CBOE Volatility Index


Trading Metrics calculated at close of trading on 12-Apr-2021
Day Change Summary
Previous Current
09-Apr-2021 12-Apr-2021 Change Change % Previous Week
Open 17.05 17.43 0.38 2.2% 18.16
High 17.34 17.91 0.57 3.3% 18.40
Low 16.20 16.81 0.61 3.8% 16.20
Close 16.69 16.91 0.22 1.3% 16.69
Range 1.14 1.10 -0.04 -3.5% 2.20
ATR 2.31 2.23 -0.08 -3.4% 0.00
Volume
Daily Pivots for day following 12-Apr-2021
Classic Woodie Camarilla DeMark
R4 20.51 19.81 17.52
R3 19.41 18.71 17.21
R2 18.31 18.31 17.11
R1 17.61 17.61 17.01 17.41
PP 17.21 17.21 17.21 17.11
S1 16.51 16.51 16.81 16.31
S2 16.11 16.11 16.71
S3 15.01 15.41 16.61
S4 13.91 14.31 16.31
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 23.70 22.39 17.90
R3 21.50 20.19 17.30
R2 19.30 19.30 17.09
R1 17.99 17.99 16.89 17.55
PP 17.10 17.10 17.10 16.87
S1 15.79 15.79 16.49 15.35
S2 14.90 14.90 16.29
S3 12.70 13.59 16.09
S4 10.50 11.39 15.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 18.30 16.20 2.10 12.4% 1.06 6.2% 34% False False
10 21.75 16.20 5.55 32.8% 1.34 7.9% 13% False False
20 23.51 16.20 7.31 43.2% 2.00 11.8% 10% False False
40 31.90 16.20 15.70 92.8% 2.76 16.3% 5% False False
60 37.51 16.20 21.31 126.0% 2.99 17.7% 3% False False
80 37.51 16.20 21.31 126.0% 2.86 16.9% 3% False False
100 37.51 16.20 21.31 126.0% 2.65 15.6% 3% False False
120 41.16 16.20 24.96 147.6% 2.77 16.4% 3% False False
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 True
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 22.59
2.618 20.79
1.618 19.69
1.000 19.01
0.618 18.59
HIGH 17.91
0.618 17.49
0.500 17.36
0.382 17.23
LOW 16.81
0.618 16.13
1.000 15.71
1.618 15.03
2.618 13.93
4.250 12.14
Fisher Pivots for day following 12-Apr-2021
Pivot 1 day 3 day
R1 17.36 17.06
PP 17.21 17.01
S1 17.06 16.96

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

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