CBOE Volatility Index


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 23.58 22.80 -0.78 -3.3% 24.46
High 24.60 26.79 2.19 8.9% 31.16
Low 22.80 22.45 -0.35 -1.5% 21.31
Close 24.10 26.67 2.57 10.7% 27.95
Range 1.80 4.34 2.54 141.1% 9.85
ATR 3.77 3.81 0.04 1.1% 0.00
Volume
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 38.32 36.84 29.06
R3 33.98 32.50 27.86
R2 29.64 29.64 27.47
R1 28.16 28.16 27.07 28.90
PP 25.30 25.30 25.30 25.68
S1 23.82 23.82 26.27 24.56
S2 20.96 20.96 25.87
S3 16.62 19.48 25.48
S4 12.28 15.14 24.28
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 21.52 9.64 36.1% 4.71 17.7% 53% False False
10 31.16 20.84 10.32 38.7% 3.97 14.9% 56% False False
20 31.16 19.69 11.47 43.0% 3.02 11.3% 61% False False
40 37.51 19.69 17.82 66.8% 3.33 12.5% 39% False False
60 37.51 19.69 17.82 66.8% 2.98 11.2% 39% False False
80 37.51 19.51 18.00 67.5% 2.77 10.4% 40% False False
100 41.16 19.51 21.65 81.2% 2.82 10.6% 33% False False
120 41.16 19.51 21.65 81.2% 2.78 10.4% 33% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.24
2.618 38.15
1.618 33.81
1.000 31.13
0.618 29.47
HIGH 26.79
0.618 25.13
0.500 24.62
0.382 24.11
LOW 22.45
0.618 19.77
1.000 18.11
1.618 15.43
2.618 11.09
4.250 4.01
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 25.99 25.99
PP 25.30 25.30
S1 24.62 24.62

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

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