CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Feb-2021
Day Change Summary
Previous Current
25-Feb-2021 26-Feb-2021 Change Change % Previous Week
Open 21.73 28.73 7.00 32.2% 24.46
High 31.16 30.82 -0.34 -1.1% 31.16
Low 21.52 25.23 3.71 17.2% 21.31
Close 28.89 27.95 -0.94 -3.3% 27.95
Range 9.64 5.59 -4.05 -42.0% 9.85
ATR 3.72 3.85 0.13 3.6% 0.00
Volume
Daily Pivots for day following 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 44.77 41.95 31.02
R3 39.18 36.36 29.49
R2 33.59 33.59 28.97
R1 30.77 30.77 28.46 29.39
PP 28.00 28.00 28.00 27.31
S1 25.18 25.18 27.44 23.80
S2 22.41 22.41 26.93
S3 16.82 19.59 26.41
S4 11.23 14.00 24.88
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 56.36 52.00 33.37
R3 46.51 42.15 30.66
R2 36.66 36.66 29.76
R1 32.30 32.30 28.85 34.48
PP 26.81 26.81 26.81 27.90
S1 22.45 22.45 27.05 24.63
S2 16.96 16.96 26.14
S3 7.11 12.60 25.24
S4 -2.74 2.75 22.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.16 21.31 9.85 35.2% 5.32 19.0% 67% False False
10 31.16 19.95 11.21 40.1% 3.78 13.5% 71% False False
20 37.51 19.69 17.82 63.8% 3.40 12.2% 46% False False
40 37.51 19.69 17.82 63.8% 3.36 12.0% 46% False False
60 37.51 19.69 17.82 63.8% 2.90 10.4% 46% False False
80 38.78 19.51 19.27 68.9% 2.84 10.2% 44% False False
100 41.16 19.51 21.65 77.5% 2.82 10.1% 39% False False
120 41.16 19.51 21.65 77.5% 2.86 10.2% 39% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.58
2.618 45.45
1.618 39.86
1.000 36.41
0.618 34.27
HIGH 30.82
0.618 28.68
0.500 28.03
0.382 27.37
LOW 25.23
0.618 21.78
1.000 19.64
1.618 16.19
2.618 10.60
4.250 1.47
Fisher Pivots for day following 26-Feb-2021
Pivot 1 day 3 day
R1 28.03 27.38
PP 28.00 26.81
S1 27.98 26.24

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

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