CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Feb-2021
Day Change Summary
Previous Current
19-Feb-2021 22-Feb-2021 Change Change % Previous Week
Open 23.10 24.46 1.36 5.9% 21.13
High 23.19 25.09 1.90 8.2% 24.23
Low 20.84 21.96 1.12 5.4% 20.84
Close 22.05 23.45 1.40 6.3% 22.05
Range 2.35 3.13 0.78 33.2% 3.39
ATR 3.11 3.12 0.00 0.0% 0.00
Volume
Daily Pivots for day following 22-Feb-2021
Classic Woodie Camarilla DeMark
R4 32.89 31.30 25.17
R3 29.76 28.17 24.31
R2 26.63 26.63 24.02
R1 25.04 25.04 23.74 24.27
PP 23.50 23.50 23.50 23.12
S1 21.91 21.91 23.16 21.14
S2 20.37 20.37 22.88
S3 17.24 18.78 22.59
S4 14.11 15.65 21.73
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 32.54 30.69 23.91
R3 29.15 27.30 22.98
R2 25.76 25.76 22.67
R1 23.91 23.91 22.36 24.84
PP 22.37 22.37 22.37 22.84
S1 20.52 20.52 21.74 21.45
S2 18.98 18.98 21.43
S3 15.59 17.13 21.12
S4 12.20 13.74 20.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 25.09 20.84 4.25 18.1% 2.37 10.1% 61% True False
10 25.09 19.69 5.40 23.0% 2.30 9.8% 70% True False
20 37.51 19.69 17.82 76.0% 3.64 15.5% 21% False False
40 37.51 19.69 17.82 76.0% 2.94 12.5% 21% False False
60 37.51 19.51 18.00 76.8% 2.63 11.2% 22% False False
80 41.16 19.51 21.65 92.3% 2.77 11.8% 18% False False
100 41.16 19.51 21.65 92.3% 2.67 11.4% 18% False False
120 41.16 19.51 21.65 92.3% 2.82 12.0% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 38.39
2.618 33.28
1.618 30.15
1.000 28.22
0.618 27.02
HIGH 25.09
0.618 23.89
0.500 23.53
0.382 23.16
LOW 21.96
0.618 20.03
1.000 18.83
1.618 16.90
2.618 13.77
4.250 8.66
Fisher Pivots for day following 22-Feb-2021
Pivot 1 day 3 day
R1 23.53 23.29
PP 23.50 23.13
S1 23.48 22.97

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

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