CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Feb-2021
Day Change Summary
Previous Current
03-Feb-2021 04-Feb-2021 Change Change % Previous Week
Open 24.59 23.44 -1.15 -4.7% 22.31
High 25.43 23.44 -1.99 -7.8% 37.51
Low 22.91 21.68 -1.23 -5.4% 22.20
Close 22.91 21.77 -1.14 -5.0% 33.09
Range 2.52 1.76 -0.76 -30.2% 15.31
ATR 4.13 3.96 -0.17 -4.1% 0.00
Volume
Daily Pivots for day following 04-Feb-2021
Classic Woodie Camarilla DeMark
R4 27.58 26.43 22.74
R3 25.82 24.67 22.25
R2 24.06 24.06 22.09
R1 22.91 22.91 21.93 22.61
PP 22.30 22.30 22.30 22.14
S1 21.15 21.15 21.61 20.85
S2 20.54 20.54 21.45
S3 18.78 19.39 21.29
S4 17.02 17.63 20.80
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 21.68 15.83 72.7% 4.05 18.6% 1% False True
10 37.51 21.27 16.24 74.6% 5.08 23.3% 3% False False
20 37.51 21.09 16.42 75.4% 3.44 15.8% 4% False False
40 37.51 20.10 17.41 80.0% 3.00 13.8% 10% False False
60 37.51 19.51 18.00 82.7% 2.65 12.2% 13% False False
80 41.16 19.51 21.65 99.4% 2.76 12.7% 10% False False
100 41.16 19.51 21.65 99.4% 2.72 12.5% 10% False False
120 41.16 19.51 21.65 99.4% 2.84 13.0% 10% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.99
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 30.92
2.618 28.05
1.618 26.29
1.000 25.20
0.618 24.53
HIGH 23.44
0.618 22.77
0.500 22.56
0.382 22.35
LOW 21.68
0.618 20.59
1.000 19.92
1.618 18.83
2.618 17.07
4.250 14.20
Fisher Pivots for day following 04-Feb-2021
Pivot 1 day 3 day
R1 22.56 24.88
PP 22.30 23.84
S1 22.03 22.81

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

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