CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-May-2021
Day Change Summary
Previous Current
14-May-2021 17-May-2021 Change Change % Previous Week
Open 21.77 20.48 -1.29 -5.9% 17.34
High 22.10 21.58 -0.52 -2.4% 28.93
Low 18.66 19.67 1.01 5.4% 17.07
Close 18.81 19.72 0.91 4.8% 18.81
Range 3.44 1.91 -1.53 -44.5% 11.86
ATR 2.97 2.95 -0.01 -0.5% 0.00
Volume
Daily Pivots for day following 17-May-2021
Classic Woodie Camarilla DeMark
R4 26.05 24.80 20.77
R3 24.14 22.89 20.25
R2 22.23 22.23 20.07
R1 20.98 20.98 19.90 20.65
PP 20.32 20.32 20.32 20.16
S1 19.07 19.07 19.54 18.74
S2 18.41 18.41 19.37
S3 16.50 17.16 19.19
S4 14.59 15.25 18.67
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 57.18 49.86 25.33
R3 45.32 38.00 22.07
R2 33.46 33.46 20.98
R1 26.14 26.14 19.90 29.80
PP 21.60 21.60 21.60 23.44
S1 14.28 14.28 17.72 17.94
S2 9.74 9.74 16.64
S3 -2.12 2.42 15.55
S4 -13.98 -9.44 12.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.93 18.66 10.27 52.1% 4.36 22.1% 10% False False
10 28.93 16.68 12.25 62.1% 3.41 17.3% 25% False False
20 28.93 16.67 12.26 62.2% 2.63 13.3% 25% False False
40 28.93 15.38 13.55 68.7% 2.21 11.2% 32% False False
60 31.90 15.38 16.52 83.8% 2.65 13.4% 26% False False
80 37.51 15.38 22.13 112.2% 2.89 14.6% 20% False False
100 37.51 15.38 22.13 112.2% 2.76 14.0% 20% False False
120 37.51 15.38 22.13 112.2% 2.63 13.3% 20% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 29.70
2.618 26.58
1.618 24.67
1.000 23.49
0.618 22.76
HIGH 21.58
0.618 20.85
0.500 20.63
0.382 20.40
LOW 19.67
0.618 18.49
1.000 17.76
1.618 16.58
2.618 14.67
4.250 11.55
Fisher Pivots for day following 17-May-2021
Pivot 1 day 3 day
R1 20.63 23.80
PP 20.32 22.44
S1 20.02 21.08

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

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