CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 22.50 22.57 0.07 0.3% 27.61
High 22.50 22.99 0.49 2.2% 28.39
Low 21.45 20.63 -0.82 -3.8% 20.63
Close 21.91 20.69 -1.22 -5.6% 20.69
Range 1.05 2.36 1.31 124.8% 7.76
ATR 3.68 3.59 -0.09 -2.6% 0.00
Volume
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 28.52 26.96 21.99
R3 26.16 24.60 21.34
R2 23.80 23.80 21.12
R1 22.24 22.24 20.91 21.84
PP 21.44 21.44 21.44 21.24
S1 19.88 19.88 20.47 19.48
S2 19.08 19.08 20.26
S3 16.72 17.52 20.04
S4 14.36 15.16 19.39
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 46.52 41.36 24.96
R3 38.76 33.60 22.82
R2 31.00 31.00 22.11
R1 25.84 25.84 21.40 24.54
PP 23.24 23.24 23.24 22.59
S1 18.08 18.08 19.98 16.78
S2 15.48 15.48 19.27
S3 7.72 10.32 18.56
S4 -0.04 2.56 16.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 28.39 20.63 7.76 37.5% 2.31 11.2% 1% False True
10 31.90 20.63 11.27 54.5% 3.26 15.7% 1% False True
20 31.90 19.95 11.95 57.8% 3.52 17.0% 6% False False
40 37.51 19.69 17.82 86.1% 3.48 16.8% 6% False False
60 37.51 19.69 17.82 86.1% 3.14 15.2% 6% False False
80 37.51 19.51 18.00 87.0% 2.81 13.6% 7% False False
100 41.16 19.51 21.65 104.6% 2.92 14.1% 5% False False
120 41.16 19.51 21.65 104.6% 2.85 13.8% 5% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 33.02
2.618 29.17
1.618 26.81
1.000 25.35
0.618 24.45
HIGH 22.99
0.618 22.09
0.500 21.81
0.382 21.53
LOW 20.63
0.618 19.17
1.000 18.27
1.618 16.81
2.618 14.45
4.250 10.60
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 21.81 22.25
PP 21.44 21.73
S1 21.06 21.21

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

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