CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 20.42 20.50 0.08 0.4% 20.48
High 20.89 20.51 -0.38 -1.8% 25.96
Low 19.53 18.38 -1.15 -5.9% 18.81
Close 20.15 18.40 -1.75 -8.7% 20.15
Range 1.36 2.13 0.77 56.6% 7.15
ATR 2.95 2.89 -0.06 -2.0% 0.00
Volume
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 25.49 24.07 19.57
R3 23.36 21.94 18.99
R2 21.23 21.23 18.79
R1 19.81 19.81 18.60 19.46
PP 19.10 19.10 19.10 18.92
S1 17.68 17.68 18.20 17.33
S2 16.97 16.97 18.01
S3 14.84 15.55 17.81
S4 12.71 13.42 17.23
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 18.38 7.58 41.2% 2.70 14.7% 0% False True
10 28.93 18.38 10.55 57.3% 3.53 19.2% 0% False True
20 28.93 16.67 12.26 66.6% 2.75 15.0% 14% False False
40 28.93 15.38 13.55 73.6% 2.17 11.8% 22% False False
60 31.90 15.38 16.52 89.8% 2.43 13.2% 18% False False
80 37.51 15.38 22.13 120.3% 2.68 14.5% 14% False False
100 37.51 15.38 22.13 120.3% 2.80 15.2% 14% False False
120 37.51 15.38 22.13 120.3% 2.67 14.5% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.76
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.56
2.618 26.09
1.618 23.96
1.000 22.64
0.618 21.83
HIGH 20.51
0.618 19.70
0.500 19.45
0.382 19.19
LOW 18.38
0.618 17.06
1.000 16.25
1.618 14.93
2.618 12.80
4.250 9.33
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 19.45 20.94
PP 19.10 20.09
S1 18.75 19.25

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

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