CBOE Volatility Index


Trading Metrics calculated at close of trading on 08-Apr-2021
Day Change Summary
Previous Current
07-Apr-2021 08-Apr-2021 Change Change % Previous Week
Open 17.99 16.92 -1.07 -5.9% 20.40
High 18.17 17.36 -0.81 -4.5% 21.75
Low 16.87 16.55 -0.32 -1.9% 17.29
Close 17.16 16.95 -0.21 -1.2% 17.33
Range 1.30 0.81 -0.49 -37.7% 4.46
ATR 2.52 2.40 -0.12 -4.8% 0.00
Volume
Daily Pivots for day following 08-Apr-2021
Classic Woodie Camarilla DeMark
R4 19.38 18.98 17.40
R3 18.57 18.17 17.17
R2 17.76 17.76 17.10
R1 17.36 17.36 17.02 17.56
PP 16.95 16.95 16.95 17.06
S1 16.55 16.55 16.88 16.75
S2 16.14 16.14 16.80
S3 15.33 15.74 16.73
S4 14.52 14.93 16.50
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 32.17 29.21 19.78
R3 27.71 24.75 18.56
R2 23.25 23.25 18.15
R1 20.29 20.29 17.74 19.54
PP 18.79 18.79 18.79 18.42
S1 15.83 15.83 16.92 15.08
S2 14.33 14.33 16.51
S3 9.87 11.37 16.10
S4 5.41 6.91 14.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.64 16.55 2.09 12.3% 1.09 6.4% 19% False True
10 23.51 16.55 6.96 41.1% 1.77 10.4% 6% False True
20 23.51 16.55 6.96 41.1% 2.06 12.1% 6% False True
40 31.90 16.55 15.35 90.6% 2.86 16.9% 3% False True
60 37.51 16.55 20.96 123.7% 3.03 17.9% 2% False True
80 37.51 16.55 20.96 123.7% 2.90 17.1% 2% False True
100 37.51 16.55 20.96 123.7% 2.68 15.8% 2% False True
120 41.16 16.55 24.61 145.2% 2.78 16.4% 2% False True
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 0.50
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 20.80
2.618 19.48
1.618 18.67
1.000 18.17
0.618 17.86
HIGH 17.36
0.618 17.05
0.500 16.96
0.382 16.86
LOW 16.55
0.618 16.05
1.000 15.74
1.618 15.24
2.618 14.43
4.250 13.11
Fisher Pivots for day following 08-Apr-2021
Pivot 1 day 3 day
R1 16.96 17.43
PP 16.95 17.27
S1 16.95 17.11

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

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