CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Jan-2021
Day Change Summary
Previous Current
04-Jan-2021 05-Jan-2021 Change Change % Previous Week
Open 23.04 26.94 3.90 16.9% 22.11
High 29.19 28.60 -0.59 -2.0% 23.72
Low 22.56 24.80 2.24 9.9% 20.99
Close 26.97 25.34 -1.63 -6.0% 22.75
Range 6.63 3.80 -2.83 -42.7% 2.73
ATR 2.61 2.70 0.08 3.2% 0.00
Volume
Daily Pivots for day following 05-Jan-2021
Classic Woodie Camarilla DeMark
R4 37.65 35.29 27.43
R3 33.85 31.49 26.39
R2 30.05 30.05 26.04
R1 27.69 27.69 25.69 26.97
PP 26.25 26.25 26.25 25.89
S1 23.89 23.89 24.99 23.17
S2 22.45 22.45 24.64
S3 18.65 20.09 24.30
S4 14.85 16.29 23.25
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 30.68 29.44 24.25
R3 27.95 26.71 23.50
R2 25.22 25.22 23.25
R1 23.98 23.98 23.00 24.60
PP 22.49 22.49 22.49 22.80
S1 21.25 21.25 22.50 21.87
S2 19.76 19.76 22.25
S3 17.03 18.52 22.00
S4 14.30 15.79 21.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 29.19 20.99 8.20 32.4% 3.18 12.6% 53% False False
10 31.46 20.99 10.47 41.3% 2.91 11.5% 42% False False
20 31.46 20.10 11.36 44.8% 2.41 9.5% 46% False False
40 31.46 19.51 11.95 47.2% 2.26 8.9% 49% False False
60 41.16 19.51 21.65 85.4% 2.49 9.8% 27% False False
80 41.16 19.51 21.65 85.4% 2.52 9.9% 27% False False
100 41.16 19.51 21.65 85.4% 2.69 10.6% 27% False False
Crabel Price Patterns
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.75
2.618 38.55
1.618 34.75
1.000 32.40
0.618 30.95
HIGH 28.60
0.618 27.15
0.500 26.70
0.382 26.25
LOW 24.80
0.618 22.45
1.000 21.00
1.618 18.65
2.618 14.85
4.250 8.65
Fisher Pivots for day following 05-Jan-2021
Pivot 1 day 3 day
R1 26.70 25.30
PP 26.25 25.26
S1 25.79 25.22

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These figures are updated between 7pm and 10pm EST after a trading day.

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