CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Jan-2021
Day Change Summary
Previous Current
28-Jan-2021 29-Jan-2021 Change Change % Previous Week
Open 33.25 35.16 1.91 5.7% 22.31
High 36.29 37.51 1.22 3.4% 37.51
Low 27.39 29.24 1.85 6.8% 22.20
Close 30.21 33.09 2.88 9.5% 33.09
Range 8.90 8.27 -0.63 -7.1% 15.31
ATR 3.82 4.14 0.32 8.3% 0.00
Volume
Daily Pivots for day following 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 58.09 53.86 37.64
R3 49.82 45.59 35.36
R2 41.55 41.55 34.61
R1 37.32 37.32 33.85 35.30
PP 33.28 33.28 33.28 32.27
S1 29.05 29.05 32.33 27.03
S2 25.01 25.01 31.57
S3 16.74 20.78 30.82
S4 8.47 12.51 28.54
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 76.86 70.29 41.51
R3 61.55 54.98 37.30
R2 46.24 46.24 35.90
R1 39.67 39.67 34.49 42.96
PP 30.93 30.93 30.93 32.58
S1 24.36 24.36 31.69 27.65
S2 15.62 15.62 30.28
S3 0.31 9.05 28.88
S4 -15.00 -6.26 24.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.51 22.20 15.31 46.3% 7.28 22.0% 71% True False
10 37.51 21.09 16.42 49.6% 4.52 13.7% 73% True False
20 37.51 21.09 16.42 49.6% 3.69 11.2% 73% True False
40 37.51 19.97 17.54 53.0% 2.83 8.5% 75% True False
60 37.51 19.51 18.00 54.4% 2.75 8.3% 75% True False
80 41.16 19.51 21.65 65.4% 2.75 8.3% 63% False False
100 41.16 19.51 21.65 65.4% 2.75 8.3% 63% False False
120 41.16 19.51 21.65 65.4% 2.82 8.5% 63% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.78
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.66
2.618 59.16
1.618 50.89
1.000 45.78
0.618 42.62
HIGH 37.51
0.618 34.35
0.500 33.38
0.382 32.40
LOW 29.24
0.618 24.13
1.000 20.97
1.618 15.86
2.618 7.59
4.250 -5.91
Fisher Pivots for day following 29-Jan-2021
Pivot 1 day 3 day
R1 33.38 32.26
PP 33.28 31.44
S1 33.19 30.61

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

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