CBOE Volatility Index


Trading Metrics calculated at close of trading on 25-Mar-2021
Day Change Summary
Previous Current
24-Mar-2021 25-Mar-2021 Change Change % Previous Week
Open 20.64 20.80 0.16 0.8% 21.84
High 21.49 23.51 2.02 9.4% 23.17
Low 19.30 19.81 0.51 2.6% 18.95
Close 21.20 19.81 -1.39 -6.6% 20.95
Range 2.19 3.70 1.51 68.9% 4.22
ATR 3.13 3.17 0.04 1.3% 0.00
Volume
Daily Pivots for day following 25-Mar-2021
Classic Woodie Camarilla DeMark
R4 32.14 29.68 21.85
R3 28.44 25.98 20.83
R2 24.74 24.74 20.49
R1 22.28 22.28 20.15 21.66
PP 21.04 21.04 21.04 20.74
S1 18.58 18.58 19.47 17.96
S2 17.34 17.34 19.13
S3 13.64 14.88 18.79
S4 9.94 11.18 17.78
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 23.51 18.80 4.71 23.8% 3.07 15.5% 21% True False
10 23.51 18.80 4.71 23.8% 2.61 13.2% 21% True False
20 31.90 18.80 13.10 66.1% 3.10 15.6% 8% False False
40 37.51 18.80 18.71 94.4% 3.33 16.8% 5% False False
60 37.51 18.80 18.71 94.4% 3.22 16.3% 5% False False
80 37.51 18.80 18.71 94.4% 2.91 14.7% 5% False False
100 41.09 18.80 22.29 112.5% 2.88 14.5% 5% False False
120 41.16 18.80 22.36 112.9% 2.84 14.3% 5% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 39.24
2.618 33.20
1.618 29.50
1.000 27.21
0.618 25.80
HIGH 23.51
0.618 22.10
0.500 21.66
0.382 21.22
LOW 19.81
0.618 17.52
1.000 16.11
1.618 13.82
2.618 10.12
4.250 4.09
Fisher Pivots for day following 25-Mar-2021
Pivot 1 day 3 day
R1 21.66 21.16
PP 21.04 20.71
S1 20.43 20.26

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

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