CBOE Volatility Index


Trading Metrics calculated at close of trading on 31-Mar-2021
Day Change Summary
Previous Current
30-Mar-2021 31-Mar-2021 Change Change % Previous Week
Open 20.76 19.80 -0.96 -4.6% 21.91
High 21.75 20.11 -1.64 -7.5% 23.51
Low 19.47 18.86 -0.61 -3.1% 18.68
Close 19.61 19.40 -0.21 -1.1% 18.86
Range 2.28 1.25 -1.03 -45.2% 4.83
ATR 3.06 2.93 -0.13 -4.2% 0.00
Volume
Daily Pivots for day following 31-Mar-2021
Classic Woodie Camarilla DeMark
R4 23.21 22.55 20.09
R3 21.96 21.30 19.74
R2 20.71 20.71 19.63
R1 20.05 20.05 19.51 19.76
PP 19.46 19.46 19.46 19.31
S1 18.80 18.80 19.29 18.51
S2 18.21 18.21 19.17
S3 16.96 17.55 19.06
S4 15.71 16.30 18.71
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 24.9% 2.44 12.6% 15% False False
10 23.51 18.68 4.83 24.9% 2.75 14.2% 15% False False
20 31.90 18.68 13.22 68.1% 2.83 14.6% 5% False False
40 31.90 18.68 13.22 68.1% 2.92 15.1% 5% False False
60 37.51 18.68 18.83 97.1% 3.16 16.3% 4% False False
80 37.51 18.68 18.83 97.1% 2.94 15.2% 4% False False
100 37.51 18.68 18.83 97.1% 2.78 14.3% 4% False False
120 41.16 18.68 22.48 115.9% 2.82 14.5% 3% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 25.42
2.618 23.38
1.618 22.13
1.000 21.36
0.618 20.88
HIGH 20.11
0.618 19.63
0.500 19.49
0.382 19.34
LOW 18.86
0.618 18.09
1.000 17.61
1.618 16.84
2.618 15.59
4.250 13.55
Fisher Pivots for day following 31-Mar-2021
Pivot 1 day 3 day
R1 19.49 20.31
PP 19.46 20.00
S1 19.43 19.70

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

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