CBOE Volatility Index

Trading Metrics calculated at close of trading on 12-Jan-2021

VIX began trading on 07/28/2020 and has 117 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

NEUTRAL(-0.06)

Moving Averages

Strong Sell

-0.60

Oscillators

Buy

+0.22

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 11.9%

20-Day Historical Volatility: 1.0%

Day Change Summary (OHLC)

	Previous	Current
Metric	11-Jan-2021	12-Jan-2021	Change	Change %	Previous Week
Open	23.31	23.49	0.18	0.8%	23.04
High	24.81	25.15	0.34	1.4%	29.19
Low	23.23	22.83	-0.40	-1.7%	21.42
Close	24.08	23.33	-0.75	-3.1%	21.56
Range	1.58	2.32	0.74	46.8%	7.77
ATR(14)	2.80	2.77	-0.03	-1.2%	2.77
Volume

Multi-Period Performance

1-Month (21d)

3.6%

3-Month (63d)

-6.9%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-13.5%

52-Week Range

52W Low: 19.51 (19.6%)

Position (18%)

52W High: 41.16 (43.3%)

Daily Pivots for day following 12-Jan-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	30.73	29.35	24.61
R3	28.41	27.03	23.97
R2	26.09	26.09	23.76
R1	24.71	24.71	23.54	24.24
PP	23.77	23.77	23.77	23.54
S1	22.39	22.39	23.12	21.92
S2	21.45	21.45	22.90
S3	19.13	20.07	22.69
S4	16.81	17.75	22.05

Weekly Pivots for week ending 08-Jan-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	47.37	42.23	25.83
R3	39.60	34.46	23.70
R2	31.83	31.83	22.98
R1	26.69	26.69	22.27	25.38
PP	24.06	24.06	24.06	23.40
S1	18.92	18.92	20.85	17.61
S2	16.29	16.29	20.14
S3	8.52	11.15	19.42
S4	0.75	3.38	17.29

Fisher Pivots for day following 12-Jan-2021

Pivot	1 Day	3 Day
R1	23.99	23.32
PP	23.77	23.30
S1	23.55	23.29

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	35.01
2.618	31.22
1.618	28.90
1.000	27.47
0.618	26.58
HIGH	25.15
0.618	24.26
0.500	23.99
0.382	23.72
LOW	22.83
0.618	21.40
1.000	20.51
1.618	19.08
2.618	16.76
4.250	12.97

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	23.28	0.05	0.2%	Above
10-Day SMA	23.73	-0.40	-1.7%	Below
20-Day SMA	23.34	-0.01	-0.1%	Below
50-Day SMA	23.98	-0.65	-2.7%	Below
100-Day SMA	25.76	-2.43	-9.4%	Below
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 26.30

Middle: 23.34

Lower: 20.39

Bandwidth: 25.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 25.22

Kijun-sen: 25.72

Span A: 25.47

Span B: 30.34

Chikou Span: 21.28

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

49.69

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.02

Signal: -0.05 · Hist: 0.07

Stochastic (14, 3)

Neutral

%K: 28.54

%D: 21.16

StochRSI (14)

Neutral

%K: 27.77

%D: 26.92

ADX (14) & Trend

Neutral

22.62

+DI: 28.40 · -DI: 18.13

CCI (20)

Neutral

15.26

Range -100 to +100

Williams %R (14)

Neutral

-71.46

Range -100 to 0

Ultimate Oscillator

Neutral

44.86

Periods: 7, 14, 28

ROC (12)

Bullish

0.09%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

1.73

Bull: 1.73 · Bear: -0.59

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Widest range in 4 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	26.77	21.42	5.35	22.9%	2.42	10.4%	36%	False	False
10	29.19	20.99	8.20	35.1%	2.80	12.0%	29%	False	False
20	31.46	20.99	10.47	44.9%	2.49	10.7%	22%	False	False
40	31.46	19.51	11.95	51.2%	2.13	9.1%	32%	False	False
60	41.16	19.51	21.65	92.8%	2.53	10.9%	18%	False	False
80	41.16	19.51	21.65	92.8%	2.55	10.9%	18%	False	False
100	41.16	19.51	21.65	92.8%	2.73	11.7%	18%	False	False

JSON API Access

Have your machine get this note via API for just $0.01.

Get this note via API