CBOE Volatility Index


Trading Metrics calculated at close of trading on 14-Apr-2021
Day Change Summary
Previous Current
13-Apr-2021 14-Apr-2021 Change Change % Previous Week
Open 16.99 16.71 -0.28 -1.6% 18.16
High 17.86 17.69 -0.17 -1.0% 18.40
Low 16.43 15.38 -1.05 -6.4% 16.20
Close 16.65 16.99 0.34 2.0% 16.69
Range 1.43 2.31 0.88 61.5% 2.20
ATR 2.17 2.18 0.01 0.5% 0.00
Volume
Daily Pivots for day following 14-Apr-2021
Classic Woodie Camarilla DeMark
R4 23.62 22.61 18.26
R3 21.31 20.30 17.63
R2 19.00 19.00 17.41
R1 17.99 17.99 17.20 18.50
PP 16.69 16.69 16.69 16.94
S1 15.68 15.68 16.78 16.19
S2 14.38 14.38 16.57
S3 12.07 13.37 16.35
S4 9.76 11.06 15.72
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 23.70 22.39 17.90
R3 21.50 20.19 17.30
R2 19.30 19.30 17.09
R1 17.99 17.99 16.89 17.55
PP 17.10 17.10 17.10 16.87
S1 15.79 15.79 16.49 15.35
S2 14.90 14.90 16.29
S3 12.70 13.59 16.09
S4 10.50 11.39 15.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17.91 15.38 2.53 14.9% 1.36 8.0% 64% False True
10 20.11 15.38 4.73 27.8% 1.27 7.5% 34% False True
20 23.51 15.38 8.13 47.9% 2.04 12.0% 20% False True
40 31.90 15.38 16.52 97.2% 2.75 16.2% 10% False True
60 37.51 15.38 22.13 130.3% 2.98 17.5% 7% False True
80 37.51 15.38 22.13 130.3% 2.87 16.9% 7% False True
100 37.51 15.38 22.13 130.3% 2.65 15.6% 7% False True
120 41.16 15.38 25.78 151.7% 2.77 16.3% 6% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 27.51
2.618 23.74
1.618 21.43
1.000 20.00
0.618 19.12
HIGH 17.69
0.618 16.81
0.500 16.54
0.382 16.26
LOW 15.38
0.618 13.95
1.000 13.07
1.618 11.64
2.618 9.33
4.250 5.56
Fisher Pivots for day following 14-Apr-2021
Pivot 1 day 3 day
R1 16.84 16.88
PP 16.69 16.76
S1 16.54 16.65

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

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