CBOE Volatility Index


Trading Metrics calculated at close of trading on 17-Mar-2021
Day Change Summary
Previous Current
16-Mar-2021 17-Mar-2021 Change Change % Previous Week
Open 20.14 20.10 -0.04 -0.2% 27.61
High 20.31 20.95 0.64 3.2% 28.39
Low 19.33 19.18 -0.15 -0.8% 20.63
Close 19.79 19.23 -0.56 -2.8% 20.69
Range 0.98 1.77 0.79 80.6% 7.76
ATR 3.30 3.19 -0.11 -3.3% 0.00
Volume
Daily Pivots for day following 17-Mar-2021
Classic Woodie Camarilla DeMark
R4 25.10 23.93 20.20
R3 23.33 22.16 19.72
R2 21.56 21.56 19.55
R1 20.39 20.39 19.39 20.09
PP 19.79 19.79 19.79 19.64
S1 18.62 18.62 19.07 18.32
S2 18.02 18.02 18.91
S3 16.25 16.85 18.74
S4 14.48 15.08 18.26
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 22.99 19.18 3.81 19.8% 1.63 8.5% 1% False True
10 31.90 19.18 12.72 66.1% 2.90 15.1% 0% False True
20 31.90 19.18 12.72 66.1% 3.43 17.9% 0% False True
40 37.51 19.18 18.33 95.3% 3.46 18.0% 0% False True
60 37.51 19.18 18.33 95.3% 3.16 16.5% 0% False True
80 37.51 19.18 18.33 95.3% 2.80 14.5% 0% False True
100 41.16 19.18 21.98 114.3% 2.91 15.1% 0% False True
120 41.16 19.18 21.98 114.3% 2.81 14.6% 0% False True
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 28.47
2.618 25.58
1.618 23.81
1.000 22.72
0.618 22.04
HIGH 20.95
0.618 20.27
0.500 20.07
0.382 19.86
LOW 19.18
0.618 18.09
1.000 17.41
1.618 16.32
2.618 14.55
4.250 11.66
Fisher Pivots for day following 17-Mar-2021
Pivot 1 day 3 day
R1 20.07 20.52
PP 19.79 20.09
S1 19.51 19.66

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

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