CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-May-2021
Day Change Summary
Previous Current
03-May-2021 04-May-2021 Change Change % Previous Week
Open 18.65 18.16 -0.49 -2.6% 17.94
High 19.12 21.85 2.73 14.3% 19.25
Low 17.80 18.11 0.31 1.7% 16.67
Close 18.31 19.48 1.17 6.4% 18.61
Range 1.32 3.74 2.42 183.3% 2.58
ATR 1.90 2.03 0.13 7.0% 0.00
Volume
Daily Pivots for day following 04-May-2021
Classic Woodie Camarilla DeMark
R4 31.03 29.00 21.54
R3 27.29 25.26 20.51
R2 23.55 23.55 20.17
R1 21.52 21.52 19.82 22.54
PP 19.81 19.81 19.81 20.32
S1 17.78 17.78 19.14 18.80
S2 16.07 16.07 18.79
S3 12.33 14.04 18.45
S4 8.59 10.30 17.42
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 25.92 24.84 20.03
R3 23.34 22.26 19.32
R2 20.76 20.76 19.08
R1 19.68 19.68 18.85 20.22
PP 18.18 18.18 18.18 18.45
S1 17.10 17.10 18.37 17.64
S2 15.60 15.60 18.14
S3 13.02 14.52 17.90
S4 10.44 11.94 17.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 21.85 16.67 5.18 26.6% 1.99 10.2% 54% True False
10 21.85 16.67 5.18 26.6% 1.97 10.1% 54% True False
20 21.85 15.38 6.47 33.2% 1.69 8.7% 63% True False
40 25.25 15.38 9.87 50.7% 1.92 9.8% 42% False False
60 31.90 15.38 16.52 84.8% 2.48 12.7% 25% False False
80 37.51 15.38 22.13 113.6% 2.71 13.9% 19% False False
100 37.51 15.38 22.13 113.6% 2.68 13.8% 19% False False
120 37.51 15.38 22.13 113.6% 2.54 13.1% 19% False False
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 0.31
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 37.75
2.618 31.64
1.618 27.90
1.000 25.59
0.618 24.16
HIGH 21.85
0.618 20.42
0.500 19.98
0.382 19.54
LOW 18.11
0.618 15.80
1.000 14.37
1.618 12.06
2.618 8.32
4.250 2.22
Fisher Pivots for day following 04-May-2021
Pivot 1 day 3 day
R1 19.98 19.75
PP 19.81 19.66
S1 19.65 19.57

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

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