CBOE Volatility Index

Trading Metrics calculated at close of trading on 29-Dec-2020

VIX began trading on 07/28/2020 and has 108 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

BUY(+0.22)

Moving Averages

Buy

+0.20

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 10.6%

20-Day Historical Volatility: 0.8%

Day Change Summary (OHLC)

	Previous	Current
Metric	28-Dec-2020	29-Dec-2020	Change	Change %	Previous Week
Open	22.11	21.61	-0.50	-2.3%	24.25
High	22.12	23.72	1.60	7.2%	31.46
Low	21.15	20.99	-0.16	-0.8%	21.39
Close	21.70	23.08	1.38	6.4%	21.53
Range	0.97	2.73	1.76	181.4%	10.07
ATR(14)	2.43	2.45	0.02	0.9%	2.54
Volume

Multi-Period Performance

1-Month (21d)

10.7%

3-Month (63d)

-12.1%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-9.3%

52-Week Range

52W Low: 19.51 (18.3%)

Position (16%)

52W High: 41.16 (43.9%)

Daily Pivots for day following 29-Dec-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	30.79	29.66	24.58
R3	28.06	26.93	23.83
R2	25.33	25.33	23.58
R1	24.20	24.20	23.33	24.77
PP	22.60	22.60	22.60	22.88
S1	21.47	21.47	22.83	22.04
S2	19.87	19.87	22.58
S3	17.14	18.74	22.33
S4	14.41	16.01	21.58

Weekly Pivots for week ending 25-Dec-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	55.00	48.34	27.07
R3	44.93	38.27	24.30
R2	34.86	34.86	23.38
R1	28.20	28.20	22.45	26.50
PP	24.79	24.79	24.79	23.94
S1	18.13	18.13	20.61	16.43
S2	14.72	14.72	19.68
S3	4.65	8.06	18.76
S4	-5.42	-2.01	15.99

Fisher Pivots for day following 29-Dec-2020

Pivot	1 Day	3 Day
R1	22.84	22.84
PP	22.60	22.60
S1	22.36	22.36

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	35.32
2.618	30.87
1.618	28.14
1.000	26.45
0.618	25.41
HIGH	23.72
0.618	22.68
0.500	22.36
0.382	22.03
LOW	20.99
0.618	19.30
1.000	18.26
1.618	16.57
2.618	13.84
4.250	9.39

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	22.77	0.31	1.4%	Above
10-Day SMA	22.79	0.29	1.3%	Above
20-Day SMA	22.34	0.74	3.3%	Above
50-Day SMA	25.42	-2.34	-9.2%	Below
100-Day SMA	25.62	-2.54	-9.9%	Below
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 24.90

Middle: 22.34

Lower: 19.77

Bandwidth: 23.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 26.23

Kijun-sen: 25.49

Span A: 25.86

Span B: 30.34

Chikou Span: 23.11

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

49.77

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.39

Signal: -0.59 · Hist: 0.20

Stochastic (14, 3)

Neutral

%K: 26.23

%D: 17.64

StochRSI (14)

Neutral

%K: 41.03

%D: 49.27

ADX (14) & Trend

Neutral

18.79

+DI: 33.18 · -DI: 18.40

CCI (20)

Neutral

9.63

Range -100 to +100

Williams %R (14)

Neutral

-73.77

Range -100 to 0

Ultimate Oscillator

Neutral

40.37

Periods: 7, 14, 28

ROC (12)

Bullish

2.49%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

1.02

Bull: 1.02 · Bear: -1.71

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 5 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	25.56	20.99	4.57	19.8%	1.74	7.6%	46%	False	True
10	31.46	20.99	10.47	45.4%	2.16	9.4%	20%	False	True
20	31.46	19.97	11.49	49.8%	1.97	8.5%	27%	False	False
40	38.78	19.51	19.27	83.5%	2.32	10.1%	19%	False	False
60	41.16	19.51	21.65	93.8%	2.46	10.6%	16%	False	False
80	41.16	19.51	21.65	93.8%	2.62	11.3%	16%	False	False
100	41.16	19.51	21.65	93.8%	2.66	11.5%	16%	False	False

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