CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 19.32 20.40 1.08 5.6% 21.91
High 21.49 21.60 0.11 0.5% 23.51
Low 18.68 19.42 0.74 4.0% 18.68
Close 18.86 20.74 1.88 10.0% 18.86
Range 2.81 2.18 -0.63 -22.4% 4.83
ATR 3.15 3.12 -0.03 -0.9% 0.00
Volume
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 27.13 26.11 21.94
R3 24.95 23.93 21.34
R2 22.77 22.77 21.14
R1 21.75 21.75 20.94 22.26
PP 20.59 20.59 20.59 20.84
S1 19.57 19.57 20.54 20.08
S2 18.41 18.41 20.34
S3 16.23 17.39 20.14
S4 14.05 15.21 19.54
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 23.3% 2.73 13.2% 43% False False
10 23.51 18.68 4.83 23.3% 2.68 12.9% 43% False False
20 31.90 18.68 13.22 63.7% 2.96 14.3% 16% False False
40 33.96 18.68 15.28 73.7% 3.03 14.6% 13% False False
60 37.51 18.68 18.83 90.8% 3.25 15.7% 11% False False
80 37.51 18.68 18.83 90.8% 2.93 14.1% 11% False False
100 37.51 18.68 18.83 90.8% 2.86 13.8% 11% False False
120 41.16 18.68 22.48 108.4% 2.84 13.7% 9% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.71
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 30.87
2.618 27.31
1.618 25.13
1.000 23.78
0.618 22.95
HIGH 21.60
0.618 20.77
0.500 20.51
0.382 20.25
LOW 19.42
0.618 18.07
1.000 17.24
1.618 15.89
2.618 13.71
4.250 10.16
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 20.66 21.10
PP 20.59 20.98
S1 20.51 20.86

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

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