CBOE Volatility Index


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 22.80 26.52 3.72 16.3% 24.46
High 26.79 31.90 5.11 19.1% 31.16
Low 22.45 24.93 2.48 11.0% 21.31
Close 26.67 28.57 1.90 7.1% 27.95
Range 4.34 6.97 2.63 60.6% 9.85
ATR 3.81 4.03 0.23 5.9% 0.00
Volume
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 49.38 45.94 32.40
R3 42.41 38.97 30.49
R2 35.44 35.44 29.85
R1 32.00 32.00 29.21 33.72
PP 28.47 28.47 28.47 29.33
S1 25.03 25.03 27.93 26.75
S2 21.50 21.50 27.29
S3 14.53 18.06 26.65
S4 7.56 11.09 24.74
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 31.90 22.45 9.45 33.1% 4.18 14.6% 65% True False
10 31.90 20.84 11.06 38.7% 4.43 15.5% 70% True False
20 31.90 19.69 12.21 42.7% 3.24 11.4% 73% True False
40 37.51 19.69 17.82 62.4% 3.41 11.9% 50% False False
60 37.51 19.69 17.82 62.4% 3.08 10.8% 50% False False
80 37.51 19.51 18.00 63.0% 2.83 9.9% 50% False False
100 41.16 19.51 21.65 75.8% 2.86 10.0% 42% False False
120 41.16 19.51 21.65 75.8% 2.82 9.9% 42% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 61.52
2.618 50.15
1.618 43.18
1.000 38.87
0.618 36.21
HIGH 31.90
0.618 29.24
0.500 28.42
0.382 27.59
LOW 24.93
0.618 20.62
1.000 17.96
1.618 13.65
2.618 6.68
4.250 -4.69
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 28.52 28.11
PP 28.47 27.64
S1 28.42 27.18

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

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