CBOE Volatility Index


Trading Metrics calculated at close of trading on 13-May-2021
Day Change Summary
Previous Current
12-May-2021 13-May-2021 Change Change % Previous Week
Open 22.42 26.03 3.61 16.1% 18.65
High 28.38 28.93 0.55 1.9% 21.85
Low 21.66 22.23 0.57 2.6% 16.68
Close 27.59 23.13 -4.46 -16.2% 16.69
Range 6.72 6.70 -0.02 -0.3% 5.17
ATR 2.55 2.85 0.30 11.6% 0.00
Volume
Daily Pivots for day following 13-May-2021
Classic Woodie Camarilla DeMark
R4 44.86 40.70 26.82
R3 38.16 34.00 24.97
R2 31.46 31.46 24.36
R1 27.30 27.30 23.74 26.03
PP 24.76 24.76 24.76 24.13
S1 20.60 20.60 22.52 19.33
S2 18.06 18.06 21.90
S3 11.36 13.90 21.29
S4 4.66 7.20 19.45
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 33.92 30.47 19.53
R3 28.75 25.30 18.11
R2 23.58 23.58 17.64
R1 20.13 20.13 17.16 19.27
PP 18.41 18.41 18.41 17.98
S1 14.96 14.96 16.22 14.10
S2 13.24 13.24 15.74
S3 8.07 9.79 15.27
S4 2.90 4.62 13.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.93 16.68 12.25 53.0% 4.20 18.2% 53% True False
10 28.93 16.68 12.25 53.0% 3.17 13.7% 53% True False
20 28.93 16.05 12.88 55.7% 2.49 10.8% 55% True False
40 28.93 15.38 13.55 58.6% 2.24 9.7% 57% True False
60 31.90 15.38 16.52 71.4% 2.64 11.4% 47% False False
80 37.51 15.38 22.13 95.7% 2.85 12.3% 35% False False
100 37.51 15.38 22.13 95.7% 2.80 12.1% 35% False False
120 37.51 15.38 22.13 95.7% 2.61 11.3% 35% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.41
2.618 46.47
1.618 39.77
1.000 35.63
0.618 33.07
HIGH 28.93
0.618 26.37
0.500 25.58
0.382 24.79
LOW 22.23
0.618 18.09
1.000 15.53
1.618 11.39
2.618 4.69
4.250 -6.25
Fisher Pivots for day following 13-May-2021
Pivot 1 day 3 day
R1 25.58 24.82
PP 24.76 24.26
S1 23.95 23.69

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

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