CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Feb-2021
Day Change Summary
Previous Current
05-Feb-2021 08-Feb-2021 Change Change % Previous Week
Open 21.99 21.89 -0.10 -0.5% 31.45
High 22.16 22.07 -0.09 -0.4% 33.96
Low 20.86 21.23 0.37 1.8% 20.86
Close 20.87 21.24 0.37 1.8% 20.87
Range 1.30 0.84 -0.46 -35.4% 13.10
ATR 3.77 3.59 -0.18 -4.9% 0.00
Volume
Daily Pivots for day following 08-Feb-2021
Classic Woodie Camarilla DeMark
R4 24.03 23.48 21.70
R3 23.19 22.64 21.47
R2 22.35 22.35 21.39
R1 21.80 21.80 21.32 21.66
PP 21.51 21.51 21.51 21.44
S1 20.96 20.96 21.16 20.82
S2 20.67 20.67 21.09
S3 19.83 20.12 21.01
S4 18.99 19.28 20.78
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 64.53 55.80 28.08
R3 51.43 42.70 24.47
R2 38.33 38.33 23.27
R1 29.60 29.60 22.07 27.42
PP 25.23 25.23 25.23 24.14
S1 16.50 16.50 19.67 14.32
S2 12.13 12.13 18.47
S3 -0.97 3.40 17.27
S4 -14.07 -9.70 13.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.08 20.86 7.22 34.0% 1.84 8.7% 5% False False
10 37.51 20.86 16.65 78.4% 4.62 21.7% 2% False False
20 37.51 20.86 16.65 78.4% 3.37 15.8% 2% False False
40 37.51 20.86 16.65 78.4% 2.94 13.9% 2% False False
60 37.51 19.51 18.00 84.7% 2.58 12.2% 10% False False
80 41.16 19.51 21.65 101.9% 2.74 12.9% 8% False False
100 41.16 19.51 21.65 101.9% 2.71 12.8% 8% False False
120 41.16 19.51 21.65 101.9% 2.83 13.3% 8% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 25.64
2.618 24.27
1.618 23.43
1.000 22.91
0.618 22.59
HIGH 22.07
0.618 21.75
0.500 21.65
0.382 21.55
LOW 21.23
0.618 20.71
1.000 20.39
1.618 19.87
2.618 19.03
4.250 17.66
Fisher Pivots for day following 08-Feb-2021
Pivot 1 day 3 day
R1 21.65 22.15
PP 21.51 21.85
S1 21.38 21.54

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

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