CBOE Volatility Index


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 20.10 18.95 -1.15 -5.7% 27.61
High 20.95 22.60 1.65 7.9% 28.39
Low 19.18 18.95 -0.23 -1.2% 20.63
Close 19.23 21.58 2.35 12.2% 20.69
Range 1.77 3.65 1.88 106.2% 7.76
ATR 3.19 3.22 0.03 1.0% 0.00
Volume
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 31.99 30.44 23.59
R3 28.34 26.79 22.58
R2 24.69 24.69 22.25
R1 23.14 23.14 21.91 23.92
PP 21.04 21.04 21.04 21.43
S1 19.49 19.49 21.25 20.27
S2 17.39 17.39 20.91
S3 13.74 15.84 20.58
S4 10.09 12.19 19.57
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 18.95 4.04 18.7% 2.15 10.0% 65% False True
10 30.03 18.95 11.08 51.3% 2.57 11.9% 24% False True
20 31.90 18.95 12.95 60.0% 3.50 16.2% 20% False True
40 37.51 18.95 18.56 86.0% 3.52 16.3% 14% False True
60 37.51 18.95 18.56 86.0% 3.19 14.8% 14% False True
80 37.51 18.95 18.56 86.0% 2.82 13.1% 14% False True
100 41.16 18.95 22.21 102.9% 2.92 13.5% 12% False True
120 41.16 18.95 22.21 102.9% 2.81 13.0% 12% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 38.11
2.618 32.16
1.618 28.51
1.000 26.25
0.618 24.86
HIGH 22.60
0.618 21.21
0.500 20.78
0.382 20.34
LOW 18.95
0.618 16.69
1.000 15.30
1.618 13.04
2.618 9.39
4.250 3.44
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 21.31 21.31
PP 21.04 21.04
S1 20.78 20.78

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

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