CBOE Volatility Index

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

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.37)

Moving Averages

Strong Buy

+0.67

Oscillators

Buy

+0.22

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 13.8%

20-Day Historical Volatility: 1.4%

Day Change Summary (OHLC)

	Previous	Current
Metric	18-May-2021	19-May-2021	Change	Change %	Previous Week
Open	18.89	22.46	3.57	18.9%	17.34
High	21.45	25.96	4.51	21.0%	28.93
Low	18.81	21.88	3.07	16.3%	17.07
Close	21.34	22.18	0.84	3.9%	18.81
Range	2.64	4.08	1.44	54.5%	11.86
ATR(14)	2.93	3.05	0.12	4.1%	2.97
Volume

Multi-Period Performance

1-Month (21d)

18.7%

3-Month (63d)

-1.4%

6-Month (126d)

-1.2%

1-Year (252d)

—

Year-To-Date (YTD)

-17.8%

52-Week Range

52W Low: 15.38 (44.2%)

Position (26%)

52W High: 41.16 (46.1%)

Daily Pivots for day following 19-May-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	35.58	32.96	24.42
R3	31.50	28.88	23.30
R2	27.42	27.42	22.93
R1	24.80	24.80	22.55	24.07
PP	23.34	23.34	23.34	22.98
S1	20.72	20.72	21.81	19.99
S2	19.26	19.26	21.43
S3	15.18	16.64	21.06
S4	11.10	12.56	19.94

Weekly Pivots for week ending 14-May-2021

Level	Classic	Woodie	Camarilla	DeMark
R4	57.18	49.86	25.33
R3	45.32	38.00	22.07
R2	33.46	33.46	20.98
R1	26.14	26.14	19.90	29.80
PP	21.60	21.60	21.60	23.44
S1	14.28	14.28	17.72	17.94
S2	9.74	9.74	16.64
S3	-2.12	2.42	15.55
S4	-13.98	-9.44	12.29

Fisher Pivots for day following 19-May-2021

Pivot	1 Day	3 Day
R1	23.92	22.39
PP	23.34	22.32
S1	22.76	22.25

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	43.30
2.618	36.64
1.618	32.56
1.000	30.04
0.618	28.48
HIGH	25.96
0.618	24.40
0.500	23.92
0.382	23.44
LOW	21.88
0.618	19.36
1.000	17.80
1.618	15.28
2.618	11.20
4.250	4.54

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	35.08
38.2%	31.31
50.0%	28.27
61.8%	25.23
78.6%	20.90

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	21.04	1.14	5.4%	Above
10-Day SMA	20.94	1.25	5.9%	Above
20-Day SMA	19.55	2.63	13.4%	Above
50-Day SMA	19.15	3.03	15.8%	Above
100-Day SMA	21.59	0.59	2.7%	Above
200-Day SMA	23.62	-1.44	-6.1%	Below

Bollinger Bands (20, 2):

Upper: 24.60

Middle: 19.55

Lower: 14.50

Bandwidth: 51.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 22.81

Kijun-sen: 22.16

Span A: 22.48

Span B: 22.16

Chikou Span: 16.65

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

55.32

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.81

Signal: 0.52 · Hist: 0.30

Stochastic (14, 3)

Neutral

%K: 44.90

%D: 35.94

StochRSI (14)

Neutral

%K: 35.59

%D: 32.27

ADX (14) & Trend

Strong Trend

32.01

+DI: 35.18 · -DI: 13.55

CCI (20)

Neutral

127.61

Range -100 to +100

Williams %R (14)

Neutral

-55.10

Range -100 to 0

Ultimate Oscillator

Neutral

42.71

Periods: 7, 14, 28

ROC (12)

Bullish

21.14%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

5.36

Bull: 5.36 · Bear: 1.28

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	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.65
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	28.93	18.66	10.27	46.3%	3.75	16.9%	34%	False	False
10	28.93	16.68	12.25	55.2%	3.54	16.0%	45%	False	False
20	28.93	16.67	12.26	55.3%	2.72	12.3%	45%	False	False
40	28.93	15.38	13.55	61.1%	2.22	10.0%	50%	False	False
60	31.90	15.38	16.52	74.5%	2.64	11.9%	41%	False	False
80	37.51	15.38	22.13	99.8%	2.89	13.0%	31%	False	False
100	37.51	15.38	22.13	99.8%	2.79	12.6%	31%	False	False
120	37.51	15.38	22.13	99.8%	2.66	12.0%	31%	False	False

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