CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Feb-2021
Day Change Summary
Previous Current
16-Feb-2021 17-Feb-2021 Change Change % Previous Week
Open 21.13 22.02 0.89 4.2% 21.89
High 22.46 23.44 0.98 4.4% 23.83
Low 20.88 21.09 0.21 1.0% 19.69
Close 21.46 21.50 0.04 0.2% 19.97
Range 1.58 2.35 0.77 48.7% 4.14
ATR 3.27 3.21 -0.07 -2.0% 0.00
Volume
Daily Pivots for day following 17-Feb-2021
Classic Woodie Camarilla DeMark
R4 29.06 27.63 22.79
R3 26.71 25.28 22.15
R2 24.36 24.36 21.93
R1 22.93 22.93 21.72 22.47
PP 22.01 22.01 22.01 21.78
S1 20.58 20.58 21.28 20.12
S2 19.66 19.66 21.07
S3 17.31 18.23 20.85
S4 14.96 15.88 20.21
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 19.3% 2.54 11.8% 44% False False
10 25.43 19.69 5.74 26.7% 2.07 9.6% 32% False False
20 37.51 19.69 17.82 82.9% 3.49 16.3% 10% False False
40 37.51 19.69 17.82 82.9% 3.03 14.1% 10% False False
60 37.51 19.51 18.00 83.7% 2.58 12.0% 11% False False
80 41.16 19.51 21.65 100.7% 2.78 12.9% 9% False False
100 41.16 19.51 21.65 100.7% 2.68 12.5% 9% False False
120 41.16 19.51 21.65 100.7% 2.85 13.3% 9% 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 True
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 33.43
2.618 29.59
1.618 27.24
1.000 25.79
0.618 24.89
HIGH 23.44
0.618 22.54
0.500 22.27
0.382 21.99
LOW 21.09
0.618 19.64
1.000 18.74
1.618 17.29
2.618 14.94
4.250 11.10
Fisher Pivots for day following 17-Feb-2021
Pivot 1 day 3 day
R1 22.27 21.70
PP 22.01 21.63
S1 21.76 21.57

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

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