CBOE Volatility Index


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 21.43 21.91 0.48 2.2% 21.84
High 23.17 22.29 -0.88 -3.8% 23.17
Low 19.90 18.87 -1.03 -5.2% 18.95
Close 20.95 18.88 -2.07 -9.9% 20.95
Range 3.27 3.42 0.15 4.6% 4.22
ATR 3.22 3.24 0.01 0.4% 0.00
Volume
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 30.27 28.00 20.76
R3 26.85 24.58 19.82
R2 23.43 23.43 19.51
R1 21.16 21.16 19.19 20.59
PP 20.01 20.01 20.01 19.73
S1 17.74 17.74 18.57 17.17
S2 16.59 16.59 18.25
S3 13.17 14.32 17.94
S4 9.75 10.90 17.00
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 33.68 31.54 23.27
R3 29.46 27.32 22.11
R2 25.24 25.24 21.72
R1 23.10 23.10 21.34 22.06
PP 21.02 21.02 21.02 20.51
S1 18.88 18.88 20.56 17.84
S2 16.80 16.80 20.18
S3 12.58 14.66 19.79
S4 8.36 10.44 18.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.17 18.87 4.30 22.8% 2.62 13.9% 0% False True
10 25.25 18.87 6.38 33.8% 2.23 11.8% 0% False True
20 31.90 18.87 13.03 69.0% 3.56 18.8% 0% False True
40 37.51 18.87 18.64 98.7% 3.60 19.0% 0% False True
60 37.51 18.87 18.64 98.7% 3.15 16.7% 0% False True
80 37.51 18.87 18.64 98.7% 2.86 15.2% 0% False True
100 41.16 18.87 22.29 118.1% 2.93 15.5% 0% False True
120 41.16 18.87 22.29 118.1% 2.81 14.9% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 36.83
2.618 31.24
1.618 27.82
1.000 25.71
0.618 24.40
HIGH 22.29
0.618 20.98
0.500 20.58
0.382 20.18
LOW 18.87
0.618 16.76
1.000 15.45
1.618 13.34
2.618 9.92
4.250 4.34
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 20.58 21.02
PP 20.01 20.31
S1 19.45 19.59

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

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