CBOE Volatility Index


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 26.52 29.48 2.96 11.2% 25.20
High 31.90 30.03 -1.87 -5.9% 31.90
Low 24.93 24.33 -0.60 -2.4% 22.45
Close 28.57 24.66 -3.91 -13.7% 24.66
Range 6.97 5.70 -1.27 -18.2% 9.45
ATR 4.03 4.15 0.12 2.9% 0.00
Volume
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 43.44 39.75 27.80
R3 37.74 34.05 26.23
R2 32.04 32.04 25.71
R1 28.35 28.35 25.18 27.35
PP 26.34 26.34 26.34 25.84
S1 22.65 22.65 24.14 21.65
S2 20.64 20.64 23.62
S3 14.94 16.95 23.09
S4 9.24 11.25 21.53
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 54.69 49.12 29.86
R3 45.24 39.67 27.26
R2 35.79 35.79 26.39
R1 30.22 30.22 25.53 28.28
PP 26.34 26.34 26.34 25.37
S1 20.77 20.77 23.79 18.83
S2 16.89 16.89 22.93
S3 7.44 11.32 22.06
S4 -2.01 1.87 19.46
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 38.3% 4.20 17.0% 23% False False
10 31.90 21.31 10.59 42.9% 4.76 19.3% 32% False False
20 31.90 19.69 12.21 49.5% 3.44 14.0% 41% False False
40 37.51 19.69 17.82 72.3% 3.44 13.9% 28% False False
60 37.51 19.69 17.82 72.3% 3.15 12.8% 28% False False
80 37.51 19.51 18.00 73.0% 2.84 11.5% 29% False False
100 41.16 19.51 21.65 87.8% 2.89 11.7% 24% False False
120 41.16 19.51 21.65 87.8% 2.84 11.5% 24% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.26
2.618 44.95
1.618 39.25
1.000 35.73
0.618 33.55
HIGH 30.03
0.618 27.85
0.500 27.18
0.382 26.51
LOW 24.33
0.618 20.81
1.000 18.63
1.618 15.11
2.618 9.41
4.250 0.11
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 27.18 27.18
PP 26.34 26.34
S1 25.50 25.50

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

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