CBOE Volatility Index


Trading Metrics calculated at close of trading on 10-Feb-2021
Day Change Summary
Previous Current
09-Feb-2021 10-Feb-2021 Change Change % Previous Week
Open 21.57 21.64 0.07 0.3% 31.45
High 22.23 23.83 1.60 7.2% 33.96
Low 20.65 19.69 -0.96 -4.6% 20.86
Close 21.63 21.99 0.36 1.7% 20.87
Range 1.58 4.14 2.56 162.0% 13.10
ATR 3.44 3.49 0.05 1.4% 0.00
Volume
Daily Pivots for day following 10-Feb-2021
Classic Woodie Camarilla DeMark
R4 34.26 32.26 24.27
R3 30.12 28.12 23.13
R2 25.98 25.98 22.75
R1 23.98 23.98 22.37 24.98
PP 21.84 21.84 21.84 22.34
S1 19.84 19.84 21.61 20.84
S2 17.70 17.70 21.23
S3 13.56 15.70 20.85
S4 9.42 11.56 19.71
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 23.83 19.69 4.14 18.8% 1.92 8.7% 56% True True
10 37.51 19.69 17.82 81.0% 3.70 16.8% 13% False True
20 37.51 19.69 17.82 81.0% 3.46 15.7% 13% False True
40 37.51 19.69 17.82 81.0% 2.97 13.5% 13% False True
60 37.51 19.51 18.00 81.9% 2.57 11.7% 14% False False
80 41.16 19.51 21.65 98.5% 2.76 12.6% 11% False False
100 41.16 19.51 21.65 98.5% 2.73 12.4% 11% False False
120 41.16 19.51 21.65 98.5% 2.85 13.0% 11% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.17
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 41.43
2.618 34.67
1.618 30.53
1.000 27.97
0.618 26.39
HIGH 23.83
0.618 22.25
0.500 21.76
0.382 21.27
LOW 19.69
0.618 17.13
1.000 15.55
1.618 12.99
2.618 8.85
4.250 2.10
Fisher Pivots for day following 10-Feb-2021
Pivot 1 day 3 day
R1 21.91 21.91
PP 21.84 21.84
S1 21.76 21.76

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

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