CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 23.31 23.49 0.18 0.8% 23.04
High 24.81 25.15 0.34 1.4% 29.19
Low 23.23 22.83 -0.40 -1.7% 21.42
Close 24.08 23.33 -0.75 -3.1% 21.56
Range 1.58 2.32 0.74 46.8% 7.77
ATR 2.80 2.77 -0.03 -1.2% 0.00
Volume
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 30.73 29.35 24.61
R3 28.41 27.03 23.97
R2 26.09 26.09 23.76
R1 24.71 24.71 23.54 24.24
PP 23.77 23.77 23.77 23.54
S1 22.39 22.39 23.12 21.92
S2 21.45 21.45 22.90
S3 19.13 20.07 22.69
S4 16.81 17.75 22.05
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 47.37 42.23 25.83
R3 39.60 34.46 23.70
R2 31.83 31.83 22.98
R1 26.69 26.69 22.27 25.38
PP 24.06 24.06 24.06 23.40
S1 18.92 18.92 20.85 17.61
S2 16.29 16.29 20.14
S3 8.52 11.15 19.42
S4 0.75 3.38 17.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 26.77 21.42 5.35 22.9% 2.42 10.4% 36% False False
10 29.19 20.99 8.20 35.1% 2.80 12.0% 29% False False
20 31.46 20.99 10.47 44.9% 2.49 10.7% 22% False False
40 31.46 19.51 11.95 51.2% 2.13 9.1% 32% False False
60 41.16 19.51 21.65 92.8% 2.53 10.9% 18% False False
80 41.16 19.51 21.65 92.8% 2.55 10.9% 18% False False
100 41.16 19.51 21.65 92.8% 2.73 11.7% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 35.01
2.618 31.22
1.618 28.90
1.000 27.47
0.618 26.58
HIGH 25.15
0.618 24.26
0.500 23.99
0.382 23.72
LOW 22.83
0.618 21.40
1.000 20.51
1.618 19.08
2.618 16.76
4.250 12.97
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 23.99 23.32
PP 23.77 23.30
S1 23.55 23.29

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

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