CBOE Volatility Index


Trading Metrics calculated at close of trading on 02-Feb-2021
Day Change Summary
Previous Current
01-Feb-2021 02-Feb-2021 Change Change % Previous Week
Open 31.45 28.01 -3.44 -10.9% 22.31
High 33.96 28.08 -5.88 -17.3% 37.51
Low 29.03 25.31 -3.72 -12.8% 22.20
Close 30.24 25.56 -4.68 -15.5% 33.09
Range 4.93 2.77 -2.16 -43.8% 15.31
ATR 4.19 4.24 0.05 1.3% 0.00
Volume
Daily Pivots for day following 02-Feb-2021
Classic Woodie Camarilla DeMark
R4 34.63 32.86 27.08
R3 31.86 30.09 26.32
R2 29.09 29.09 26.07
R1 27.32 27.32 25.81 26.82
PP 26.32 26.32 26.32 26.07
S1 24.55 24.55 25.31 24.05
S2 23.55 23.55 25.05
S3 20.78 21.78 24.80
S4 18.01 19.01 24.04
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 23.71 13.80 54.0% 7.67 30.0% 13% False False
10 37.51 21.09 16.42 64.2% 4.92 19.2% 27% False False
20 37.51 21.09 16.42 64.2% 3.65 14.3% 27% False False
40 37.51 19.97 17.54 68.6% 2.96 11.6% 32% False False
60 37.51 19.51 18.00 70.4% 2.69 10.5% 34% False False
80 41.16 19.51 21.65 84.7% 2.77 10.8% 28% False False
100 41.16 19.51 21.65 84.7% 2.74 10.7% 28% False False
120 41.16 19.51 21.65 84.7% 2.83 11.1% 28% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.94
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 39.85
2.618 35.33
1.618 32.56
1.000 30.85
0.618 29.79
HIGH 28.08
0.618 27.02
0.500 26.70
0.382 26.37
LOW 25.31
0.618 23.60
1.000 22.54
1.618 20.83
2.618 18.06
4.250 13.54
Fisher Pivots for day following 02-Feb-2021
Pivot 1 day 3 day
R1 26.70 31.41
PP 26.32 29.46
S1 25.94 27.51

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

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