CBOE Volatility Index


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 23.03 22.82 -0.21 -0.9% 23.31
High 23.56 22.86 -0.70 -3.0% 25.80
Low 22.53 21.37 -1.16 -5.1% 21.66
Close 23.24 21.58 -1.66 -7.1% 24.34
Range 1.03 1.49 0.46 44.7% 4.14
ATR 2.61 2.56 -0.05 -2.0% 0.00
Volume
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 26.41 25.48 22.40
R3 24.92 23.99 21.99
R2 23.43 23.43 21.85
R1 22.50 22.50 21.72 22.22
PP 21.94 21.94 21.94 21.80
S1 21.01 21.01 21.44 20.73
S2 20.45 20.45 21.31
S3 18.96 19.52 21.17
S4 17.47 18.03 20.76
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 36.35 34.49 26.62
R3 32.21 30.35 25.48
R2 28.07 28.07 25.10
R1 26.21 26.21 24.72 27.14
PP 23.93 23.93 23.93 24.40
S1 22.07 22.07 23.96 23.00
S2 19.79 19.79 23.58
S3 15.65 17.93 23.20
S4 11.51 13.79 22.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.80 21.37 4.43 20.5% 1.86 8.6% 5% False True
10 26.77 21.37 5.40 25.0% 2.14 9.9% 4% False True
20 31.46 20.99 10.47 48.5% 2.53 11.7% 6% False False
40 31.46 19.51 11.95 55.4% 2.12 9.8% 17% False False
60 41.16 19.51 21.65 100.3% 2.52 11.7% 10% False False
80 41.16 19.51 21.65 100.3% 2.46 11.4% 10% False False
100 41.16 19.51 21.65 100.3% 2.71 12.6% 10% False False
120 41.16 19.51 21.65 100.3% 2.64 12.2% 10% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 29.19
2.618 26.76
1.618 25.27
1.000 24.35
0.618 23.78
HIGH 22.86
0.618 22.29
0.500 22.12
0.382 21.94
LOW 21.37
0.618 20.45
1.000 19.88
1.618 18.96
2.618 17.47
4.250 15.04
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 22.12 23.59
PP 21.94 22.92
S1 21.76 22.25

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

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