CBOE Volatility Index

Trading Metrics calculated at close of trading on 05-Jan-2026

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

NEUTRAL(+0.05)

Moving Averages

Sell

-0.33

Oscillators

Buy

+0.33

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 10.1%

20-Day Historical Volatility: 0.9%

Day Change Summary (OHLC)

	Previous	Current
Metric	02-Jan-2026	05-Jan-2026	Change	Change %	Previous Week
Open	14.85	15.14	0.29	2.0%	14.69
High	15.40	15.27	-0.13	-0.8%	15.40
Low	14.46	14.65	0.19	1.3%	13.99
Close	14.51	14.90	0.39	2.7%	14.51
Range	0.94	0.62	-0.32	-34.0%	1.41
ATR(14)	1.57	1.51	-0.06	-3.7%	1.57
Volume

Multi-Period Performance

1-Month (21d)

-7.3%

3-Month (63d)

-9.0%

6-Month (126d)

-6.5%

1-Year (252d)

-15.8%

Year-To-Date (YTD)

2.7%

52-Week Range

52W Low: 13.38 (11.4%)

Position (3%)

52W High: 60.13 (75.2%)

Daily Pivots for day following 05-Jan-2026

Level	Classic	Woodie	Camarilla	DeMark
R4	16.80	16.47	15.24
R3	16.18	15.85	15.07
R2	15.56	15.56	15.01
R1	15.23	15.23	14.96	15.09
PP	14.94	14.94	14.94	14.87
S1	14.61	14.61	14.84	14.47
S2	14.32	14.32	14.79
S3	13.70	13.99	14.73
S4	13.08	13.37	14.56

Weekly Pivots for week ending 02-Jan-2026

Level	Classic	Woodie	Camarilla	DeMark
R4	18.86	18.10	15.29
R3	17.45	16.69	14.90
R2	16.04	16.04	14.77
R1	15.28	15.28	14.64	14.96
PP	14.63	14.63	14.63	14.47
S1	13.87	13.87	14.38	13.55
S2	13.22	13.22	14.25
S3	11.81	12.46	14.12
S4	10.40	11.05	13.73

Fisher Pivots for day following 05-Jan-2026

Pivot	1 Day	3 Day
R1	14.96	14.90
PP	14.94	14.89
S1	14.92	14.89

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	17.91
2.618	16.89
1.618	16.27
1.000	15.89
0.618	15.65
HIGH	15.27
0.618	15.03
0.500	14.96
0.382	14.89
LOW	14.65
0.618	14.27
1.000	14.03
1.618	13.65
2.618	13.03
4.250	12.02

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	49.10
38.2%	42.27
50.0%	36.76
61.8%	31.24
78.6%	23.38

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	14.58	0.32	2.2%	Above
10-Day SMA	14.30	0.61	4.2%	Above
20-Day SMA	15.29	-0.39	-2.5%	Below
50-Day SMA	17.33	-2.43	-14.0%	Below
100-Day SMA	16.96	-2.06	-12.2%	Below
200-Day SMA	19.02	-4.12	-21.7%	Below

Bollinger Bands (20, 2):

Upper: 17.67

Middle: 15.29

Lower: 12.90

Bandwidth: 31.2%

Ichimoku Kinko Hyo:

Tenkan-sen: 14.39

Kijun-sen: 15.95

Span A: 15.17

Span B: 20.81

Chikou Span: 17.19

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

45.25

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.90

Signal: -0.97 · Hist: 0.07

Stochastic (14, 3)

Neutral

%K: 32.90

%D: 30.45

StochRSI (14)

Neutral

%K: 53.91

%D: 46.25

ADX (14) & Trend

Neutral

12.13

+DI: 18.42 · -DI: 16.95

CCI (20)

Neutral

-34.98

Range -100 to +100

Williams %R (14)

Neutral

-67.10

Range -100 to 0

Ultimate Oscillator

Neutral

34.75

Periods: 7, 14, 28

ROC (12)

Bullish

-9.59%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

0.36

Bull: 0.36 · Bear: -0.26

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 3 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	15.40	13.99	1.41	9.5%	0.80	5.4%	65%	False	False
10	16.53	13.38	3.15	21.1%	0.92	6.2%	48%	False	False
20	18.00	13.38	4.62	31.0%	1.28	8.6%	33%	False	False
40	28.23	13.38	14.85	99.7%	1.99	13.3%	10%	False	False
60	28.99	13.38	15.61	104.8%	2.27	15.3%	10%	False	False
80	28.99	13.38	15.61	104.8%	1.96	13.2%	10%	False	False
100	28.99	13.38	15.61	104.8%	1.83	12.3%	10%	False	False
120	28.99	13.38	15.61	104.8%	1.75	11.7%	10%	False	False

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