CBOE Volatility Index

Trading Metrics calculated at close of trading on 01-Dec-2020

VIX began trading on 07/28/2020 and has 89 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 01/15/2021.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.24)

Moving Averages

Strong Sell

-1.00

Oscillators

Buy

+0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 12.0%

20-Day Historical Volatility: 1.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	22.64	20.21	-2.43	-10.7%	23.66
High	22.89	20.92	-1.97	-8.6%	23.96
Low	20.48	20.00	-0.48	-2.3%	19.51
Close	20.57	20.77	0.20	1.0%	20.84
Range	2.41	0.92	-1.49	-61.8%	4.45
ATR(14)	2.62	2.49	-0.12	-4.6%	2.63
Volume

Multi-Period Performance

1-Month (21d)

-45.4%

3-Month (63d)

-20.5%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-18.4%

52-Week Range

52W Low: 19.51 (6.5%)

Position (6%)

52W High: 41.16 (49.5%)

Daily Pivots for day following 01-Dec-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	23.32	22.97	21.28
R3	22.40	22.05	21.02
R2	21.48	21.48	20.94
R1	21.13	21.13	20.85	21.31
PP	20.56	20.56	20.56	20.65
S1	20.21	20.21	20.69	20.39
S2	19.64	19.64	20.60
S3	18.72	19.29	20.52
S4	17.80	18.37	20.26

Weekly Pivots for week ending 27-Nov-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	34.79	32.26	23.29
R3	30.34	27.81	22.06
R2	25.89	25.89	21.66
R1	23.36	23.36	21.25	22.40
PP	21.44	21.44	21.44	20.96
S1	18.91	18.91	20.43	17.95
S2	16.99	16.99	20.02
S3	12.54	14.46	19.62
S4	8.09	10.01	18.39

Fisher Pivots for day following 01-Dec-2020

Pivot	1 Day	3 Day
R1	20.67	21.20
PP	20.56	21.06
S1	20.46	20.91

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	24.83
2.618	23.33
1.618	22.41
1.000	21.84
0.618	21.49
HIGH	20.92
0.618	20.57
0.500	20.46
0.382	20.35
LOW	20.00
0.618	19.43
1.000	19.08
1.618	18.51
2.618	17.59
4.250	16.09

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	36.05
38.2%	32.89
50.0%	30.34
61.8%	27.78
78.6%	24.14

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	21.01	-0.24	-1.2%	Below
10-Day SMA	22.11	-1.34	-6.1%	Below
20-Day SMA	24.18	-3.41	-14.1%	Below
50-Day SMA	27.15	-6.38	-23.5%	Below
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 31.05

Middle: 24.18

Lower: 17.31

Bandwidth: 56.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 22.02

Kijun-sen: 30.34

Span A: 26.18

Span B: 30.34

Chikou Span: 27.55

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

35.94

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-2.15

Signal: -1.80 · Hist: -0.35

Stochastic (14, 3)

Bullish

%K: 16.24

%D: 15.68

StochRSI (14)

Bullish

%K: 3.92

%D: 1.31

ADX (14) & Trend

Neutral

20.13

+DI: 17.89 · -DI: 27.97

CCI (20)

Neutral

-101.56

Range -100 to +100

Williams %R (14)

Bullish

-83.76

Range -100 to 0

Ultimate Oscillator

Neutral

41.55

Periods: 7, 14, 28

ROC (12)

Bearish

-18.07%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

-1.83

Bull: -1.83 · Bear: -2.75

Crabel Price Patterns

Pattern	Signal / Value
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	True
Bull Hook	False
Stretch	0.46
Narrowest range in 82 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	22.89	19.51	3.38	16.3%	1.69	8.2%	37%	False	False
10	24.52	19.51	5.01	24.1%	1.76	8.4%	25%	False	False
20	36.85	19.51	17.34	83.5%	2.58	12.4%	7%	False	False
40	41.16	19.51	21.65	104.2%	2.66	12.8%	6%	False	False
60	41.16	19.51	21.65	104.2%	2.70	13.0%	6%	False	False
80	41.16	19.51	21.65	104.2%	2.81	13.6%	6%	False	False

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