CBOE Volatility Index


Trading Metrics calculated at close of trading on 21-May-2021
Day Change Summary
Previous Current
20-May-2021 21-May-2021 Change Change % Previous Week
Open 22.33 20.42 -1.91 -8.6% 20.48
High 23.50 20.89 -2.61 -11.1% 25.96
Low 20.19 19.53 -0.66 -3.3% 18.81
Close 20.67 20.15 -0.52 -2.5% 20.15
Range 3.31 1.36 -1.95 -58.9% 7.15
ATR 3.07 2.95 -0.12 -4.0% 0.00
Volume
Daily Pivots for day following 21-May-2021
Classic Woodie Camarilla DeMark
R4 24.27 23.57 20.90
R3 22.91 22.21 20.52
R2 21.55 21.55 20.40
R1 20.85 20.85 20.27 20.52
PP 20.19 20.19 20.19 20.03
S1 19.49 19.49 20.03 19.16
S2 18.83 18.83 19.90
S3 17.47 18.13 19.78
S4 16.11 16.77 19.40
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 43.09 38.77 24.08
R3 35.94 31.62 22.12
R2 28.79 28.79 21.46
R1 24.47 24.47 20.81 23.06
PP 21.64 21.64 21.64 20.93
S1 17.32 17.32 19.49 15.91
S2 14.49 14.49 18.84
S3 7.34 10.17 18.18
S4 0.19 3.02 16.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.96 18.81 7.15 35.5% 2.66 13.2% 19% False False
10 28.93 17.07 11.86 58.9% 3.59 17.8% 26% False False
20 28.93 16.67 12.26 60.8% 2.71 13.5% 28% False False
40 28.93 15.38 13.55 67.2% 2.19 10.9% 35% False False
60 31.90 15.38 16.52 82.0% 2.49 12.4% 29% False False
80 37.51 15.38 22.13 109.8% 2.76 13.7% 22% False False
100 37.51 15.38 22.13 109.8% 2.81 13.9% 22% False False
120 37.51 15.38 22.13 109.8% 2.67 13.2% 22% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.78
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 26.67
2.618 24.45
1.618 23.09
1.000 22.25
0.618 21.73
HIGH 20.89
0.618 20.37
0.500 20.21
0.382 20.05
LOW 19.53
0.618 18.69
1.000 18.17
1.618 17.33
2.618 15.97
4.250 13.75
Fisher Pivots for day following 21-May-2021
Pivot 1 day 3 day
R1 20.21 22.75
PP 20.19 21.88
S1 20.17 21.02

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

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