CBOE Volatility Index

Trading Metrics calculated at close of trading on 19-Mar-2021

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.17)

Moving Averages

Strong Sell

-0.60

Oscillators

Neutral

0.00

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 15.4%

20-Day Historical Volatility: 1.4%

Day Change Summary (OHLC)

	Previous	Current
Metric	18-Mar-2021	19-Mar-2021	Change	Change %	Previous Week
Open	18.95	21.43	2.48	13.1%	21.84
High	22.60	23.17	0.57	2.5%	23.17
Low	18.95	19.90	0.95	5.0%	18.95
Close	21.58	20.95	-0.63	-2.9%	20.95
Range	3.65	3.27	-0.38	-10.4%	4.22
ATR(14)	3.22	3.22	0.00	0.1%	3.22
Volume

Multi-Period Performance

1-Month (21d)

-6.8%

3-Month (63d)

-6.9%

6-Month (126d)

-20.8%

1-Year (252d)

—

Year-To-Date (YTD)

-22.3%

52-Week Range

52W Low: 18.95 (10.6%)

Position (9%)

52W High: 41.16 (49.1%)

Daily Pivots for day following 19-Mar-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	31.15	29.32	22.75
R3	27.88	26.05	21.85
R2	24.61	24.61	21.55
R1	22.78	22.78	21.25	22.06
PP	21.34	21.34	21.34	20.98
S1	19.51	19.51	20.65	18.79
S2	18.07	18.07	20.35
S3	14.80	16.24	20.05
S4	11.53	12.97	19.15

Weekly Pivots for week ending 19-Mar-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	33.68	31.54	23.27
R3	29.46	27.32	22.11
R2	25.24	25.24	21.72
R1	23.10	23.10	21.34	22.06
PP	21.02	21.02	21.02	20.51
S1	18.88	18.88	20.56	17.84
S2	16.80	16.80	20.18
S3	12.58	14.66	19.79
S4	8.36	10.44	18.63

Fisher Pivots for day following 19-Mar-2021

Pivot	1 Day	3 Day
R1	21.54	21.06
PP	21.34	21.02
S1	21.15	20.99

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	37.07
2.618	31.73
1.618	28.46
1.000	26.44
0.618	25.19
HIGH	23.17
0.618	21.92
0.500	21.54
0.382	21.15
LOW	19.90
0.618	17.88
1.000	16.63
1.618	14.61
2.618	11.34
4.250	6.00

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	35.92
38.2%	32.68
50.0%	30.06
61.8%	27.43
78.6%	23.70

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	20.32	0.63	3.1%	Above
10-Day SMA	21.62	-0.67	-3.1%	Below
20-Day SMA	23.42	-2.47	-10.5%	Below
50-Day SMA	23.58	-2.63	-11.2%	Below
100-Day SMA	24.30	-3.35	-13.8%	Below
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 29.09

Middle: 23.42

Lower: 17.75

Bandwidth: 48.4%

Ichimoku Kinko Hyo:

Tenkan-sen: 22.10

Kijun-sen: 25.43

Span A: 23.76

Span B: 28.23

Chikou Span: 21.99

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

45.42

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.93

Signal: -0.51 · Hist: -0.41

Stochastic (14, 3)

Bullish

%K: 15.44

%D: 12.05

StochRSI (14)

Neutral

%K: 20.90

%D: 10.88

ADX (14) & Trend

Neutral

27.20

+DI: 24.33 · -DI: 14.28

CCI (20)

Neutral

-71.56

Range -100 to +100

Williams %R (14)

Neutral

-84.56

Range -100 to 0

Ultimate Oscillator

Neutral

35.51

Periods: 7, 14, 28

ROC (12)

Bearish

-21.45%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

1.24

Bull: 1.24 · Bear: -2.03

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.40
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	23.17	18.95	4.22	20.1%	2.33	11.1%	47%	True	False
10	28.39	18.95	9.44	45.1%	2.32	11.1%	21%	False	False
20	31.90	18.95	12.95	61.8%	3.54	16.9%	15%	False	False
40	37.51	18.95	18.56	88.6%	3.57	17.0%	11%	False	False
60	37.51	18.95	18.56	88.6%	3.12	14.9%	11%	False	False
80	37.51	18.95	18.56	88.6%	2.84	13.6%	11%	False	False
100	41.16	18.95	22.21	106.0%	2.94	14.0%	9%	False	False
120	41.16	18.95	22.21	106.0%	2.81	13.4%	9%	False	False

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