CBOE Volatility Index


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 25.48 23.67 -1.81 -7.1% 22.11
High 26.77 23.91 -2.86 -10.7% 23.72
Low 22.14 22.25 0.11 0.5% 20.99
Close 25.07 22.37 -2.70 -10.8% 22.75
Range 4.63 1.66 -2.97 -64.1% 2.73
ATR 2.84 2.83 0.00 0.0% 0.00
Volume
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 27.82 26.76 23.28
R3 26.16 25.10 22.83
R2 24.50 24.50 22.67
R1 23.44 23.44 22.52 23.14
PP 22.84 22.84 22.84 22.70
S1 21.78 21.78 22.22 21.48
S2 21.18 21.18 22.07
S3 19.52 20.12 21.91
S4 17.86 18.46 21.46
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 21.24 7.95 35.5% 3.75 16.7% 14% False False
10 29.19 20.99 8.20 36.7% 2.62 11.7% 17% False False
20 31.46 20.10 11.36 50.8% 2.56 11.5% 20% False False
40 31.46 19.51 11.95 53.4% 2.21 9.9% 24% False False
60 41.16 19.51 21.65 96.8% 2.53 11.3% 13% False False
80 41.16 19.51 21.65 96.8% 2.54 11.4% 13% False False
100 41.16 19.51 21.65 96.8% 2.72 12.2% 13% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 30.97
2.618 28.26
1.618 26.60
1.000 25.57
0.618 24.94
HIGH 23.91
0.618 23.28
0.500 23.08
0.382 22.88
LOW 22.25
0.618 21.22
1.000 20.59
1.618 19.56
2.618 17.90
4.250 15.20
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 23.08 25.37
PP 22.84 24.37
S1 22.61 23.37

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

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