CBOE Volatility Index


Trading Metrics calculated at close of trading on 27-Jan-2021
Day Change Summary
Previous Current
26-Jan-2021 27-Jan-2021 Change Change % Previous Week
Open 23.91 23.82 -0.09 -0.4% 23.03
High 23.94 37.21 13.27 55.4% 23.73
Low 22.55 23.71 1.16 5.1% 21.09
Close 23.02 37.21 14.19 61.6% 21.91
Range 1.39 13.50 12.11 871.2% 2.64
ATR 2.52 3.36 0.83 33.0% 0.00
Volume
Daily Pivots for day following 27-Jan-2021
Classic Woodie Camarilla DeMark
R4 73.21 68.71 44.64
R3 59.71 55.21 40.92
R2 46.21 46.21 39.69
R1 41.71 41.71 38.45 43.96
PP 32.71 32.71 32.71 33.84
S1 28.21 28.21 35.97 30.46
S2 19.21 19.21 34.74
S3 5.71 14.71 33.50
S4 -7.79 1.21 29.79
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 30.16 28.68 23.36
R3 27.52 26.04 22.64
R2 24.88 24.88 22.39
R1 23.40 23.40 22.15 22.82
PP 22.24 22.24 22.24 21.96
S1 20.76 20.76 21.67 20.18
S2 19.60 19.60 21.43
S3 16.96 18.12 21.18
S4 14.32 15.48 20.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.21 21.09 16.12 43.3% 4.56 12.3% 100% True False
10 37.21 21.09 16.12 43.3% 3.21 8.6% 100% True False
20 37.21 20.99 16.22 43.6% 3.01 8.1% 100% True False
40 37.21 19.97 17.24 46.3% 2.48 6.7% 100% True False
60 41.09 19.51 21.58 58.0% 2.58 6.9% 82% False False
80 41.16 19.51 21.65 58.2% 2.60 7.0% 82% False False
100 41.16 19.51 21.65 58.2% 2.77 7.4% 82% False False
120 41.16 19.51 21.65 58.2% 2.72 7.3% 82% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 127 trading days
Fibonacci Retracements and Extensions
4.250 94.59
2.618 72.55
1.618 59.05
1.000 50.71
0.618 45.55
HIGH 37.21
0.618 32.05
0.500 30.46
0.382 28.87
LOW 23.71
0.618 15.37
1.000 10.21
1.618 1.87
2.618 -11.63
4.250 -33.67
Fisher Pivots for day following 27-Jan-2021
Pivot 1 day 3 day
R1 34.96 34.71
PP 32.71 32.21
S1 30.46 29.71

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

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