CBOE Volatility Index
Trading Metrics calculated at close of trading on 25-Jun-2021
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.32)
Moving Averages
Strong Sell
-1.00
Oscillators
Neutral
0.00
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 15.0%
20-Day Historical Volatility: 1.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-10.0%
3-Month (63d)
-17.2%
6-Month (126d)
-33.0%
1-Year (252d)
—
Year-To-Date (YTD)
-42.1%
52-Week Range
52W Low: 14.19 (10.1%)
Position (5%)
52W High: 41.16 (62.1%)
Daily Pivots for day following 25-Jun-2021
Weekly Pivots for week ending 25-Jun-2021
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 20.25 |
| 2.618 | 18.68 |
| 1.618 | 17.72 |
| 1.000 | 17.13 |
| 0.618 | 16.76 |
| HIGH | 16.17 |
| 0.618 | 15.80 |
| 0.500 | 15.69 |
| 0.382 | 15.58 |
| LOW | 15.21 |
| 0.618 | 14.62 |
| 1.000 | 14.25 |
| 1.618 | 13.66 |
| 2.618 | 12.70 |
| 4.250 | 11.13 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 34.80 |
| 38.2% | 30.86 |
| 50.0% | 27.68 |
| 61.8% | 24.49 |
| 78.6% | 19.96 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 16.49 | -0.87 | -5.3% | Below |
| 10-Day SMA | 17.25 | -1.63 | -9.4% | Below |
| 20-Day SMA | 17.11 | -1.49 | -8.7% | Below |
| 50-Day SMA | 18.30 | -2.68 | -14.7% | Below |
| 100-Day SMA | 19.73 | -4.11 | -20.8% | Below |
| 200-Day SMA | 22.72 | -7.10 | -31.3% | Below |
Bollinger Bands (20, 2):
Upper: 19.40
Middle: 17.11
Lower: 14.82
Bandwidth: 26.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 18.01
Kijun-sen: 18.85
Span A: 18.43
Span B: 21.56
Chikou Span: 22.18
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral43.01
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-0.56
Signal: -0.46 · Hist: -0.10Stochastic (14, 3)
Neutral%K: 18.74
%D: 21.02StochRSI (14)
Neutral%K: 14.54
%D: 21.81ADX (14) & Trend
Neutral14.97
+DI: 20.88 · -DI: 19.30CCI (20)
Overbought-109.31
Range -100 to +100Williams %R (14)
Neutral-81.26
Range -100 to 0Ultimate Oscillator
Neutral52.48
Periods: 7, 14, 28ROC (12)
Bearish-12.69%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control-0.86
Bull: -0.86 · Bear: -1.82High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 21.82 | 14.19 | 7.63 | 48.8% | 2.27 | 14.6% | 19% | False | False | 0 |
| 10 | 21.82 | 14.19 | 7.63 | 48.8% | 2.39 | 15.3% | 19% | False | False | 0 |
| 20 | 21.82 | 14.19 | 7.63 | 48.8% | 2.16 | 13.8% | 19% | False | False | 0 |
| 40 | 28.93 | 14.19 | 14.74 | 94.4% | 2.49 | 15.9% | 10% | False | False | 0 |
| 60 | 28.93 | 14.19 | 14.74 | 94.4% | 2.17 | 13.9% | 10% | False | False | 0 |
| 80 | 31.90 | 14.19 | 17.71 | 113.4% | 2.33 | 14.9% | 8% | False | False | 0 |
| 100 | 31.90 | 14.19 | 17.71 | 113.4% | 2.47 | 15.8% | 8% | False | False | 0 |
| 120 | 37.51 | 14.19 | 23.32 | 149.3% | 2.67 | 17.1% | 6% | False | False | 0 |