CBOE Volatility Index

Trading Metrics calculated at close of trading on 22-Feb-2021

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(+0.06)

Moving Averages

Sell

-0.20

Oscillators

Buy

+0.11

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 13.3%

20-Day Historical Volatility: 1.8%

Day Change Summary (OHLC)

	Previous	Current
Metric	19-Feb-2021	22-Feb-2021	Change	Change %	Previous Week
Open	23.10	24.46	1.36	5.9%	21.13
High	23.19	25.09	1.90	8.2%	24.23
Low	20.84	21.96	1.12	5.4%	20.84
Close	22.05	23.45	1.40	6.3%	22.05
Range	2.35	3.13	0.78	33.2%	3.39
ATR(14)	3.11	3.12	0.00	0.0%	3.11
Volume

Multi-Period Performance

1-Month (21d)

10.0%

3-Month (63d)

-1.6%

6-Month (126d)

3.2%

1-Year (252d)

—

Year-To-Date (YTD)

-13.1%

52-Week Range

52W Low: 19.51 (20.2%)

Position (18%)

52W High: 41.16 (43.0%)

Daily Pivots for day following 22-Feb-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	32.89	31.30	25.17
R3	29.76	28.17	24.31
R2	26.63	26.63	24.02
R1	25.04	25.04	23.74	24.27
PP	23.50	23.50	23.50	23.12
S1	21.91	21.91	23.16	21.14
S2	20.37	20.37	22.88
S3	17.24	18.78	22.59
S4	14.11	15.65	21.73

Weekly Pivots for week ending 19-Feb-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	32.54	30.69	23.91
R3	29.15	27.30	22.98
R2	25.76	25.76	22.67
R1	23.91	23.91	22.36	24.84
PP	22.37	22.37	22.37	22.84
S1	20.52	20.52	21.74	21.45
S2	18.98	18.98	21.43
S3	15.59	17.13	21.12
S4	12.20	13.74	20.19

Fisher Pivots for day following 22-Feb-2021

Pivot	1 Day	3 Day
R1	23.53	23.29
PP	23.50	23.13
S1	23.48	22.97

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	38.39
2.618	33.28
1.618	30.15
1.000	28.22
0.618	27.02
HIGH	25.09
0.618	23.89
0.500	23.53
0.382	23.16
LOW	21.96
0.618	20.03
1.000	18.83
1.618	16.90
2.618	13.77
4.250	8.66

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	22.19	1.26	5.7%	Above
10-Day SMA	21.70	1.75	8.0%	Above
20-Day SMA	24.26	-0.81	-3.3%	Below
50-Day SMA	23.56	-0.11	-0.5%	Below
100-Day SMA	25.04	-1.59	-6.4%	Below
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 33.35

Middle: 24.26

Lower: 15.16

Bandwidth: 75.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 22.39

Kijun-sen: 28.60

Span A: 25.50

Span B: 28.60

Chikou Span: 22.21

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

50.59

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.64

Signal: -0.55 · Hist: -0.10

Stochastic (14, 3)

Neutral

%K: 44.82

%D: 25.69

StochRSI (14)

Neutral

%K: 53.38

%D: 32.54

ADX (14) & Trend

Neutral

24.52

+DI: 26.14 · -DI: 15.91

CCI (20)

Neutral

-19.13

Range -100 to +100

Williams %R (14)

Neutral

-55.18

Range -100 to 0

Ultimate Oscillator

Neutral

32.35

Periods: 7, 14, 28

ROC (12)

Bullish

2.36%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

2.48

Bull: 2.48 · Bear: -0.65

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.67
Widest range in 7 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	25.09	20.84	4.25	18.1%	2.37	10.1%	61%	True	False
10	25.09	19.69	5.40	23.0%	2.30	9.8%	70%	True	False
20	37.51	19.69	17.82	76.0%	3.64	15.5%	21%	False	False
40	37.51	19.69	17.82	76.0%	2.94	12.5%	21%	False	False
60	37.51	19.51	18.00	76.8%	2.63	11.2%	22%	False	False
80	41.16	19.51	21.65	92.3%	2.77	11.8%	18%	False	False
100	41.16	19.51	21.65	92.3%	2.67	11.4%	18%	False	False
120	41.16	19.51	21.65	92.3%	2.82	12.0%	18%	False	False

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