CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Feb-2021
Day Change Summary
Previous Current
11-Feb-2021 12-Feb-2021 Change Change % Previous Week
Open 22.09 21.60 -0.49 -2.2% 21.89
High 23.25 22.45 -0.80 -3.4% 23.83
Low 21.11 19.95 -1.16 -5.5% 19.69
Close 21.25 19.97 -1.28 -6.0% 19.97
Range 2.14 2.50 0.36 16.8% 4.14
ATR 3.40 3.33 -0.06 -1.9% 0.00
Volume
Daily Pivots for day following 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 28.29 26.63 21.35
R3 25.79 24.13 20.66
R2 23.29 23.29 20.43
R1 21.63 21.63 20.20 21.21
PP 20.79 20.79 20.79 20.58
S1 19.13 19.13 19.74 18.71
S2 18.29 18.29 19.51
S3 15.79 16.63 19.28
S4 13.29 14.13 18.60
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 33.58 30.92 22.25
R3 29.44 26.78 21.11
R2 25.30 25.30 20.73
R1 22.64 22.64 20.35 21.90
PP 21.16 21.16 21.16 20.80
S1 18.50 18.50 19.59 17.76
S2 17.02 17.02 19.21
S3 12.88 14.36 18.83
S4 8.74 10.22 17.69
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 20.7% 2.24 11.2% 7% False False
10 33.96 19.69 14.27 71.5% 2.45 12.3% 2% False False
20 37.51 19.69 17.82 89.2% 3.49 17.5% 2% False False
40 37.51 19.69 17.82 89.2% 2.98 14.9% 2% False False
60 37.51 19.51 18.00 90.1% 2.59 12.9% 3% False False
80 41.16 19.51 21.65 108.4% 2.77 13.9% 2% False False
100 41.16 19.51 21.65 108.4% 2.71 13.6% 2% False False
120 41.16 19.51 21.65 108.4% 2.85 14.3% 2% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.81
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 33.08
2.618 29.00
1.618 26.50
1.000 24.95
0.618 24.00
HIGH 22.45
0.618 21.50
0.500 21.20
0.382 20.91
LOW 19.95
0.618 18.41
1.000 17.45
1.618 15.91
2.618 13.41
4.250 9.33
Fisher Pivots for day following 12-Feb-2021
Pivot 1 day 3 day
R1 21.20 21.76
PP 20.79 21.16
S1 20.38 20.57

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

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