.52 16.96
S4 13.70 14.17 16.59
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 34.84 31.68 21.52
R3 30.01 26.85 20.19
R2 25.18 25.18 19.75
R1 22.02 22.02 19.30 21.19
PP 20.35 20.35 20.35 19.93
S1 17.19 17.19 18.42 16.36
S2 15.52 15.52 17.97
S3 10.69 12.36 17.53
S4 5.86 7.53 16.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.75 17.29 4.46 25.7% 1.97 11.4% 1% False True
10 23.51 17.29 6.22 35.9% 2.52 14.6% 1% False True
20 30.03 17.29 12.74 73.5% 2.54 14.7% 0% False True
40 31.90 17.29 14.61 84.3% 2.89 16.7% 0% False True
60 37.51 17.29 20.22 116.7% 3.12 18.0% 0% False True
80 37.51 17.29 20.22 116.7% 2.94 17.0% 0% False True
100 37.51 17.29 20.22 116.7% 2.78 16.0% 0% False True
120 41.16 17.29 23.87 137.7% 2.81 16.2% 0% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 24.38
2.618 22.17
1.618 20.82
1.000 19.99
0.618 19.47
HIGH 18.64
0.618 18.12
0.500 17.97
0.382 17.81
LOW 17.29
0.618 16.46
1.000 15.94
1.618 15.11
2.618 13.76
4.250 11.55
Fisher Pivots for day following 01-Apr-2021
Pivot 1 day 3 day
R1 17.97 19.52
PP 17.75 18.79
S1 17.54 18.06

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

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