CBOE Volatility Index


Trading Metrics calculated at close of trading on 26-Mar-2021
Day Change Summary
Previous Current
25-Mar-2021 26-Mar-2021 Change Change % Previous Week
Open 20.80 19.32 -1.48 -7.1% 21.91
High 23.51 21.49 -2.02 -8.6% 23.51
Low 19.81 18.68 -1.13 -5.7% 18.68
Close 19.81 18.86 -0.95 -4.8% 18.86
Range 3.70 2.81 -0.89 -24.1% 4.83
ATR 3.17 3.15 -0.03 -0.8% 0.00
Volume
Daily Pivots for day following 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 28.11 26.29 20.41
R3 25.30 23.48 19.63
R2 22.49 22.49 19.38
R1 20.67 20.67 19.12 20.18
PP 19.68 19.68 19.68 19.43
S1 17.86 17.86 18.60 17.37
S2 16.87 16.87 18.34
S3 14.06 15.05 18.09
S4 11.25 12.24 17.31
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 34.84 31.68 21.52
R3 30.01 26.85 20.19
R2 25.18 25.18 19.75
R1 22.02 22.02 19.30 21.19
PP 20.35 20.35 20.35 19.93
S1 17.19 17.19 18.42 16.36
S2 15.52 15.52 17.97
S3 10.69 12.36 17.53
S4 5.86 7.53 16.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 23.51 18.68 4.83 25.6% 2.98 15.8% 4% False True
10 23.51 18.68 4.83 25.6% 2.66 14.1% 4% False True
20 31.90 18.68 13.22 70.1% 2.96 15.7% 1% False True
40 37.51 18.68 18.83 99.8% 3.18 16.9% 1% False True
60 37.51 18.68 18.83 99.8% 3.23 17.1% 1% False True
80 37.51 18.68 18.83 99.8% 2.91 15.4% 1% False True
100 38.78 18.68 20.10 106.6% 2.86 15.2% 1% False True
120 41.16 18.68 22.48 119.2% 2.84 15.1% 1% False True
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 33.43
2.618 28.85
1.618 26.04
1.000 24.30
0.618 23.23
HIGH 21.49
0.618 20.42
0.500 20.09
0.382 19.75
LOW 18.68
0.618 16.94
1.000 15.87
1.618 14.13
2.618 11.32
4.250 6.74
Fisher Pivots for day following 26-Mar-2021
Pivot 1 day 3 day
R1 20.09 21.10
PP 19.68 20.35
S1 19.27 19.61

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

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