CBOE Volatility Index


Trading Metrics calculated at close of trading on 06-Apr-2021
Day Change Summary
Previous Current
05-Apr-2021 06-Apr-2021 Change Change % Previous Week
Open 18.16 18.07 -0.09 -0.5% 20.40
High 18.40 18.30 -0.10 -0.5% 21.75
Low 17.35 17.37 0.02 0.1% 17.29
Close 17.91 18.12 0.21 1.2% 17.33
Range 1.05 0.93 -0.12 -11.4% 4.46
ATR 2.74 2.61 -0.13 -4.7% 0.00
Volume
Daily Pivots for day following 06-Apr-2021
Classic Woodie Camarilla DeMark
R4 20.72 20.35 18.63
R3 19.79 19.42 18.38
R2 18.86 18.86 18.29
R1 18.49 18.49 18.21 18.68
PP 17.93 17.93 17.93 18.02
S1 17.56 17.56 18.03 17.75
S2 17.00 17.00 17.95
S3 16.07 16.63 17.86
S4 15.14 15.70 17.61
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 32.17 29.21 19.78
R3 27.71 24.75 18.56
R2 23.25 23.25 18.15
R1 20.29 20.29 17.74 19.54
PP 18.79 18.79 18.79 18.42
S1 15.83 15.83 16.92 15.08
S2 14.33 14.33 16.51
S3 9.87 11.37 16.10
S4 5.41 6.91 14.88
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 24.6% 1.37 7.6% 19% False False
10 23.51 17.29 6.22 34.3% 2.05 11.3% 13% False False
20 25.25 17.29 7.96 43.9% 2.14 11.8% 10% False False
40 31.90 17.29 14.61 80.6% 2.87 15.8% 6% False False
60 37.51 17.29 20.22 111.6% 3.05 16.8% 4% False False
80 37.51 17.29 20.22 111.6% 2.93 16.2% 4% False False
100 37.51 17.29 20.22 111.6% 2.71 15.0% 4% False False
120 41.16 17.29 23.87 131.7% 2.79 15.4% 3% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 22.25
2.618 20.73
1.618 19.80
1.000 19.23
0.618 18.87
HIGH 18.30
0.618 17.94
0.500 17.84
0.382 17.73
LOW 17.37
0.618 16.80
1.000 16.44
1.618 15.87
2.618 14.94
4.250 13.42
Fisher Pivots for day following 06-Apr-2021
Pivot 1 day 3 day
R1 18.03 18.07
PP 17.93 18.02
S1 17.84 17.97

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

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